Pre-Market IV Report December 10, 2024

Pre-Market IV Report December 10, 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: SOUN U LAZR TIGR CAPR GRPN FUTU BILI BEKE WBA PLTR HSY CTAS MCHI CMCSA UNH DNA KOD TIGR YMM MESO YANG BEKE CWEB BILI FUTU PETS YINN PPTA YEXT REAL AGIO ANGO HSAI NIO

Stocks expected to have increasing option volume: ORCL MDB TOL CASY AI BRZE AZO OLLI ASO UNFI ADBE AVGO COST PLTR APP

Straddle prices into quarter results

Adobe (ADBE) December 13 weekly 547 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on December 11.

Broadcom (AVGO) December 13 weekly 177 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on December 12.

Costco (COST) December 13 weekly 987 straddle priced for a move of 4% into the expected release of quarter results after the bell on December 12.

Movers

Palantir (PLTR) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 87. Call put ratio 1.2 calls to 1 put on active options volume of 1.2M contracts.

AppLovin (APP) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 95. Call put ratio 1.1 calls to 1 put on active option volume of 136K contracts.

Comcast (CMCSA) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 34. Call put ratio 1.5 calls to 1 put as share price down 8.6%.

T-Mobile (TMUS) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.4 puts as share price down 6%.

Charter Communications (CHTR) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 54. Call put ratio 1 call to 1 put as share price down 7.8%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 37 as share price pulls back.

CVS Health (CVS) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 51. Call put ratio 3.4 calls to 1 put with focus on December 13 weekly 57 calls.

Centene (CNC) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 47. Call put ratio 2.5 calls to 1 put with focus on December 13 weekly 59 calls.

Cigna (CI) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 43. Call put ratio 1.6 calls to 1 put with focus on January 340 calls.

Elevance Health (ELV) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1 put as share price up 2.9%.

Humana (HUM) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 67. Call put ratio 1 call to 2.2 puts as share price up 1%.

Molina Healthcare (MOH) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 113. Call put ratio 1 call to 1 put as share price up 3.2%.

Chubb Corp. (CB) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 28. Call put ratio 1.6 calls to 1 put as share price down 1.7%.

Travelers (TRV) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 59. Call put ratio 12 calls to 1 put with focus on January 280 calls as share price down 3%.

B&G Foods (BGS) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 88. Call put ratio 7.9 calls to 1 put with focus on February 8 calls as share price up 10.3%.

Mondelez (MDLZ) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 25. Call put ratio 1 call to 1.3 puts on active volume of 10K contracts as share price down 2.2%.

Hershey Foods (HSY) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 33. Call put ratio 1.9 calls to 1 put with focus on May 210 calls as share price up 13%.

Bank of America (BAC) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 36.

Ralph Lauren (RL) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 83. Call put ratio 1 call to 2.1 puts

Cooper-Standard Holdings (CPS) 30-day option implied volatility is at 55; compared to its 52-week range of 45 to 109 with a focus on December 15, 20 and 25 calls.

Agios Pharma (AGIO) 30-day option implied volatility is at 65; compared to its 52-week range of 31 to 83. Call put ratio 1 call to 2 puts as share price down 22%.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 69. Call put ratio 1 call to 4.2 puts as share price down 11.4%.

Options with decreasing option implied volatility: CRDO FL GTLB PSTG DLTR IOT CLSK OKTA ASAN DG FIVE PATH S ACI SYM AEO VSCO CHWY RBRK
Increasing unusual option volume: EWY PPL FOXA BRZE QUBT GALT ALHC
Increasing unusual call option volume: ALHC PPL PEG BRZE GALT FRSH XLI ASAN
Increasing unusual put option volume: GALT QBTS MTUM TKO NOK RVNC BBAI ASO VIPS
Popular stocks with increasing volume: BABA SMCI NIO RIVN MSTR SOFI PDD JD AAL COIN
Active options: NVDA TSLA PLTR AAPL AMZN AMD BABA SMCI NIO RIVN MSTR MARA SOFI PDD JD AAL MSFT RIOT META COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas mixed, gold at $2689