Pre-Market IV Report June 30, 2021

Pre-Market IV Report June 30, 2021

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: TWTR NFLX UAL ZNGA PSAC EDU TAL SOFI CLOV GPRO CLDR ZNGA SPCE BSQR CERE

Stocks expected to have increasing option volume: BBBY MU FIZZ GIS STZ

Movers

Micron Technology (MU) July weekly call option implied volatility is at 74, July is at 42; compared to its 52-week range 34 to 61 into expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

SoFi Technologies (SOFI) 30-day option implied volatility is at 116; compared to its 52-week range of 50 to 151. Call put ratio 3.4 calls to 1 put with focus on July weekly calls

Bed Bath & Beyond (BBBY) July weekly call option implied volatility bid above weekly put IV

Bed Bath & Beyond (BBBY) July weekly call option implied volatility 15% out of the money is at 212, July weekly put option implied volatility 15% out of the money is at 185; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on June 30. Call put ratio 1.6 calls to 1 put.

Energy stocks into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021 amid WTI Crude oil trades above $73

ExxonMobil (XOM) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 53 into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 51

BP plc (BP) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 52

ConocoPhillips (COP) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 77

Phillips 66 (PSX) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 64

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 66. Call put ratio 4.2 calls to 1 put.

Marathon Oil (MRO) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 243 amid WTI crude oil above $73.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 68 into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021.

Straddle prices into expected release of quarter results this week

Bed Bath & Beyond (BBBY) July weekly 30 straddle priced for a move of +/- 16% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) July 230 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

General Mills (GIS) July 60 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

Micron (MU) July weekly 83 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

McCormick (MKC) July 90 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on July 1.

Walgreens Boots Alliance (WBA) July weekly 52 straddle priced for a move of +/- 5% into the expected release of quarter results on July 1.

Options with decreasing option implied volatility: ATOS AMC INO OCGN BB CLNE DDD RAD CLOV PSTH NKE
Increasing unusual option volume: BSQR JACK KTOS VOO KWEB WISH SEAS CERE
Increasing unusual call option volume: BSQR KWEB DOYU KTOS SEAS WISH CERE
Increasing unusual put option volume: VOO FLEX SKT SFM NTLA SOFI CERE
Popular stocks with increasing volume: GE PLUG AMC CCL SPCE
Active options: AAPL TSLA AMD AMC FB NIO SPCE WISH SOFI PLTR CLOV F BAC MSFT BABA PLUG BA NVDA GE CCL
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 73.819, natural gas up 2%, gold at $1757 an ounce