Pre-Market IV Report December 5, 2023

Pre-Market IV Report December 5, 2023

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Pre-Market IV Report December 5, 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: BYND GME VKTX NVAX LNTH CFLT VNO HOOD HUM CI STZ CPRI NANOS CERE VKTX ROOT CLSK

Stocks expected to have increasing option volume: GME NIO TOL ASAN S SIG SFIX CHWY CPB OLLI AI AZO TOL

Straddle prices into quarter results

Nio Inc (NIO) December weekly 7.5 straddle is priced for a move of 12% into the expected release of quarter results today before the bell. Call put ratio 2 calls to 1 put.

Tol Brothers (TOL) December weekly 87 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) December weekly 4 straddle is priced for a move of 18% into the expected release of quarter results today after the bell.

C3.ai (AI) December weekly 30.50 straddle is priced for a move of 14% into the expected release of quarter results after the bell on December 6.

GameStop (GME) December weekly 17 straddle is priced for a move of 18% into the expected release of quarter results after the bell on December 6.

Chewy (CHWY) December weekly 18.50 straddle is priced for a move of 17% into the expected release of quarter results after the bell on December 6.

Campbells Soup (CPB) December weekly 41 straddle is priced for a move of 5% into the expected release of quarter results before the bell on December 6.

Ollie’s Bargain (OLLI) December straddle is priced for a move of 11% into the expected release of quarter results before the bell on December 6.

United Natural Foods (UNFI) December 15 straddle is priced for a move of 18% into the expected release of quarter results before the bell on December 6.

ChargePoint (CHPT) December weekly 2 straddle is priced for a move of 16% into the expected release of quarter results after the bell on December 6.

Brown Forman (BF.B) December 60 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on December 6.

Broadcom (AVGO) December weekly 925 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on December 7.

lululemon athletica (LULU) December weekly 460 straddle is priced for a move of 7% into the expected release of quarter results after the bell on December 7.

Johnson & Johnson (JNJ) December weekly call option implied volatility is at 18, December is at 20; compared to its 52-week range of 11 to 21 into JNJ’s Enterprise Business Review today. Call put ratio 2 calls to 1 put.

CVS Health (CVS) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 35 into hosting an investor day today. Call put ratio 2.9 calls to 1 put.

McDonald’s (MCD) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 23 into a company hosted investor meeting on December 6.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 45 into a company hosted investor meeting on December 7. Call put ratio 2.1 calls to 1 put.

Movers

Uber (UBER) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 61 as share price near 52-week high.

Snap (SNAP) 30-day option implied volatility is at 45; compared to its 52-week range of 40 to 116.

Five9 (FIVN) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 95. Call put ratio 2.9 calls to 1 put.

Zoom (ZM) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 77. Call put ratio 1 call to 2.1 puts on option volume of 168K contracts.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 69. Call put ratio 3.4 calls to 1 put on option volume of 111K contracts amid wide price movement.

Super Micro Computer (SMCI) 30-day option implied volatility is at 57; compared to its 52-week range of 52 to 108 amid wide price movement.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 93. Call put ratio 5.6 calls to 1 put as share price trends higher.

Science Applications Int’l (SAIC) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 68. Call put ratio 8.8 calls to 1 put with focus on December calls.

Allegion plc (ALLE) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 72.

iShares Gold Trust (IAU) 30-day option implied volatility is at 16; compared to its 52-week range of 9 to 21.

Playtika Holding (PLTK) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 72. May 12.50 calls active.

Arcos Dorados (ARCO) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 85. Call put ratio 135 calls to 1 put with focus on December and February 12.5 calls.

Core Laboratories (CLB) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 94. Call put ratio 69 calls to 1 put with focus on June 25 calls.

Options with decreasing option implied volatility: FL IOT IMGN IMVT AMBA AVXL OKTA
Increasing unusual option volume: ETRN EYPT ALT HA RILY GTLB BITF BBWI ALK BKKT
Increasing unusual call option volume: ALT ETRN BBWI HA BKKT GTLB CRNX CBAY
Increasing unusual put option volume: GLTB HA ALK RILY FYBR GDDY DBI HCP VNQ
Popular stocks with increasing volume: COIN SOFI CVNA INTC AMC AAL BAC BABA
Active options: TSLA NVDA AAPL AMZN UBER MSFT MARA PLTR AMD META GOOGL COIN SOFI CVNA INTC RIOT AMC AAL BAC BABA
Active ETFs: SPY QQQ IWM HYG SLV TQQQ GLD EEM XLF SQQQ TLT FXI KRE GDX ARKK XBI XRT SOXL UNG BITO
Global S&P Futures mixed to in premarket, Nikkei down 1.3%, DAX mixed, WTI Crude oil recently at $73.50, natural gas mixed, gold at $2052

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