Pre-Market IV Report December 14, 2023

Pre-Market IV Report December 14, 2023

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Pre-Market IV Report December 14, 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: SAVA RILY WW PTCT LFMD OPI SRG BUR UMC FXY IMGN WW CYTK

Stocks expected to have increasing option volume: OXY ADBE LEN COST PCG

Movers

Affirm Holdings (AFRM) 30-day option implied volatility is at 83; compared to its 52-week range of 64 to 137.

SoFi Technologies (SOFI) 30-day option implied volatility is at 61; compared to its 52-week range of 47 to 100. Call put ratio 4.6 calls to 1 put.

Upstart Holdings (UPST) 30-day option implied volatility is at 98; compared to its 52-week range of 73 to 202. Call put ratio 4 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 59.

Block (SQ) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 80.

Pfizer option IV as share price near 10-year low

Pfizer (PFE) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 34 as share price near 10-year low.

China stocks near multi-year low as QQQ and SPY rally

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 29. Call put ratio 3 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 39.

Yum China (YUMC) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 80. Call put ratio 1 call to 24 puts with focus on January puts.

Straddle prices into quarter results

Costco (COST) December 640 straddle is priced for a move of 3% into the expected release of quarter results today after the bell.

Lennar (LEN) December 145 straddle is priced for a move of 4.5% into the expected release of quarter results today after the bell.

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

Photronics, Inc. (PLAB) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 90. Call put ratio 2.4 calls to 1 put.

Simply Good Foods (SMPL) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 42 with focus on January 40 and 45 calls.

Ferroglobe (GSM) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 99. Call put ratio 36 calls to 1 put with focus on January 6 calls.

Burford Capital (BUR) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 105. Call put ratio 1 call to 10 puts with focus on January puts.

Jumia Technologies (JMIA) 30-day option implied volatility is at 66; compared to its 52-week range of 66 to 107. Call put ratio 1 call to 1.5 puts on 16K contracts.

Options with decreasing option implied volatility: HUT GME CHWY CRSP AI DOCU VEEV BXMT SGEN DG
Increasing unusual option volume: CIM INVZ BUR GOTU CSWC GTHX CRH EXR BKLN IRM
Increasing unusual call option volume: CALM RILY IRM GOTU VNO CRH ACAD
Increasing unusual put option volume: IRBT UEC RILY HAS BKLN FTCH JMIA CHK JBHT
Popular stocks with increasing volume: PFE ORCL X M BABA BAC KVUE LYFT PLTR COIN
Active options: TSLA NVDA AAPL PFE AMD AMZN ORCL MSFT X META M MARA BABA NFLX BAC GOOGL KVUE LYFT PLTR COIN
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71 natural gas mixed, gold at $2048

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