Pre-Market IV Report December 13, 2023

Pre-Market IV Report December 13, 2023

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Pre-Market IV Report December 13, 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: XME SAVA CYTK GPCR SAVE BYND MQ WGO HOLI PFE TME

Stocks expected to have increasing option volume: ADBE LEN COST

Option IV into FOMC policy meeting

Bank of America (BAC) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 51 into FOMC policy meeting.

U.S. Bancorp (USB) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 86.

Wells Fargo (WFC) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 51.

Citigroup (C) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 44 into FOMC policy meeting.

U.S. Bancorp (USB) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 86.

PNC Financial Services (PNC) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 55.

JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 41 as share price near upper end of range into FOMC policy meeting.

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 27; compared to its 52-week range of 20 to 81.

Argentina-Related Stocks amid Argentina’s Milei devalues Peso by 54%

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 47 amid Argentina’s Milei devalues Peso by 54%.

YPF S.A. (YPF) 30-day option implied volatility is at 55; compared to its 52-week range of 43 to 77.

Pampa Energia S.A. (PAM) 30-day option implied volatility is at 52; compared to its 52-week range of 33 to 92.

Banco Macro S.a. (BMA) 30-day option implied volatility is at 64; compared to its 52-week range of 31 to 91 amid Argentina’s Milei.

Grupo Financiero Galicia Sa (GGAL) 30-day option implied volatility is at 65; compared to its 52-week range of 29 to 109.

Straddle prices into quarter results

Adobe (ADBE) December 632 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

Costco (COST) December 630 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.

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.

Centene (CNC) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 35 after share price up after FY 23 outlook.

HubSpot (HUBS) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 96. Call put ratio 2.1 calls to 1 put.

LGI Homes (LGIH) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 98. Call put ratio 1 call to 12 puts with focus on May 110 puts.

Perrigo (PRGO) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 75. Call put ratio 7.6 calls to 1 put with focus on May 35 calls.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 67. Call put ratio 168 calls to 1 put with focus on May 45 calls.

Options with decreasing option implied volatility: HUT GME REPL ASAN CHWY CRSP S DOCU AI MDB
Increasing unusual option volume: MCHI SHY INVZ GOTU TRIP BVN PRGO
Increasing unusual call option volume: TRIP GOTU PRGO INVZ VYM
Increasing unusual put option volume: HTGC VTNR LUMN IRBT EWJ HASI CALM FTCH
Popular stocks with increasing volume: PFE NIO SIRI AMC SOFI JBLU AVGO BAC BABA LYFT
Active options: TSLA AMD NVDA AAPL ORCL AMZN META GOOGL PFE MSFT PLTR NIO SIRI AMC SOFI JBLU AVGO BAC BABA LYFT
Active ETFs: SPY QQQ IWM FXI HYG GDX TQQQ TLT SQQQ SLV KRE XLF GLD XLE UVXY XBI SOXL EEM USO VXX
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.50 natural gas mixed, gold at $1995

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