Pre-Market IV Report December 7, 2023

Pre-Market IV Report December 7, 2023

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Pre-Market IV Report December 7, 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: MLCO VKTX HUT HOOD MLCO BXMT LNTH HTX TSLY WBA BROS STZ CAG CPRI ALT CERE MQ BXMT TKO LABU KOS RKT CCEP CXM ZI GOOS VEEV SDRL ARLP UMC

Stocks expected to have increasing option volume: GME CHWY AI CERE ABBV SMTC

Movers

Intel (INTC) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 48 into hosting an event on December 14 to showcase some of its AI products.

Alibaba (BABA) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 61.

Pinduoduo (PDD) 30-day option implied volatility is at 35; compared to its 52-week range of 35 to 77.

Straddle prices into quarter results

Broadcom (AVGO) December weekly 905 straddle is priced for a move of 4.5% into the expected release of quarter results today after the bell.

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

Dollar General (DG) December weekly 134 straddle is priced for a move of 9.5% into the expected release of quarter results today before the bell.

DocuSign (DOCU) December weekly 47 straddle is priced for a move of 12% into the expected release of quarter results today after the bell.

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

Vail Resorts (MTN) December 210 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.

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

Domino’s Pizza (DPZ) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 45 into a company hosted investor meeting today. Call put ratio 1.5 calls to 1 put.

Movement

Cerevel Therapeutics Holdings (CERE) December call option implied volatility is at 177, January is at 110; compared to its 52-week range of 32 to 94 into AbbVie (ABBV) to acquire Cerevel Therapeutics for $45 per share in cash. Call put ratio 1 call to 6.5 puts with focus on December 25, 30 and 35 puts.

AbbVie (ABBV) December weekly call option implied volatility is at 21, December is at 20; compared to its 52-week range of 15 to 28 into acquiring Cerevel Therapeutics (CERE) for $45 per share in cash, or $8.7B. Call put ratio 3 calls to 1 put with focus on December calls.

Arbor Realty Trust (ABR) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 72. Call put ratio 1 call to 4.3 puts with focus on December 12.50 puts.

Starwood Property Trust (STWD) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 105. Call put ratio 2.7 calls to 1 put with focus on December 21 calls.

Blackstone Mortgage Trust (BXMT) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 104. Call put ratio 1 call to 4.5 puts.

Illumina (ILMN) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 69.

Aurinia Pharmaceuticals (AUPH) 30-day option implied volatility is at 112; compared to its 52-week range of 61 to 150.

Options with decreasing option implied volatility: IMGN IOT AMBA GTLB NTNX VSCO ASAN PSTG MDB ASO PATH
Increasing unusual option volume: BVN ALT UMC FIS ETRN GOOS INVZ HA WMB FTI
Increasing unusual call option volume: FIS ALT GOOS ETRN FTI INVZ ALGM WMB THO
Increasing unusual put option volume: HA DBI BXMT HCP GDDY SMTC JOBY SABR XP TAL HOOD
Popular stocks with increasing volume: HOOD NIO PLTR SOFI RIVN BABA C BAC SQ PYPL XOM COIN
Active options: TSLA NVDA AMD AAPL HOOD NIO PLTR SOFI RIVN BABA C BAC MSFT SQ MARA AFRM PYPL XOM COIN
Active ETFs: SPY QQQ IWM TLT XLE HYG EEM FXI TQQQ EFA SQQQ ARKK SLV USO KRE GLD XBI SOXL XLF LQD
Global S&P Futures mixed to in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $69.95, natural gas down 2%, gold at $2049

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