Pre-Market IV Report June 7, 2022

Pre-Market IV Report June 7, 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: SJM IPOF ATHA BCTX VIRT HOOD RYTM ATHA CYN RIGL RDBX

Stocks expected to have increasing option volume: UNG KSS TSCO COUP PLAY ASO SCHW VIRT HOOD IBKR SJM AFRM PTON

IV

Advanced Micro Devices Inc (AMD) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 73 into a company hosted financial analyst day on June 9. Call put ratio 1.6 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 54 after stock split. Call put ratio 2.1 calls to 1 put.

Kohl’s (KSS) 30-day option implied volatility is at 87; compared to its 52-week range of 39 to 121 into Kohl’s in exclusive sale talks with Franchise Group, WSJ reports. Call put ratio 4.9 calls to 1 put.

Option IV after WSJ reports SEC to propose new stock market trading rules

Charles Schwab (SCHW) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 49 after WSJ reports SEC to propose new stock market trading rules.

Interactive Brokers (IBKR) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 93 after WSJ reports SEC to propose new stock market trading rules. Call put ratio 6.9 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 85; compared to its 52-week range of 51 to 226 after WSJ reports SEC to propose new stock market trading rules. Call put ratio 3.7 calls to 1 put.

Virtu Financial (VIRT) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 76 after WSJ reports SEC to propose new stock market trading rules. Call put ratio 1 call to 11 puts.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 45 after WSJ reports SEC to propose new stock market trading rules.

CME Group (CME) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 38 after WSJ reports SEC to propose new stock market trading rules. Call put ratio 1 call to 3.7 puts.

Straddle prices for stocks expected to report quarterly results

Academy Sports (ASO) June weekly 36 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Dave & Busters (PLAY) June weekly 37 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

J. M. Smucker (SJM) June 125 straddle priced for a move of 6% into the expected release of quarter results today before the bell. Call put ratio 1 call to 6.3 puts.

United Natural Foods (UNFI) June 45 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Bausch + Lomb Corporation (BLCO) June 15 straddle priced for a move of 16% into the expected release of quarter results on June 8.

Lovesac (LOVE) June 40 straddle priced for a move of 19% into the expected release of quarter results before the bell on June 8.

Campbell Soup (CPB) June weekly 45 straddle priced for a move of 5% into the expected release of quarter results before the bell on June 8.

Options with decreasing option implied volatility: AMC ASAN GME CHWY GPS OKTA LULU CRM
Increasing unusual option volume: TIP SJM ZTO SHLS
Increasing unusual call option volume: FATH UNM K KDP VICI ARRY
Increasing unusual put option volume: TIP LWLG LPX KHC
Popular stocks with increasing volume: TWTR HOOD CHPT AAL F SOFI DKNG
Active options: AMZN AAPL TSLA AMD FB NVDA BABA NIO AMC DIDI SNAP MSFT BAC TWTR HOOD CHPT AAL F SOFI DKNG
Global S&P Futures mixed premarket, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $119, natural down 3%, gold at $1845 an ounce