Pre-Market IV Report December 1, 2023

Pre-Market IV Report December 1, 2023

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Pre-Market IV Report December 1, 2023

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: VFS REPL GME CFLT PNT KVUE CI HUM NANOS VFS EGRX MOR ARRY SWTX HEAR LAC APP CFLT BCRX BROS JCI PACW PD WB ERJ WRK ROVR

Stocks expected to have increasing option volume: MRVL ULTA DELL AMBA PD

Option IV for shares near 52-week high

UnitedHealth Group (UNH) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 28 as share price near 52-week high.

Uber (UBER) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 61. Call put ratio 1.8 calls to 1 put on option volume of 235K contracts, compared to 90-day average of 73K contracts.

Palo Alto Networks (PANW) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 54 as share price near 52-week high.

Pinterest (PINS) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 74.

Snap (SNAP) 30-day option implied volatility is at 44; compared to its 52-week range of 41 to 116.

lululemon athletica (LULU) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 51 as share price near 52-week high.

Workday (WDAY) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 48 as share price near 52-week high.

ServiceNow (NOW) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 57 as share price near 52-week high.

General Electric (GE) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 250 as share price near 52-week high.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 59; compared to its 52-week range of 55 to 104 as Bitcoin trades above $38,500.

Movers

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 112. Option volume active on 29K contracts with focus on December options.

Crocs (CROX) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 110. Call put ratio 3.7 calls to 1 put on 21K contracts.

Occidental Petroleum (OXY) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 47. Call put ratio 1.9 calls to 1 put as WTI Crude oil trades below $75.50.

Hannon Armstrong (HASI) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 97. Call put ratio 1 call to 59 puts with focus on January 20 puts.

United Microelectronics (UMC) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 75. Call put ratio 1 call to 421 puts with focus on January 7.5 puts.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 89; compared to its 52-week range of 60 to 172. Call put ratio 28 calls to 1 put.

Straddle prices into quarter results

AutoZone (AZO) December 2600 straddle is priced for a move of 6% into the expected release of quarter results before the bell on December 5.

Nio Inc (NIO) December weekly 7.5 straddle is priced for a move of 11% into the expected release of quarter results before the bell on December 5.

Tol Brothers (TOL) December weekly 86 straddle is priced for a move of 7% into the expected release of quarter results after the bell on December 5.

Signet Jewelers (SIG) December weekly 82 straddle is priced for a move of 9% into the expected release of quarter results before the bell on December 5.

Options with decreasing option implied volatility: FL IMVT OKTA DLTR ASO NTNX PSTG
Increasing unusual option volume: IMGN ACI UMC PD GGAL EVA CMRE CRON PSTG AVTR IOVA UBER UMC HASI
Increasing unusual call option volume: GGAL CMRE IMGN PD PSTG AVTR EMB WB
Increasing unusual put option volume: BMBL IMGN BROS DELL FTCH JBL RILY PSTG ESTC
Popular stocks with increasing volume: CRM GME COIN PLTR GM BABA SNAP UBER AMC
Active options: TSLA NVDA AAPL AMZN META AMD GOOGL MSFT SNOW CRM GME COIN PLTR GM F BABA GOOG SNAP UBER AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $75.50, natural gas down 1%, gold at $2043

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