Pre-Market IV Report June 28, 2022

Pre-Market IV Report June 28, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: HOOD MU NKE CFVI VERU VG UPS REV HGEN XELA CFRX

Stocks expected to have increasing option volume: NKE MU GIS HOOD DWAC

MRK LLY BMY shares near record high

Merck (MRK) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 34 as shares near record high. Call put ratio 2.6 calls to 1 put.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 38 as shares near record high. Call put ratio 1.9 calls to 1 put.

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 31 as shares near record high. Call put ratio 2 calls to 1 put.

HD LOW RH IV after share pull back

Home Depot (HD) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 46.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 49.

RH (RH) 30-day option implied volatility is at 62; compared to its 52-week range of 33 to 85.

Sherwin-Williams (SHW) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 88. Call put ratio 1 call to 2.9 puts.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 84. Call put ratio 1 call to 7.8 puts.
WTI crude oil at $110

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 48.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 63.

Movers

Robinhood (HOOD) 30-day option implied volatility is at 110; compared to its 52-week range of 51 to 225. Call put ratio 4.3 calls to 1 put.

Spirit Airlines (SAVE) 30-day option implied volatility is at 65; compared to its 52-week range of 44 to 108. Call put ratio 1.7 calls to 1 put.

Revlon (REV) 30-day option implied volatility is at 200; compared to its 52-week range of 54 to 597. Call put ratio 2.7 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 128; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 1.9 puts.

Straddle prices for stocks expected to report quarterly results

Bed Bath & Beyond (BBBY) July weekly 7straddle priced for a move of 18% into the expected release of quarter results before the bell on June 29.

General Mills (GIS) July weekly 70 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on June 29.

Paychex (PAYX) July weekly 120 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on June 29.

Constellation Brands (STZ) July weekly 247.5 straddle priced for a move of 5% into the expected release of quarter results on June 30.

Micron (MU) July weekly 59 straddle priced for a move of 7% into the expected release of quarter results after the bell on June 30.

Walgreens Boots Alliance (WBA) July weekly 42 straddle priced for a move of 6% into the expected release of quarter results on June 30.

Options with decreasing option implied volatility: RDBX SPG ACAD AXSM ACAD ZEN MSTR KBH KMX
Increasing unusual option volume: IHI CLAR BBD NEWR BOXD NEWR
Increasing unusual call option volume: CLAR GSG BOXD BBD ARQQ WEBR
Increasing unusual put option volume: FSK TIP SKT RVLV GOOS EWC
Popular stocks with increasing volume: HOOD NKE PLTR F CHPT XOM SNAP COIN C
Active options: AAPL TSLA AMZN AMC HOOD AMD NVDA META NIO NKE BABA MSFT BAC PLTR F CHPT XOM SNAP COIN C
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $110, natural gas mixed, gold at $1828 an ounce