Pre-Market IV Report December 6, 2023

Pre-Market IV Report December 6, 2023

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Pre-Market IV Report December 6, 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: VKTX HUT BYND APPS LNTH TMF VNO TSLY WBA CI STZ HUM SGEN CAG CPRI S SWBI SPHR ETNB AVAV MODG HCC PR

Stocks expected to have increasing option volume: MCD DPZ AXP JPM BAC C GS GME MDB PLAY TOL ASAN S SFIX CHWY CPB OLLI AI AZO TOL

Option IV into Congress banking hearing and November jobs report

Citigroup (C) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 51.

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

Bank of America (BAC) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 51.

Wells Fargo (WFC) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 51. Call put ratio 1 call to 4.9 puts.

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 today.

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 calls to 1 put.

GameStop (GME) December weekly call option implied volatility is at 258, December is at 175; compared to its 52-week range of 52 to 144 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put with focus on out of the money December weekly calls.

Straddle prices into quarter results

C3.ai (AI) December weekly 30 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.

GameStop (GME) December weekly 15 straddle is priced for a move of 18% into the expected release of quarter results today after the bell.

Chewy (CHWY) December weekly 18.50 straddle is priced for a move of 14% into the expected release of quarter results today after the bell.

ChargePoint (CHPT) December weekly 2 straddle is priced for a move of 21% into the expected release of quarter results today after the bell.

Broadcom (AVGO) December weekly 915 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 455 straddle is priced for a move of 7% into the expected release of quarter results after the bell on December 7.

Dollar General (DG) December weekly 133 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on December 7.

DocuSign (DOCU) December weekly 46 straddle is priced for a move of 11% into the expected release of quarter results after the bell on December 7.

Ciena (CIEN) December 45 straddle is priced for a move of 10% into the expected release of quarter results before the bell on December 7.

Vail Resorts (MTN) December 210 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on December 7.

Guidewire (GWRE) December 100 straddle is priced for a move of 10% into the expected release of quarter results after the bell on December 7.

Starbucks (SBUX) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 34 as share price trends lower.

Permian Resources (PR) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 103. Call put ratio 75 calls to 1 put with focus on December 14 calls.

Smith & Wesson Brands (SWBI) 30-day option implied volatility is at 71; compared to its 52-week range of 20 to 91. Call put ratio 44 calls to 1 put with focus on January 15 calls.

Vale S.A. (VALE) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 46 with focus on April calls and puts.

Albemarle (ALB) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 93 with focus on January weekly (12) 90 puts.

America’s Car Mart (CRMT) 30-day option implied volatility is at 91; compared to its 52-week range of 47 to 160. Call put ratio 1 call to 6.5 puts with focus on December puts.

Li Auto Inc. (LI) 30-day option implied volatility is at 49; compared to its 52-week range of 47 to 89. Call put ratio 3.1 calls to 1 put.

Zoom (ZM) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 77.

Autodesk (ADSK) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 45.

Options with decreasing option implied volatility: IMGN REPL IOT FL AMBA OKTA DLTR GTLB IMVT PSTG MANU
Increasing unusual option volume: EYPT PPC BOX COMM GTLB HA ALT INDA WB
Increasing unusual call option volume: WB COMM BOX GTLB ALT IBN PD SWBI
Increasing unusual put option volume: GTLB HA S PLAY BMBL SABR OZK CLSK DBI SPHR FIVN ASAN PCG HOOD CPB SIG BBWI FYBR
Popular stocks with increasing volume: HOOD NIO T COIN PLTR PYPL BABA AMC UBER AFRM
Active options: TSLA AAPL NVDA AMZN MARA HOOD META NIO MSFT AMD T COIN PLTR GOOGL PYPL BABA RIOT AMC UBER AFRM
Global S&P Futures mixed to in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $71.60, natural gas mixed, gold at $2040

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