Pre-Market IV Report June 30, 2020

Pre-Market IV Report June 30, 2020

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: WKHS FSLY SPOT SONO GNC RDHH ZYNE INO SRNE DDD FB AMZN NFLX

Options expected to have increasing volume: MU CAG FDX GIS BA LULU UBER BA GIS RDS.A WFC DELL

Vehicle company option implied volatility into end of month and quarter

Tesla (TSLA) 30-day option implied volatility is at 80; compared to its 52-week range of 34 to 154. Call put ratio 1.5 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 194; compared to its 52-week range of 67 to 305. Call put ratio 3.6 calls to 1 put.

Workhorse (WKHS) 30-day option implied volatility is at 273; compared to its 52-week range of 103 to 272. Call put ratio 2 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 57; compared to its 52-week range of 20 to 188.

Ford Motor (F) 30-day option implied volatility is at 68; compared to its 52-week range of 20 to 195. Call put ratio 4.5 calls to 1 put.

Fiat Chrysler Automobiles (FCAU) 30-day option implied volatility is at 59; compared to its 52-week range of 25 to 186. Call put ratio 6.4 calls to 1 put.

Ferrari (RACE) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 96.

Honda (HMC) 30-day option implied volatility is at 42; compared to its 52-week range of 15 to 92. Call put ratio 5 calls to 1 put with focus on July 30 calls.

Toyota (TM) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 76.

Straddle prices for stocks expected to report quarterly results this week

ConAgra (CAG) July weekly 33.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

FedEx (FDX) July weekly 135 straddle priced for a move of 8% into the expected release of quarter results on today.

Herman Miller (MLHR) July 25 straddle priced for a move of 16% into the expected release of quarter results today before the bell.

Steelcase (SCS) July 12.50 straddle priced for a move of 17% into the expected release of quarter results today before the after the bell.

Capri Holdings (CPRI) July weekly 15.5 straddle priced for a move of 22% into the expected release of quarter results before the bell on July 1.

National Beverage (FIZZ) July weekly 60 straddle priced for a move of 15% into the expected release of quarter results on July 1.

Constellation Brands (STZ) July weekly 175 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 1.

General Mills (GIS) July 60 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 1.

Macys (M) July weekly 6.5 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 1.

Huazhu (HTHT) July 35 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 1.

Korn Ferry (KFY) July 30 straddle priced for a move of 14% into the expected release of quarter results before the bell on July 2.

iShares Nasdaq Biotechnology (IBB) 30-day call option implied volatility is at 31; compared to its 52-week range of 17 to 80. Call put ratio 1.7 calls to 1 put into end of quarter.

Ino (INO) 30-day option implied volatility is at 277; compared to its 52-week range of 64 to 392. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: TRIP RAD FIT ACB
Increasing unusual option volume: WKHS CNP ZYNE BLDP NKLA DELL VMW
Increasing unusual call option volume: WKHS ON HTTX BLDP
Increasing unusual put option volume: CNP BLDP CS HST NKLA
Popular stocks with increasing volume: BA BYND BABA ROKU
Active options: FB BA AAPL AMD AAL TSLA NKLA BAC GE WKHS MSFT MU AMZN ROKU BYND BABA PLUG DAL SNAP WFC
Global S&P Futures recently mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $39.92, natural gas mixed, gold at $1782 an ounce