Pre-Market IV Report December 11, 2023

Pre-Market IV Report December 11, 2023

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Pre-Market IV Report December 11, 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: HOOD HTZ STZ WBA NOVA VKTX GPCR SIGA ALXO MDRX MBI NOVA MLTX CEPU MRVI PARA XPOF PUBM HTZ IVR PNT APP EXEL LEGN ATEN AGO VNQ FSK UUP

Stocks expected to have increasing option volume: MU IBM ORCL ADBE COST M JWN KSS

Straddle prices into quarter results

Oracle (ORCL) December 114 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on December 11.

Macy’s up before the bell mover

Macy’s (M) December call option implied volatility is at 49, January is at 51; compared to its 52-week range of 36 to 77. Call put ratio 4.5 calls to 1 put with focus on December 16 and 17.50 calls into investor group launches $5.8B buyout bid for Macy’s – WSJ. Option volume of 61K contracts compares to a 90-day average of 27K.

Kohl’s (KSS) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 80.

Nordstrom (JWN) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 87.

Energy prices option IV

United States Natural Gas (UNG) 30-day option implied volatility is at 59; compared to its 52-week range of 47 to 103. Call put ratio 3.4 calls to 1 put as natural gas down 7% before the bell.

Cheniere Energy (LNG) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 73.

Tellurian (TELL) 30-day option implied volatility is at 136; compared to its 52-week range of 65 to 155. Call put ratio 6.2 calls to 1 put.

Cheniere Energy (LNG) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 73.

Tellurian (TELL) 30-day option implied volatility is at 136; compared to its 52-week range of 65 to 155. Call put ratio 6.2 calls to 1 put.

Chesapeake Energy (CHK) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 93.

Diamondback Energy (FANG) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 79.

Range Resources (RRC) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 62.

Southwestern Energy (SWN) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 61.

EQT (EQT) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 58.

Coterra Energy (CTRA) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 43.

Antero Resources (AR) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 65.

Sabre (SABR) 30-day option implied volatility is at 63; compared to its 52-week range of 53 to 115. Call put ratio 15 calls to 1 put with focus on January 4.5 calls.

Gates Industrial Corporation plc (GTES) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 60. Call put ratio 46 calls to 1 put with focus on May 12.50 calls.

Xponential Fitness, Inc. (XPOF) Sa 30-day option implied volatility is at 64; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 3.1 puts with focus on January 12.5 calls.

Options with decreasing option implied volatility: GME REPL GTLB HA CHWY ASAN DOCU MANU AI MDB DG S RH VEEV HE CPB TOL
Increasing unusual option volume: HCP FNGS IMPP ALT CIM BLUE BITF WULF IREN VWO IJR SMAR HES GNW GTES SABR
Increasing unusual call option volume: HCP IMPP ALT IJR BLUE EDR WULF SMAR LC
Increasing unusual put option volume: HCP FNGS CYTK FYBR HES MAXN BLUE IVV RILY LYV
Popular stocks with increasing volume: PLTR PARA BABA COIN INTC HOOD LULU AI BAC
Active options: TSLA AMD AAPL AMZN GOOGL META MARA MSFT GOOG PLTR PARA BABA COIN INTC HOOD LULU CHPT AI BAC
Global S&P Futures mixed to in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $70.70 natural gas down 7%, gold at $2009

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