Pre-Market IV Report December 15, 2023

Pre-Market IV Report December 15, 2023

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Pre-Market IV Report December 15, 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: AUPH CYTK AUPH AEHR VET JOBY CRK FIVN SILJ PARA QID PAAS

Stocks expected to have increasing option volume: LEN COST DRI CHWY C

Movers amid sharp rally

iShares Russell 2000 (RUT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 30 as share price up 2.7%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 61 on active volume of 231K contracts.

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 22; compared to its 52-week range of 22 to 37.

Intel (INTC) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 48.

AMD (AMD) 30-day option implied volatility is at 34; compared to its 52-week range of 36 to 57.

Spdr S&P Metals & Mining Etf (XME) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 41.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 67 as share price near upper end of range.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 23 on active option volume of 621K contracts.

Straddle prices into quarter results

Accenture (ACN) December weekly 342 straddle is priced for a move of 4% into the expected release of quarter results before the bell on December 19.

FedEx (FDX) December weekly 280 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on December 19.

Micron (MU) December weekly 82 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on December 20.

Movers

Shift4 Payments (FOUR) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 116 after reports of Global Payments (GPN) studying possible deal to buy Shift4. Call put ratio 11 calls to 1 put with focus on January 80 calls.

Global Payments (GPN) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 91. Call put ratio 4.5 calls to 1 put with focus on December 140 calls after reports of Global Payments studying possible deal to buy Shift4 (FOUR).

Nordson Corp. (NDSN) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 63. Call put ratio 1.9 calls to 1 put.

Installed Building Products (IBP) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 91. Call put ratio 8 calls to 1 put.

Guggenheim S&P 500 Equal Weight Etf (RSP) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 37. Call put ratio 15 calls to 1 put with focus on January calls.

Amtech Systems (ASYS) 30-day option implied volatility is at 75; compared to its 52-week range of 32 to 70. Call put ratio 2.5 calls to 1 put as share rally.

MicroSectors FANG+ ETN (FNGS) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 73 on 27K contracts with focus on January puts.

Cannae Holdings, Inc. (CNNE) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 47 on 3K contracts with a focus on January calls.

National Vision (EYE) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 65 with a focus on January 22.50 calls.

Options with decreasing option implied volatility: GME CRSP DOCU LNTH CFLT JCI RH ORCL VRTX ADBE HES LULU CI
Increasing unusual option volume: FNGS GOTU ACI UDN PRTA ETRN CIM FIGS PTEN CNNE EYE ASYS IBP RSP
Increasing unusual call option volume: GOTU VLY RSP ETRN UDN IRJ FIGS
Increasing unusual put option volume: HIMS FNGS EXC CNK AYX PNT FYBR CG SYF
Popular stocks with increasing volume: BAC SOFI INTC F CHPT PLTR RIVN BABA PYPL PFE C
Active options: TSLA AAPL NVDA AMD BAC SOFI AMZN MSFT INTC F CHPT PLTR RIVN GOOGL META MARA BABA PYPL PFE C
Active ETFs: SPY QQQ IWM TLT HYG KRE EEM TQQQ EWZ SQQQ SLV EFA GDX ARKK SOXL GLD RSP XLF JETS XLE
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.80 natural gas mixed, gold at $2055

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