Pre-Market IV Report November 24, 2023

Pre-Market IV Report November 24, 2023

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Pre-Market IV Report November 24, 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: MANU NKE FDX DWAC KMX EYPT IMVT OMI AGL SNBR SCO NCNO DBO SGEN TKO VOD GDDY SHY

Stocks expected to have increasing option volume: GM SPY QQQ

General Motors (GM) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 46.

Straddle prices into quarter results

PDD Holdings (PDD) December weekly 117 straddle is priced for a move of 10% into the expected release of quarter results on November 27.

Zscaler (ZS) December weekly 190 straddle is priced for a move of 10% into the expected release of quarter results after the bell on November 27.

Intuit (INTU) December weekly 565 straddle is priced for a move of 7% into the expected release of quarter results after the bell on November 28.

Workday (WDAY) December weekly 235 straddle is priced for a move of 6% into the expected release of quarter results after the bell on November 28.

CrowdStrike (CRWD) December weekly 210 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on November 28.

Hewlett Packard (HPE) December straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on November 28.

NetApp (NTAP) December weekly 77 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on November 28.

Options with decreasing option implied volatility: ANF M JWN BURL KSS ZM SYM DKS PANW AEO VKTX GPS BBY WSM NVDA ROST
Increasing unusual option volume: EYPT INVZ MUX DAC RILY
Increasing unusual call option volume: IHI URBN DLO OLN IYR PLCE
Increasing unusual put option volume: RILY XME IBB OVV URBN HTZ STNE
Popular stocks with increasing volume: INTC BABA SOFI AAL ARM AMC PYPL
Active options: TSLA NVDA AMZN AAPL AMD MSFT PLTR META COIN GOOGL INTC MARA BABA SOFI AAL ARM GOOG AMC PYPL RIOT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.50, natural gas mixed, gold at $1994

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