Pre-Market IV Report December 18, 2023

Pre-Market IV Report December 18, 2023

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Pre-Market IV Report December 18, 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 VET CRK YANG INMD IOVA NYCB UBS HAS OCGN

Stocks expected to have increasing option volume: MU ACN FDX NKE MRNA MRK DOCU BMY PFE ROKU ILMN

Option IV movers

Walmart (WMT) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 27into CES Keynote Walmart CEO Doug McMillon on January 9. Call put ratio 2.4 calls to 1 put.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 84. Call put ratio 2.1 calls to 1 put with focus on January 55 calls amid M&A reports.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 12; compared to its 52-week range of 10 to 21 as gold trades above $2040.

Straddle prices into quarter results

Accenture (ACN) December weekly 345 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.

Steelcase (SCS) December 12.50 straddle is priced for a move of 15% into the expected release of quarter results after the bell on December 19.

Fuelcell (FCEL) December 1.5 straddle is priced for a move of 21% into the expected release of quarter results before the bell on December 19.

Micron (MU) December weekly 81 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on December 20.

Movement

Exelon Corp. (EXC) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 58. Call put ratio 1.3 calls to 1 put.

Ameren Corp (AEE) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 74. Call put ratio 1 call to 1.1 puts.

Utilities Select Sector SPDR Fund (XLU) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 26. Call put ratio 2.8 calls to 1 put.

XPeng Inc. (XPEV) 30-day option implied volatility is at 67; compared to its 52-week range of 62 to 105. Call put ratio 1.7 calls to 1 put.

KANZHUN LIMITED (BZ) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 82 with focus on February 17.50 calls.

Brookdale Senior Living (BKD) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 119 with a focus on April 6 calls.

Huntsman (HUN) 30-day option implied volatility is at 74; compared to its 52-week range of 21 to 79 with a focus on January 24 puts.

CF Industries (CF) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 46. Call put ratio 1 call to 2.7 puts with focus on January weekly (12) 69 puts.

Luminar Technologies (LAZR) 30-day option implied volatility is at 116; compared to its 52-week range of 62 to 134. Call put ratio 3.3 calls to 1 put.

Options with decreasing option implied volatility: CAVA ADBE HES ORCL VRTX JEPI
Increasing unusual option volume: UMC BMEA HUN INFY LAZR HUN BZ BKD BZ DOCU EXC XLU AEE GOTU
Increasing unusual call option volume: FOUR GOTU AVTR QURE ALT CENX TPX
Increasing unusual put option volume: PSEC XME FTCH CNK NAT EXC FOUR
Popular stocks with increasing volume: BABA PLTR INTC BAC PFE BA NIO SOFI ORCL AVGO RIVN
Active options: TSLA NVDA AMZN AAPL AMD BABA PLTR MSFT INTC BAC META PFE BA GOOGL MARA NIO SOFI ORCL AVGO RIVN
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72, natural gas up 1%, gold at $2038

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