Pre-Market IV Report December 17, 2024

Pre-Market IV Report December 17, 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: RGTI QUBT HUN GALT QBTS CKPT XLB KBE KOS RCAT AMTM EWY

Stocks expected to have increasing option volume: HEI MU LEN GIS JBL BIRK FDX NKE MITK NUE EBAY AMTM AFRM EVGO

Bitcoin holder’s option IV into Bitcoin above $107,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 109; compared to its 52-week range 64 to 223. Call put ratio 1.2 calls to 1 put as share price up.

MARA (MARA) 30-day option implied volatility is at 116; compared to its 52-week range of 80 to 195. Call put ratio 2.9 calls to 1 put with focus on January calls as share price up.

Riot Platforms (RIOT) 30-day option implied volatility is at 112; compared to its 52-week range of 76 to 143. Call put ratio 2.4 calls to 1 put as share price up.

Core Scientific (CORZ) 30-day option implied volatility is at 73; compared to its 52-week range 61 to 166. Call put ratio 11.5 calls to 1 put with focus on December 18 calls as share price up.

Straddle prices into quarter results

Micron (MU) December 108 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 18. Call put ratio 3.7 calls to 1 put.

Lennar (LEN) December 150 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 18. Call put ratio 4.2 calls to 1 put.

General Mills (GIS) December 65 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on December 18.

Jabil (JBL) December 135 straddle priced for a move of 9% into the expected release of quarter results before the bell on December 18.

Birkenstock (BIRK) December 55 straddle priced for a move of 11% into the expected release of quarter results before the bell on December 18. Call put ratio 4.7 calls to 1 put.

Telecom movement

Comcast (CMCSA) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 2.3 puts.

Charter Communications (CHTR) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 42. Call put ratio 2.5 calls to 1 put.

Verizon Communications (VZ) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 33. Call put ratio 2.4 calls to 1 put amid share price pull back.

T-Mobile (TMUS) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 27. Call put ratio 1.2 calls to 1 put.

Movers

Hims & Hers Health, Inc. (HIMS) December call option implied volatility is at 128, January is at 100; compared to its 52-week range of 40 to 136. Call put ratio 1.1 calls to 1 puts.

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 35. Call put ratio 2.8 calls to 1 put.

Adient (ADNT) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 74. Call put ratio 2.9 calls to 1 put with a focus on December calls as share price down 5.4%.

Flagstar Bank (FLG) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 232. Call put ratio 1 call to 1.5 puts with a focus on April 8 puts.

WillScot Mobile Mini Holdings (WSC) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 77. Call put ratio 23 calls to 1 put with a spreader of April 37.50 and 47.50 calls.

Samsara Inc (IOT) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 107. Call put ratio 1 call to 10 puts with a spreader of December 48 puts, December 50 puts and January 3 weekly 45 puts.

Options with decreasing option implied volatility: TIGR AI MDB YINN TZA RH YANG GRPN PLAY ACI X
Increasing unusual option volume: QUBT RGTI HUN GALT QBTS CKPT XLB KBE KOS
Increasing unusual call option volume: QUBT RGTI XLB CKPT BCS RVNC BBY KOS
Increasing unusual put option volume: GALT QBTS RCAT XLB KBE BCE LW ACHR BBAI MSTX
Popular stocks with increasing volume: SMCI MU MSTR RIVN RIOT SOFI SOUN COIN UBER HOOD
Active options: NVDA TSLA AVGO PLTR GOOGL AAPL SMCI AMD MU MSTR MARA RIVN AMZN RIOT SOFI GOOG SOUN COIN UBER HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $2654