Pre-Market IV Report December 29, 2023

Pre-Market IV Report December 29, 2023

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Pre-Market IV Report December 29, 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: MARA HUT CGC APLS NFLX PENN IBM IMGN AYX AMPX FUSN

Stocks expected to have increasing option volume: SPY RUT QQQ IWM

PDD and NVDA movers in 2023, option IV into 2024

Pinduoduo (PDD) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 77.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 68.

Option IV into new year

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 29.

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

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

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 29; compared to its 52-week range of 21 to 81.

JPMorgan (JPM) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 42.

Chevron (CVX) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 36 as WTI crude trades $72.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 64. Call put ratio 11 calls to 1 put with focus on May 23 calls.

Grand Canyon Education (LOPE) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 67. Call put ratio 1 call to 5.7 puts with focus on January puts.

Eos Energy Enterprises (EOSE) 30-day option implied volatility is at 110; compared to its 52-week range of 27 to 277. Call put ratio 1 call to 3.6 puts.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 27 with focus on January 23 puts.

Seritage Growth Properties (SRG) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 82 with focus on April 10 and 11 calls.

Coherus BioSciences (CHRS) 30-day option implied volatility is at 141; compared to its 52-week range of 61 to 134. Call put ratio 27 calls to 1 put with focus on January 3 calls.

January straddle priced for a move of into quarter results

Cal-Maine Foods (CALM) January 57.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 3.

Options with decreasing option implied volatility: CYTK MULN KMX MANU NKE SIRI CCL MU
Increasing unusual option volume: CHRS VLD ETRN CAN BUR EOSE SRG LOPE
Increasing unusual call option volume: CAN HLT CHRS ETRN ACI
Increasing unusual put option volume: VNET ACI CYTK PLL ASHR
Popular stocks with increasing volume: COIN PLTR NKE INTC C PFE AMC SE
Active options: TSLA AMD NVDA AMZN AAPL BABA NIO META COIN GOOGL MSFT RIOT PLTR NKE INTC C PFE AMC SE

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