Pre-Market IV Report December 11, 2024

Pre-Market IV Report December 11, 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: LAZR SERV SOUN U WBA HSY RGTI SEI ACI SERV IOVA CLPT ITUB AUPH VMEO SLNO EW ERO SSSS HOLX HON CAH ADT

Stocks expected to have increasing option volume: ADBE AVGO COST ACI KR X SFIX WBA GM GME GEV FIGS PLAY

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 today.

Broadcom (AVGO) December 13 weekly 170 straddle priced for a mov of 7.5% into the expected release of quarter results today after the bell.

Costco (COST) December 13 weekly 992 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Jabil (JBL) December straddle 130 priced for a move of 9% into the expected release of quarter results on December 12.

Ciena (CIEN) December 70 straddle priced for a move of 12% into the expected release of quarter results before the bell on December 12.

Movers

U.S. Steel (X) 30-day option implied volatility is at 89; compared to its 52-week range of 10 to 116. Call put ratio 1.6 calls to 1 put with focus on December 27 weekly 45 and 51 calls amid headlines.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 65; compared to its 52-week range of 31 to 85. Call put ratio 3.1 calls to 1 put with focus on December calls amid WSJ sale reports.

General Motors (GM) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 47 into share price bid before the bell.

Albertsons (ACI) 30-day option implied volatility is at 68; compared to its 52-week range of 13 to 86. Call put ratio 1.9 calls to 1 put after Bloomberg says Kroger (KR) deal blocked by judge.

Kroger (KR) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 35. Call put ratio 1.9 calls to 1 put after Bloomberg says Albertsons (ACI) deal blocked by judge.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 66. Call put ratio 1.3 calls to 1 put as share price up before the bell.

FIGS (FIGS) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 100. Call put ratio 3 calls to 1 put into receives $6 per share takeover bid from Story3 Capital, WSJ reports.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 103; compared to its 52-week range of 40 to 136. Call put ratio 1 call to 1 puts on active option volume of 88K contracts compared to 90 day average of 38K contracts.

Alaska Air Group (ALK) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 79. Call put ratio 4 calls to 1 put with focus on spreader of January 55 and 57.50 calls as share price up 13%.

Boeing (BA) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 48. Call put ratio 3 calls to 1 put as share price up 4.9%.

Rigetti Computing (RGTI) 30-day option implied volatility is at 219; compared to its 52-week range of 20 to 227. Option volume of 165K contracts compares to 90 day average of volume of 1900 contracts as share price up 43%.

Marriott Vacations Worldwide (VAC) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 93 with a focus on 3500 contracts of April 100 calls trading at $6.40.

IQVIA Holdings (IQV) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 73. Call put ratio 1 calls to 1.7 puts with a focus on December 210 calls and January 200 puts.

Envista Holdings Corp. (NVST) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 88 with a focus on 2200 contracts of January 20 calls trading.

Patterson Cos. (PDCO) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 254 with a focus on December 27 and January 25 calls.

Options with decreasing option implied volatility: FL GTLB ASAN DLTR PSTG FIVE DG IOT OKTA PATH S RBRK MDB
Increasing unusual option volume: RGTI QURE FOXA GSAT CRDF OLN SFIX QUBT MTUM KULR
Increasing unusual call option volume: RGTI QURE GSAT CRDF PL QUBT ALK KULR BRZE QBTS UNFI UAA XP SFIX MTN
Increasing unusual put option volume: PLAY MTUM RVNC QBTS BBAI FOUR ASAN GALT RIG LAC
Popular stocks with increasing volume: INTC AI MSTR ORCL WBA BA COIN SOFI
Active options: NVDA TSLA GOOGL PLTR AMD AAPL SMCI GOOG AMZN INTC AI MSTR ORCL MARA WBA BA MSFT COIN SOFI META
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69, natural gas up 1.5%, gold at $2726