Pre-Market IV Report December 12, 2023

Pre-Market IV Report December 12, 2023

by

Pre-Market IV Report December 12, 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: WW CFLT MDRX SAVA CASY XME AMR BPMC UWMC MFIN TRMB QDEL SHAK SLM TEVA GIL ARCO HTZ CYTK CAVA

Stocks expected to have increasing option volume: ORCL ADBE F HAS MAT SNCY SNAP NKE LLY HES

Option IV into FOMC policy meeting

NVIDIA (NVDA) December call option implied volatility is at 37, January is at 34; compared to its 52-week range of 32 to 68 into NVIDIA CEO hosting a Special Address on Monday, January 8.

Microsoft (MSFT) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 39.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 37.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 81. Call put ratio 2 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 30.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 30.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 30.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 37.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 60.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 36.

Straddle prices into quarter results into FOMC policy meeting

Adobe (ADBE) December 625 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on December 13.

Costco (COST) December 625 straddle is priced for a move of 3% into the expected release of quarter results after the bell on December 14.

Lennar (LEN) December 140 straddle is priced for a move of 5% into the expected release of quarter results after the bell on December 14.

National Beverage (FIZZ) December 50 straddle is priced for a move of 35% into the expected release of quarter results on December 14.

Darden (DRI) December 160 straddle is priced for a move of 4% into the expected release of quarter results after the bell on December 15.

Movers

Pinterest (PINS) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 74. Call put ratio 2.4 calls to 1 put as share price near two-year high.

Snap (SNAP) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 116. Call put ratio 2.2 calls to 1 put as share price trends higher.

Cigna Corp. (CI) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 32. Call put ratio 3.2 calls to 1 put.

PENN Entertainment (PENN) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 72. Call put ratio 5.2 calls to 1 put with focus on December calls.

Align Technology (ALGN) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 71. Call put ratio 1 call to 12.9 puts with focus on January puts.

Fomento Economico Mexicano Sab De Cv (FMX) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 31 with focus on January 155 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 4 calls to 1 put with focus on January 12.5 calls.

Sabre (SABR) 30-day option implied volatility is at 66; compared to its 52-week range of 53 to 115. Call put ratio 1 call to 56 puts with focus on July 3 puts.

Zumiez, Inc. (ZUMZ) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 102 with a focus on December 20 calls.

NextNav (NN) 30-day option implied volatility is at 70; compared to its 52-week range of 21 to 115 with a focus on March and June calls.

Options with decreasing option implied volatility: CPB LULU GEM REPL GTLB HA CHWY ASAN DOCU MANU AI MDB DG S RH VEEV HE CPB TOL
Increasing unusual option volume: SABR ALT ENTG FSK NVTS PSA EDR NN ZUMZ ALGN PENN
Increasing unusual call option volume: PSA ALT INVZ RSP EDR RILY CI XP XLI BITF NXPI
Increasing unusual put option volume: CYTK SABR MAXN CARR EDR JCI CLSK CAR IRBT ASHR
Popular stocks with increasing volume: INTC BABA M UBER AMC ORCL HOOD AVGO
Active options: TSLA AMD NVDA AAPL AMZN META MARA GOOGL MSFT PLTR INTC BABA INVZ M UBER AMC ORCL HOOD AVGO NFLX
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71 natural gas mixed, gold at $2001

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!