Pre-Market IV Report April 18, 2024

Pre-Market IV Report April 18, 2024

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Pre-Market IV Report April 18, 2024

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: DJT IBRX SE ONON STNE NU CSCO SONY TTWO WMT DE RANI ZUO VNDA BSY AMRK SNDR PEGA DO MITK UGI M WSM O CBRE VSTO BMO ADSK SYY

Stocks expected to have increasing option volume: NVDA TSM AXP ABT LVS AA OZK SLG ISRG DFS HBAN RF PG FITB HBAN STX BX

Micron Technology (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 58. Call put ratio 1.9 calls to 1 put on 229K contracts.

Straddle prices into quarter results

Netflix (NFLX) April 613 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) April 375 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Seagate Technology (STX) April 84 straddle priced for a move of 5% into the expected release of quarter results today.

Procter & Gamble (PG) April 155 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 19.

American Express (AXP) April 217 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 19.

SLB (SLB) April 51 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 19.

Fifth Third Bancorp (FITB) April 34 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 19.

Huntington Bancshares (HBAN) April 13 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 19.

Regions Financial (RF) April 19 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 19.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 402; compared to its 52-week range of 21 to 402 into topline efficacy data for phase II/III study of buntanetap in patients with mild to moderate Alzheimer’s disease is expected in April.

Bentley Systems Inc. (BSY) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 74. Call put ratio 222 calls to 1 put with a focus on May 50 and 55 calls.

Atlas Crest Investment Corp (ACIC) 30-day option implied volatility is at 77; compared to its 52-week range of 51 to 209. Call put ratio 5 calls to 1 put with focus on November 11 calls.

Avantor (AVTR) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 84. Call put ratio 1 call to 8.3 puts with focus on April 24 and May 22.50 puts.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43. Call put ratio 1 call to 2.3 puts with focus on July 295 puts.

Hyatt Hotels (H) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 78 amid active May 140 puts and May 150 calls.

Options with decreasing option implied volatility: CPRI BHC KMX IEP FAST BK SWN JPM STZ
Increasing unusual option volume: JBHT LW GL AVTR VNDA ALCC SAGE TRV
Increasing unusual call option volume: MAXN VNDA TRV HIG IBKR LYV
Increasing unusual put option volume: NXE LW AVTR JBHT INFY WOOF DRI TRV
Popular stocks with increasing volume: UAL ARM AMC SNAP TSM MU BAC PLTR COIN PFE
Active options: TSLA NVDA AMD AAPL AMZN UAL META ARM AMC SNAP TSM DJT MSFT MU GOOG BAC PLTR COIN PFE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas up 2%, gold at $2393

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