Pre-Market IV Report November 22, 2023

Pre-Market IV Report November 22, 2023

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Pre-Market IV Report November 22, 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: AUPH MANU KMX FDX NKE SAVE KLG CD LIVN JACK USAC OBDC BKLN XLV

Stocks expected to have increasing option volume: NVDA URBN ADSK JWN DE CAT JACK GES HPQ

NVIDIA (NVDA) option IV as share price mixed into opening bell

NVIDIA (NVDA) November weekly call option implied volatility is at 96, December is at 50; compared to its 52-week range of 37 to 68 into quarter results.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 37.

Alibaba (BABA) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 63.

Option IV for stocks near 52-week highs

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 40 as share price near 52-week high.

Gap, Inc. (GPS) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 90 as share price near 52-week high.

Martin Marietta Materials (MLM) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 56 as share price near 52-week high.

Morningstar (MORN) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 70 as share price near 52-week high.

Visa (V) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 32 as share price near 52-week high.

Parker-Hannifin (PH) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 76 as share price near 52-week high.

Straddle prices into quarter results

Deere (DE) November weekly 382.50 straddle is priced for a move of 4.5% into the expected release of quarter results today before the bell.

Option movers

Ero Copper Corp (ERO) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 63. Call put ratio 508 calls to 1 put with focus on December calls.

Wisdomtree Cloud Computing Fund (WCLD) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 94. Call put ratio 1 call to 7 puts with focus on December puts.

PPG Industries (PPG) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 34. Call put ratio 12 calls to 1 put with focus on June 170 calls.

Options with decreasing option implied volatility: VMW ANF M BURL ZIM AAP KSS ZM TGT DKS BBWI BBY PANW GPS GT WSM
Increasing unusual option volume: MREO PNT BKLN PBR GOGL SBSW URBN PPG ERO WCLD
Increasing unusual call option volume: MREO PBR URBN VALE TPX BKKT UDN JKS
Increasing unusual put option volume: XP SBSW MAXN XPO URBN HTZ JWN SYM
Popular stocks with increasing volume: PBR INTC ZM SOFI MARA BABA AMC BAC RIVN C PYPL
Active options: TSLA AMZN NVDA PLTR AAPL MSFT AMD PBR INTC META ZM SOFI MARA BABA AMC BAC RIVN GOOGL C PYPL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.50, natural gas mixed, gold at $2003

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