Pre-Market IV Report June 9, 2022

Pre-Market IV Report June 9, 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: SIG FIVE DOCU CS UNG BOIL KOLD BABA NRXP ATHA CYN QTT UAVS RDBX

Stocks expected to have increasing option volume: AMD ORCL BABA AAPL USO UNG SIG FIVE DOCU SFIX FCEL

Option Volume Movers

Advanced Micro Devices Inc (AMD) June weekly call option implied volatility is at 82, June is at 65; compared to its 52-week range of 29 to 73 into a company hosting a financial analyst day today. Call put ratio 1.6 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 44.

Oracle (ORCL) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 52 into quarter results.

NIO Inc. (NIO) June weekly call option implied volatility is at 160, June is at 107; compared to its 52-week range of 49 to 133 into the expected release of quarter results today before the bell. Call put ratio 2.3 calls to 1 put.

Energy IV

Exxon Mobil (XOM) 30-day option implied volatility is at 32; compared to its 52-week range 24 to 46.

Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 46.

Valero Energy (VLO) 30-day option implied volatility is at 42; compared to its 52-week range 32 to 52.

Marathon Oil (MRO) 30-day option implied volatility is at 52; compared to its 52-week range 43 to 70. Call put ratio 2 calls to 1 put.

Marathon Petroleum (MPC) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 47.

Occidental Petroleum (OXY) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 89. Call put ratio 4.6 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 45; compared to its 52-week range 39 to 63.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 44; compared to its 52-week range 38 to 67.

United States Oil Fund (USO) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 81. Call put ratio 2.9 calls to 1 put.

United States Natural Gas (UNG) June weekly call option implied volatility is at 167, June is at 112; compared to its 52-week range of 15 to 48.

Proshares Ultra Dj-ubs Natural Gas (BOIL) 30-day option implied volatility is at 182; compared to its 52-week range 62 to 248.

Proshares Ultrashort Dj-ubs Natural Gas (KOLD) 30-day option implied volatility is at 179; compared to its 52-week range of 61 to 219. Call put ratio 4.9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

DocuSign (DOCU) June weekly 90 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Rent the Runway (RENT) June 5 straddle priced for a move of 28% into the expected release of quarter results today after the bell.

Signet Jewelers (SIG) June weekly 62 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Stitch Fix (SFIX) June weekly 8.5 straddle priced for a move of 23% into the expected release of quarter results today after the bell.

Vail Resorts (MTN) June 260 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: ASO LULU RH NTAP AI COUP
Increasing unusual option volume: JOAN VIRT CS EWU OTIS REAL LOVE FIVE SIG
Increasing unusual call option volume: EWU REAL CS BIG SLCA VIRT
Increasing unusual put option volume: AMRS CS LOVE FIVE TIGR OLLI MPW
Popular stocks with increasing volume: UBER ROKU GME TWTR DKNG
Active options: AMZN TSLA AAPL BABA AMD AMC NVDA FB OXY XOM INTC NIO F UBER ROKU GME TWTR IMPP DKNG MSFT
Global S&P Futures mixed premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $121, natural gas down 6%, gold at $1851 an ounce