Pre-Market IV Report December 13, 2024

Pre-Market IV Report December 13, 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: CI CVS PBR EWZ ISRG KROS GRRR LRMR HIMX GCI PLCE LABD PTCT NARI URA IOVA CI PARA SSSS RNW VIAV ISRG ASTL

Stocks expected to have increasing option volume: AVGO COST RH LEN AA

Movers

AppLovin (APP) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 95. Call put ratio 1 call to 1 put on option volume of 44K contracts amid regulatory filings that its CEO Adam Foroughi and AppLovin director Chen sold shares.

RH (RH) December 13 weekly call option implied volatility is at 310, December is at 124; compared to its 52-week range of 41 to 80 into better than expected quarter results and outlook. Call put ratio 1 call to 1 put as share price up before the bell.

Straddle prices into quarter results

Heico Corp. (HEI) December 250 straddle priced for a move of 5% into the expected release of quarter results after the bell on December 17. Call put ratio 4 calls to 1 put.

Movement

HDFC Bank Ltd (HDB) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 75. Call put ratio 24 calls to 1 put with focus on April 75 calls.

General Dynamics (GD) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 25. Call put ratio 2.4 calls to 1 put with focus on 480 contracts of January 370 calls trading at 10c.

PTC Therapeutics (PTCT) 30-day option implied volatility is at 68; compared to its 52-week range of 53 to 157 with a focus on a spreader of 2186 contracts of January 35 and January 45 puts.

Discover Financial Services (DFS) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 59 amid a spreader selling 2601 contracts of December 170 puts at 90c and buying of 3481 contracts of March 170 puts for $9.50.

Comstock Resources (CRK) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 97. Call put ratio 2.7 calls to 1 put with a focus on March 20 and 25 calls as share price is up 3.4%.

PACS Group (PACS) 30-day option implied volatility is at 106; compared to its 52-week range of 21 to 171. Call put ratio 2.2 calls to 1 put with a focus on December 12.50 puts and January 20 calls.

Options with decreasing option implied volatility: ACI SOUN GTLB ACI PATH U IOT ASAN MDB VSCO
Increasing unusual option volume: HIMX ARCC RGTI CADL WMB CMA QUBT SFIX
Increasing unusual call option volume: HIMX ARCC WMB NMRA RGTI RVNC
Increasing unusual put option volume: BAH IAU RVNC CIEN CMA BBAI ZTO ACHR
Popular stocks with increasing volume: INTC AVGO AMZN MSTR SMCI UBER SOFI ADBE WMT
Active options: NVDA TSLA PLTR AAPL AMD MSFT RIOT GOOGL INTC AVGO AMZN MSTR SMCI UBER SOFI ADBE WMT MARA NKLA GOOG