Pre-Market IV Report June 29, 2022

Pre-Market IV Report June 29, 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: REV STRO MU GIS BBBY WOW SIRI RENN

Stocks expected to have increasing option volume: WBA SAVE PINS MU GIS BBBY HOOD

Option IV for ARK Innovation ETF (ARKK) large holdings into end of quarter

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 71; compared to its 52-week range of 28 to 92.

Zoom (ZM) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 114 amid large ARK Innovation ETF (ARKK) holdings into end quarter.
Tesla (TSLA) 30-day option implied volatility is at 75; compared to its 52-week range of 36 to 84 amid large ARK Innovation ETF (ARKK) holdings into end quarter.
CRISPR Therapeutics (CRSP) 30-day option implied volatility is at 82; compared to its 52-week range of 53 to 97 amid large ARK Innovation ETF (ARKK) holdings into end quarter.
UiPath Inc. (PATH) 30-day option implied volatility is at 72; compared to its 52-week range of 46 to 277 amid large ARK Innovation ETF (ARKK) holdings into end quarter. Call put ratio 1 call to 1.5 puts.
Teladoc (TDOC) 30-day option implied volatility is at 96; compared to its 52-week range of 38 to 107 amid large ARK Innovation ETF (ARKK) holdings into end quarter. Call put ratio 2.6 calls to 1 put.
Exact Sciences (EXAS) 30-day option implied volatility is at 81; compared to its 52-week range of 53 to 97 amid large ARK Innovation ETF (ARKK) holdings into end quarter.
Straddle prices for stocks expected to report quarterly results
Bed Bath & Beyond (BBBY) July weekly 6.5 straddle priced for a move of 20% into the expected release of quarter results today before the bell.
General Mills (GIS) July weekly 70 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.
Paychex (PAYX) July weekly 120 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.
Constellation Brands (STZ) July weekly 245 straddle priced for a move of 4% into the expected release of quarter results on June 30.
Micron (MU) July weekly 58 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 30.
Walgreens Boots Alliance (WBA) July weekly 41 straddle priced for a move of 6% into the expected release of quarter results on June 30.
Movers
Revlon (REV) 30-day option implied volatility is at 238; compared to its 52-week range of 54 to 597. Call put ratio 2.3 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 131; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 2.6 puts.
Robinhood (HOOD) 30-day option implied volatility is at 99; compared to its 52-week range of 51 to 225.

Spirit Airlines (SAVE) 30-day option implied volatility is at 67; compared to its 52-week range of 44 to 108. Call put ratio 1.1 calls to 1 put.

Options with decreasing option implied volatility: BB GME FDX

Increasing unusual option volume: KZR ENDP EWU GSM SIGA MCHP WOW

Increasing unusual call option volume: ENDP MCHP ASHR

Increasing unusual put option volume: EWU MCHP NKE

Popular stocks with increasing volume: OXY NKE QCOM HOOD XOM AAL BA

Active options: TSLA AMZN AAPL AMD NVDA AMC NIO META NKE QCOM BAC HOOD XOM MSFT BABA AAL BA OXY LI F

Global S&P Futures mixed in premarket, Nikkei down 0.9%, DAX down 1%, WTI Crude oil recently at $111, natural gas up 3%, gold at $1817 an ounce