Pre-Market IV Report November 29, 2023

Pre-Market IV Report November 29, 2023

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Pre-Market IV Report November 29, 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: REPL SAVE KVUE SPLK CABA EYPT PNT GME CRDO FTRE CFLT LNTH LEGN TRMD MANU APP LC AY AU MAG IBKR PSEC HOLX

Stocks expected to have increasing option volume: CRM WDAY CRWD HPE NTAP PDD INTU ZS SAVE IRBT RILY JBL LVS SPLK
     
Straddle prices into quarter results

Snowflake (SNOW) December weekly 170 straddle is priced for a move of 8% into the expected release of quarter results after the bell on November 29.

Synopsys (SNPS) December 440 straddle is priced for a move of 8% into the expected release of quarter results after the bell on November 29.

Dollar Tree (DLTR) December weekly 116 straddle is priced for a move of 9% into the expected release of quarter results before the bell on November 29.

Hormel (HRL) December weekly 32 straddle is priced for a move of 4% into the expected release of quarter results before the bell on November 29.

Okta (OKTA) December weekly 73 straddle is priced for a move of 13% into the expected release of quarter results after the bell on November 29.

Five Below (FIVE) December weekly 190 straddle is priced for a move of 8% into the expected release of quarter results after the bell on November 29.

PVH (PVH) December 90 straddle is priced for a move of 9% into the expected release of quarter results after the bell on November 29.

nCino (NCNO) December weekly 30 straddle is priced for a move of 13% into the expected release of quarter results after the bell on November 29.

Kroger (KR) December weekly 44 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on November 30.

Ulta Beauty (ULTA) December weekly 417 straddle is priced for a move of 8% into the expected release of quarter results after the bell on November 30.

Academy Sports (ASO) December weekly 49 straddle is priced for a move of 9.5% into the expected release of quarter results before the bell on November 30.

Movement

Las Vegas Sands (LVS) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 48 into Las Vegas Sands announces Spot Secondary.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 112.

Crocs (CROX) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 110. Call put ratio 2.6 calls to 1 put.

Edwards Lifesciences (EW) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 72. Call put ratio 3.3 calls to 1 put.

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 69; compared to its 52-week range of 37 to 107. Call put ratio 1 call to 4.2 puts with focus on December 17.50 puts.

Warby Parker (WRBY) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 117. Call put ratio 1 call to 222 puts with focus on January puts.

HashiCorp, Inc (HCP) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 116 on active volume of 9K contracts.

Jabil (JBL) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 81 into lower outlook.

UiPath Inc. (PATH) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 111. Call put ratio 2.7 calls to 1 put on 28K contracts.

Options with decreasing option implied volatility: ANF SYM BURL JWN LAC KSS DKS ZM ZS TMF
Increasing unusual option volume: PAGP HUN FTCH IRBT VOD VSTO LITE CROX CRDO IAU FL WOOF IRBT CG GME RILY SAVE NVAX X KSS WRBY
Increasing unusual call option volume: ZS PNT CFLT MAXN NTAP CRDO GFI INDA LITE PATH
Increasing unusual put option volume: HPE FTCH NTAP VNQ RY IOVA SYM RILY IRBT RSP MBLY
Popular stocks with increasing volume: COIN WBD AFRM PYPL PLTR PDD BABA SQ X DIS ROKU
Active options: TSLA NVDA AMZN AAPL MSFT AMD COIN MARA WBD AFRM PYPL PLTR PDD BABA META SQ X DIS GME ROKU
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $77, natural gas down 1%, gold at $2038

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