Pre-Market IV Report December 8, 2023

Pre-Market IV Report December 8, 2023

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Pre-Market IV Report December 8, 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: LNTH HTZ HOOD WBA BXMT TSLY STZ FXY INGN SLDB LPG SEAT QURE TMF WBA

Stocks expected to have increasing option volume: AVGO LULU DOCU MTN GWRE RH HCP FIZZ SWBI MTN

Option IV into November jobs report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 24.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 30 into November jobs report.

ExxonMobil (XOM) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 38.

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

Hess Corp. (HES) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 50. Call put ratio 1 call to 2.4 puts.

Phillips 66 (PSX) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 45.

Schlumberger (SLB) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 51. Call put ratio 1 call to 3.7 puts.

Halliburton (HAL) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 56. Call put ratio 1 call to 1.9 puts.

Movers

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 48. Call put ratio 2.6 calls to 1 put.

Verint Systems (VRNT) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 83. Call put ratio 13 calls to 1 put with focus on December calls as share price up.

Fomento Economico Mexicano Sab De Cv (FNX) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 31 with focus on January 155 calls.

Core & Main, Inc (CNM) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 70. Call put ratio 1 call to 4.9 puts with focus on January 35 puts.

Celldex (CLDX) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 192. Call put ratio 1 call to 13 puts with focus on January puts.

Straddle prices into quarter results

Oracle (ORCL) December 110 straddle is priced for a move of 5% into the expected release of quarter results after the bell on December 11.

Options with decreasing option implied volatility: VFS REPL IOT CHWY GTLB AMBA ASAN MDB PATH DB
Increasing unusual option volume: RVLV ALT EYPT SNV SMAR HA UDN RNG
Increasing unusual call option volume: RNG ALT GOOS EYPT SMAR BOX
Increasing unusual put option volume: HA NKLA NU CHK LUMN DBI BLY HES
Popular stocks with increasing volume: KVUE GME HOOD CHPT NIO BABA PLTR AI CHWY
Active options: TSLA AMD AAPL GOOGL NVDA NKLA AMZN META GOOG KVUE MSFT GME HOOD CHPT NIO BABA PLTR AI CHWY MARA
Active ETFs: SPY QQQ IWM TLT TQQQ HYG SQQQ FXI GDX EEM SOXL SLV GLD XBI IYR XLE KRE UNG ARKK EMB
Global S&P Futures mixed to in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $70.50, natural gas mixed, gold at $2045

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