Pre-Market IV Report February 12, 2024

Pre-Market IV Report February 12, 2024

by

Pre-Market IV Report February 12, 2024

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: ARM MANU LRMR BCRX VKTX MARA IREN CART COIN ISPR PLCE ABR CART ANF MDB DOCU CRWD ACI TGT

Stocks expected to have increasing option volume: ARM NVDA CAR SHOP ABNB WM BIG MNDY KO

Arm Holdings (ARM) option implied volatility above 100

Arm Holdings (ARM) 30-day option implied volatility is at 103; compared to its 52-week range of 34 to 108 amid sharp rally. Call put ratio 1.4 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 68.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 36.

Straddle prices into release quarter results

Avis Budget (CAR) February 170 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Coca-Cola (KO) February 60 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 13.

Shopify (SHOP) February weekly 90 straddle priced for a move of 14% into the expected release of quarter results before the bell on February 13.

Airbnb (ABNB) February 147 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on February 13.

Zoetis (ZTS) February 195 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 13.

Marriott (MAR) February 247 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 13.

American Internation Group (AIG) February 69 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 13.

Datadog (DDOG) February 135 straddle priced for a move of 14% into the expected release of quarter results before the bell on February 13.

Biogen (BIIB) February 240 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 13.

Robinhood (HOOD) February 10.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 13.

Zillow Group (Z) February 55 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 13.

MGM Resorts (MGM) February 47 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 13.

Cisco (CSCO) February 50 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 14.

Option IV as Bitcoin trades above $48,000

Coinbase (COIN) 30-day option implied volatility is at 93; compared to its 52-week range of 59 to 131 as Bitcoin trades as Bitcoin trades above $48,000.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 134; compared to its 52-week range of 89 to 196.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 77; compared to its 52-week range of 55 to 104.

Riot Platforms (RIOT) 30-day option implied volatility is at 108; compared to its 52-week range of 84 to 144.

Movers

Big Lots (BIG) 30-day option implied volatility is at 101; compared to its 52-week range of 58 to 140 amid headlines. Call put ratio 1 call to 16 puts with a focus on February 5 puts.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 65 as share price near 25-month high.

Prospect Capital (PSEC) 30-day option implied volatility is at 41; compared to its 52-week range of 17 to 79 amid active March 5 puts.

Amylyx Pharmaceuticals (AMLX) 30-day option implied volatility is at 106; compared to its 52-week range of 47 to 115 amid active June call spreaders.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 193; compared to its 52-week range of 51 to 201 into lifileucel’s FDA action date on February 24, 2024. Call put ratio 5.9 calls to 1 put.

Options with decreasing option implied volatility: MOR SNAP SYM CFLT
Increasing unusual option volume: NYCE BTAI PRGC CNK PSEC
Increasing unusual call option volume: PRGO NYCB CNK LSCC MANU
Increasing unusual put option volume: PSEC NYCB DB VLY NWL
Popular stocks with increasing volume: COIN ARM AFRM PYPL PINS RIOT NET DIS SMCI
Active options: TSLA PLTR AMZN AMD MARA AAPL META GOOGL MSFT COIN ARM AFRM PYPL GOOG PINS RIOT NET DIS SMCI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76, natural gas mixed, gold at $2034

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!