Pre-Market IV Report February 21, 2024

Pre-Market IV Report February 21, 2024

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Pre-Market IV Report February 21, 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: RXRX VOD CCCC PDD LULU FDX NKE ACN RAPT SLRN DOLE GCT CWK MED PDD FIVN ALIT AVXL CHWY GME

Stocks expected to have increasing option volume: NVDA AMZN UBER WBA JBLU PANW ZS CRWD CHKP CYBR FTNT OKTA QYLS RPD S SPLK TENB SEDG CZR SU SNPS RIVN MRO ETSY WING JOBY LCID TDOC FANG MDT TOL MANU TDOC SMH

Chip IV into NVIDIA (NVDA) results and NVIDIA hosting its flagship GTC 2024 conference at the San Jose Convention Center from March 18-21.

NVIDIA (NVDA) February weekly call option implied volatility is at 103, March is at 67; compared to its 52-week range of 32 to 68 into the expected release of quarter results today after the bell and NVIDIA hosting its flagship GTC 2024 conference at the San Jose Convention Center from March 18-21.

Analog Devices (ADI) February weekly call option implied volatility is at 71, March is at 33; compared to its 52-week range of 20 to 34 into the expected release of quarter results today the bell on February 21. Call put ratio 2.8 calls to 1 put.

Arm Holdings (ARM) February weekly call option implied volatility is at 162, March is at 122; compared to its 52-week range of 34 to 170.

Super Micro Computer (SMCI) February weekly call option implied volatility is at 190, March is at 116; compared to its 52-week range of 34 to 170.

Applied Materials (AMAT) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 45.

Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 49.

Broadcom (AVGO) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 57.

Qualcomm (QCOM) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43.

AMD (AMD) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 58.

GlobalFoundries (GFS) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 86. Call put ratio 6.4 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 39.

Mobileye (MBLY) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 105.

Micron Technology (MU) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 51.

Qorvo (QRVO) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 71.

Skyworks Solutions (SWKS) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 41.

ANSYS (ANSS) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 69.

Synopsys (SNPS) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 43.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 76.

Microsoft (MSFT) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 33.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 36.

Dow movement

Amazon (AMZN) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 49 into joining Dow Jones Industrial Average, replacing Walgreens (WBA).

Uber (UBER) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 54 into joining Dow Jones Industrial Average.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 55 into removal from Dow Jones Industrial Average.

JetBlue Airways (JBLU) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 108 into removal from Dow Jones Industrial Average.

Albertsons (ACI) 30-day option implied volatility is at 12; compared to its 52-week range of 12 to 78. Call put ratio 2.4 calls to 1 put.

Straddle prices into quarter results

NVIDIA (NVDA) February weekly 695 straddle priced for a move of 11.5% into the expected release of quarter results today after the bell.

Analog Devices (ADI) February weekly 190 straddle priced for a move of 5.5% into the expected release of quarter results today.

Synopsys (SNPS) March 550 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Suncor (SU) February weekly 32.50 straddle priced for a move of 4% into the expected release of quarter results today.

Rivian (RIVN) February weekly 16 straddle priced for a move of 15% into the expected release of quarter results today after the bell and Rivian will reveal its next-gen R2 next month at their Laguna Showroom on March 7th.

Marathon Oil (MRO) February weekly 23 straddle priced for a move of 5% into the expected release of quarter results today.

Etsy (ETSY) February weekly 76 straddle priced for a move of 12.50% into the expected release of quarter results today after the bell.

Joby Aviation (JOBY) February weekly 6 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Lucid (LCID) February weekly 3.5 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Intuit (INTU) February weekly 645 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 22.

Booking Holdings (BKNG) February weekly 3700 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 22.

EOG Resources (EOG) February weekly 113 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on February 22.

MercadoLibre (MELI) February weekly 1740 straddle priced for a move of 7.5% into the expected release of quarter results on February 22.

Block (SQ) February weekly 65 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 22.

Pacific Gas & Electric (PCG) February weekly 16.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 22.

Moderna (MRNA) February weekly 87 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 22.

Cheniere (LNG) February weekly 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 22.

Rocket (RKT) February weekly 11.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 22.

Options with decreasing option implied volatility: IOVA VRM MANU UPST ARM CART ABR ZI ANET LYFT UPWK FSLY APP HAS TTD VFS
Increasing unusual option volume: APLT NNOX EWJ BKLN SOUN OCGN QRTEA MED MQ AGEN LBTYA
Increasing unusual call option volume: NNOX EWJ SOUN OCGN APLT AGEN MGNI TSEM CAMT BCS GSL
Increasing unusual put option volume: NU MQ SOUN VST ACI NYCB INMD ICLN BKLN DBX IOVA
Popular stocks with increasing volume: SMCI WMT INTC COIN ARM ROKU PFE SOFI HOOD
Active options: TSLA NVDA AAPL AMD PLTR AMZN META MARA NU MSFT SMCI WMT INTC COIN GOOGL ARM ROKU PFE SOFI HOOD
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $76.50, natural gas up 7%, gold at $2039

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