Pre-Market IV Report June 30, 2022

Pre-Market IV Report June 30, 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 implied volatility into end of month and quarter
Mover

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 1.8 puts.

Option IV

RH (RH) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 85 into cuts FY22 revenue guidance.

Home Depot (HD) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 46 into RH (RH) cuts FY22 revenue guidance.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 49 into RH (RH) cuts FY22 revenue guidance.

Williams-Sonoma (WSM) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 85 into RH (RH) cuts FY22 revenue guidance.

Sherwin-Williams (SHW) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 88 into RH (RH) cuts FY22 revenue guidance.

Straddle prices for stocks expected to report quarterly results

Constellation Brands (STZ) July weekly 245 straddle priced for a move of 4% into the expected release of quarter results today.

Micron (MU) July weekly 56 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Walgreens Boots Alliance (WBA) July weekly 41 straddle priced for a move of 6% into the expected release of quarter results today.

Movers

Revlon (REV) 30-day option implied volatility is at 218; compared to its 52-week range of 54 to 597. Call put ratio 1.4 calls to 1 put.

Spirit Airlines (SAVE) 30-day option implied volatility is at 69; compared to its 52-week range of 44 to 108 into rescheduled shareholder vote. Call put ratio 3.5 calls to 1 put.

Digital Realty Trust (DLR) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 69. Call put ratio 1 call to 2.7 puts.

Equinix (EQIX) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 57. Call put ratio 1 call to 7.2 puts.

Options with decreasing option implied volatility: RDBX SPG ACAD AXSM ACAD ZEN MSTR KBH KMX
Options with increasing option implied volatility: HOOD MU NKE CFVI VERU VG UPS REV HGEN XELA CFRX
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