Pre-Market IV Report February 8, 2024

Pre-Market IV Report February 8, 2024

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Pre-Market IV Report February 8, 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: SGML MANU ABR ANF EDU SE MDB CPRI CRWD TGT AX BURL ARM PARA LSPD BXMT FFWM WBS

Stocks expected to have increasing option volume: DIS ARM PYPL COTY MAT TTWO KVUE COP NET ILMN VRSN PINS WYNN PEP GPRO RL UAA UA HSY KVUE HSY APO COTY HOG

Option Movers

Walt Disney (DIS) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 38 into better than expected quarter results and guidance.

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

Arm Holdings (ARM) 30-day option implied volatility is at 77; compared to its 52-week range of 34 to 77 into better than expected quarter results and guidance.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 36 into better than expected Arm Holdings (ARM) quarter results and guidance.

Valley National Bancorp (VLY) 30-day option implied volatility is at 97; compared to its 52-week range of 22 to 189. Call put ratio 1 call to 25 puts.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 56; compared to its 52-week range of 33 to 396. Call put ratio 1 call to 8.5 puts.

Regions Financial (RF) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 122.

New York Community Bancorp (NYCB) 30-day option implied volatility is at 215; compared to its 52-week range of 18 to 227. Call put ratio 1 call to 1.5 puts.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 90. Call put ratio 1 call to 6.1 puts.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 108.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 97. Call put ratio 1 call to 3 putss.

Bank OZK (OZK) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 105. Call put ratio 1 call to 35 puts.

Zions Bancorp (ZION) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 205. Call put ratio 1 calls to 3.1 puts.

Straddle prices into release quarter results

Affirm Holdings (AFRM) February weekly 45 straddle priced for a move of 21% into the expected release of quarter results today the today after the bell.

Take-Two (TTWO) February weekly 170 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Cloudflare (NET) February weekly 83 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Illumina (ILMN) February weekly 143 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

VeriSign (VRSN) February 200 straddle priced for a move of 4.5% into the expected release of quarter results after the bell.

Pinterest (PINS) February weekly 41 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Pepsico (PEP) February weekly 172.50 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on February 9.

Movers

Enphase Energy (ENPH) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 85. Call put ratio 1.3 calls to 1 put on 175K contracts.

Fomento Economico Mexicano Sab De Cv (FMX) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 31 with a focus on April 145 calls.

E.W. Scripps Co. (SSP) 30-day option implied volatility is at 90; compared to its 52-week range of 38 to 74. Call put ratio 1 call to 33 puts with a focus on March 7.5 puts as share price down.

TAL Education (TAL) 30-day option implied volatility is at 71; compared to its 52-week range of 50 to 101. Call put ratio 42 calls to 1 put with a focus on February weekly (9) 12 calls.

Options with decreasing option implied volatility: SNAP MOR SYM GOOS ALGN RBLX WOLF ENPH FTNT TEAM SPOT PLTR HTZ EL ELF SIRI CMG EW VFC
Increasing unusual option volume: ENPH NYCB VLY LSPD SRE FTI MAS APD BKLN DB TME BAX HLF LITE PERI PCG
Increasing unusual call option volume: BAX NYCB LITE PCG IBM HRB DB TME DT VNET VLY ABUS ICLN SONO BERY RUM INFN
Increasing unusual put option volume: VLY NYCB APD FHN DB TME BKLN HLF OTLY IQ SATS OZK CHTR TPX
Popular stocks with increasing volume: BABA F UBER NYCB PYPL RBLX TSM DIS
Active options: TSLA PLTR NVDA SNAP META AAPL BABA AMD F UBER MSFT AMZN NYCB PYPL RBLX TSM DIS GOOGL MARA ENPH
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $73.60, natural gas mixed, gold at $2048

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