Pre-Market IV Report August 9, 2024

Pre-Market IV Report August 9, 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: WOLF ASAN IOT GTLB PATH PARA AKAM HPE EWJ BKR CUBI IOVA ACB CYTK UA PARA ITUB EMB

Stocks expected to have increasing option volume: PBR GILD TTD TTWO EXPE AKAM PODD ELF DBX PARA U DOCS CPRI FIVN SYNA NKLA SG SVV SOLV RKLB SOUN ELF JBLU

Weight Loss option IV flat

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 55 on 100K contracts with a focus on August 900 calls.

Novo Nordisk (NVO) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 46 on 39K contracts compared to 90-day average of 18K contracts.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 87; compared to its 52-week range of 50 to 234. Call put ratio 3.9 calls to 1 put with focus on November 70 calls.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 18; compared to its 52-week range 12 to 23 into a talc settlement draws near.

Straddle prices into quarter results

Barrick Gold (GOLD) August 17.50 straddle priced for a move of 6% into expected release of quarter results before the bell on August 12.

Monday.com (MNDY) August 215 straddle priced for a move of 16% into expected release of quarter results before the bell on August 12.

ASTS SpaceMobile (ASTS) August 22 straddle priced for a move of 23% into expected release of quarter results on August 12. Call put ratio 3.4 calls to 1 put with focus on August 165 calls.

Home Depot (HD) August 347.50 straddle priced for a move of 6.5% into expected release of quarter results before the bell on August 13.

Movers

Duolingo (DUOL) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 99 with a focus on August 150 puts and August 185 calls.

Phathom Pharmaceuticals Inc. (PHAT) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 180 with a focus on August 10 and November 10 call spread.

McKesson (MCK) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 30 amid 10K contracts as share price down.

JFrog Ltd. (FROG) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 90 with a focus on August 32.50 puts as share price down.

Funko (FNKO) 30-day option implied volatility is at 105; compared to its 52-week range of 41 to 113 with a focus on August 7.5 puts.

International Money Express Inc. (IMXI) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 103 with a focus on December 15 puts and March 15 puts.

XP Inc. (XP) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 79 with a focus on September 19 calls and September 20 calls.

Roivant Sciences (ROIV) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 109 with focus on September 11 calls, September 12 calls and September 10 puts.

Options with decreasing option implied volatility: TOST RDDT ROKU NET RDFN SNAP FSLY ALAB ZI HIMS DUOL RDDT
Increasing unusual option volume: APPS UAA XP LUMN ROIV COMM VZIO VSTS ET AEP EW BMBL
Increasing unusual call option volume: XP APPS VSTS AEP ET ROIV COMM UL BMBL LUMN XLI DT
Increasing unusual put option volume: LUMN EW UAA PSNY DOCN LW RUM TPX ARRY BWA AKAM EWG BROS GT PCT
Popular stocks with increasing volume: INTC HOOD SMCI LUMN RIVN MARA WBD DIS AVGO MSTR
Active options: NVDA TSLA AAPL PLTR AMZN AMD INTC HOOD SMCI META LUMN RIVN MSFT MARA WBD DIS AVGO MSTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76, natural gas up 1%, gold at $2463