Pre-Market IV Report December 16, 2024

Pre-Market IV Report December 16, 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: LW CI CVS GKOS CRVS SOUN OLMA LW RCAT AXSM HIMX MAMA NTRA

Stocks expected to have increasing option volume: COIN MSTR HOOD TSLA LW POST CPRI F MU FDX

Cryptocurrency-Related Stocks option IV as Bitcoin above $104,000 and FOMC policy meeting

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 111; compared to its 52-week range of 64 to 220. Call put ratio 1.9 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 73; compared to its 52-week range of 61 to 103. Call put ratio 1.9 calls to 1 put into Bitcoin above $104,000.

Robinhood (HOOD) 30-day option implied volatility is at 63; compared to its 52-week range of 48 to 95. Call put ratio 2.8 calls to 1 put with focus on expiring December 13 weekly 40.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 58; compared to its 52-week range of 20 to 64. Call put ratio 1.4 calls to 1 put into as Bitcoin above $104,000.

Movers option IV into FOMC policy meeting and decision

Broadcom (AVGO) December call option implied volatility is at 53, January is at 42; compared to its 52-week range of 26 to 66 after quarter results. Call put ratio 1.7 calls to 1 put with a focus on 12500 contracts of March 210 calls trading at $25.95.

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.

Super Micro Computer (SMCI) 30-day option implied volatility is at 105; compared to its 52-week range of 57 to 216 into share price trading lower before the bell.

Capri Holdings Limited (CPRI) 30-day option implied volatility is at 44; compared to its 52-week range of 12 to 416 into exploring sale of Versace, Jimmy Choo, WWD reports. Call put ratio 1 call to 1.1 puts.

Lamb Weston (LW) 30-day option implied volatility is at 68; compared to its 52-week range of 16 to 73. Call put ratio 2.5 calls to 1 put on active option volume of January 75, 77.50 and 85 calls.

Post Holdings (POST) 30-day option implied volatility is at 21; compared to its 52-week range of 24 to 64. Call put ratio 2.3 calls to 1 put.

KE Holdings Inc. (BEKE) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 99. Call put ratio 1 call to 3.7 puts with a focus on 15K contracts of April 18 puts at $1.97.

Hims & Hers Health, Inc. (HIMS) December call option implied volatility is at 123, January is at 94; compared to its 52-week range of 40 to 136. Call put ratio 1.2 calls to 1 puts on active option volume of 63K contracts compared to 90 day average of 44K contracts.

U.S. Steel (X) 30-day option implied volatility is at 87; compared to its 52-week range of 10 to 116. Call put ratio 1.6 calls to 1 put amid headlines.

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 12 calls to 1 put.

Options with decreasing option implied volatility: ACI LUNR AI MDB GME TZA RH X ORCL ADBE PLAY ASO M DOCU
Increasing unusual option volume: VNO CADL HIMX SFIX RGTI GALT QUBT
Increasing unusual call option volume: VNO HIMX RGTI QUBT ST SFIX BIRK RVNC
Increasing unusual put option volume: GALT NWL ACHR IAU QBTS CIEN VTRS BAH
Popular stocks with increasing volume: AVGO PLTR MSTR SMCI UBER TSM SOFI
Active options: NVDA TSLA AVGO AMD AAPL PLTR MSTR SMCI AMZN SOUN GOOGL MSFT RIOT META CLSK MARA INTC UBER TSM SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70.50, natural gas down 3%, gold at $2677