Pre-Market IV Report May 17, 2024

Pre-Market IV Report May 17, 2024

by

Pre-Market IV Report May 17, 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: BKKT GME NVAX ALT JMIA YANG RDDT IEP VSCO EXEL BLDR HBI ADBE AES CRK DBRG SDS RITM BCS HAS ORCL ACI BXMT PR ARCC STWD INDA MNST HCP BK KBR FAST GSM FFIE SMR TRUP AZEK

Stocks expected to have increasing option volume: AMAT TTWO DOCS AMC GME CBRL NVDA SNOW RDDT OUST FFIE

Volume Movement

NVIDIA (NVDA) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 68.

Roku (ROKU) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 89.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 71.

Reddit (RDDT) 30-day option implied volatility is at 84; compared to its 52-week range of 62 to 166 as share price up before the bell.

GameStop (GME) 30-day option implied volatility is at 248; compared to its 52-week range of 52 to 347. Call put ratio 1.5 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 226; compared to its 52-week range of 75 to 573. Call put ratio 2.1 calls to 1 put.

Straddle prices into May expiration and quarter results

Palo Alto Networks (PANW) May weekly 315 straddle priced for a move of 11% into the expected release of quarter results after the bell on May 20.

Trip.com Group (TCOM) June 55 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 20.

Li Auto Inc. (LI) May weekly 25 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 20.

Zoom (ZM) May weekly 64 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on May 20.

Lowe’s Cos. (LOW) May weekly 232 straddle priced for a move of 5% into the expected release of quarter results before the bell on May 21.

Auto Zone (AZO) June 2900 straddle priced for a move of 11% into the expected release of quarter results before the bell on May 21.

Toll Brothers (TOL) May weekly 130 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on May 21.

Volume

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 46 with a focus on August 33 calls.

NICE (NICE) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 77 with a focus on August calls as share price down.

Occidental Petroleum (OXY) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 35.

Global X Lithium Etf (LIT) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 52 with a focus on October 42 puts.

Globant (GLOB) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 76 with focus on June 150 and 165 puts.

Landstar System (LSTR) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 68 with a focus on June call and put spreaders.

BridgeBio Pharma Inc. (BBIO) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 224 with a focus on May 30 puts.

Options with decreasing option implied volatility: OKLO AAOI SG CYTK ACB TDS GRPN AKAM U SE NXT ONON UAA DT STNE DBX DOCN
Increasing unusual option volume: DB FFIE EU GEN SO MGNI DOCS PTEN
Increasing unusual call option volume: EU SO CB ASTS FGEN FFIE DB FGEN MGNI
Increasing unusual put option volume: PTEN OKLO CB GPN ASTS GME
Popular stocks with increasing volume: AMC GME BABA WMT INTC CSCO SMCI COIN
Active options: AMD TSLA NVDA AMC FFIE GME BABA AAPL WMT AMZN META INTC GOOGL CSCO MARA MSFT SMCI CGC COIN HOOD

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!
Start Your Day the Smart Money Way

Real-time Analysis

Interactive Chat Q&A
Professional Tactics