Pre-Market IV Report December 2, 2024

Pre-Market IV Report December 2, 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: ACHR RCAT JOBY LAZR BHC EPD UUP SOUN JOBY RVMD BTDR XP HE DRVN NU PAGS SILJ ADMA JNPR UMC IPG EPD K EDR

Stocks expected to have increasing option volume: STLA GM F TSLA LI XPEV NIO RACE ZS APLT

Auto option IV into Stellantis (STLA) management changes and Volkswagon strike headlines

Stellantis (STLA) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 252. Call put ratio 1.3 calls to 1 put into CEO transition.

General Motors (GM) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 47.

Ford Motor (F) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 49. Call put ratio 2.9 calls to 1 put.

Straddle prices into quarter results

Zscaler (ZS) December 6 weekly 205 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Salesforce (CRM) December 6 weekly 330 straddle priced for a move of 8%. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on December 3.

Marvell Technology (MRVL) December 6 weekly 93 straddle priced for a move of 11% into the expected release of quarter results after the bell on December 3.

Pure Storage (PSTG) December 55 straddle priced for a move of 15% into the expected release of quarter results after the bell on December 3.

Okta, Inc. (OKTA) December 6 weekly 78 straddle priced for a move of 15% into the expected release of quarter results after the bell on December 3.

Options with decreasing option implied volatility: MSTX MSTU BBIO MSTR LMND GAP MSTY DJT ZETA AMGN ANF KSS NNE KSS BBWI ROST DELL BURL NTAP ZM HPQ DKS CRWD ADSK RDDT BBY JWN INTU CPRT SNOW ADI SSO RSP VOO
Increasing unusual option volume: KULR K RGTI EDR BITO APLT GLBE HBI RF MSTZ
Increasing unusual call option volume: RGTI K KULR RF BITO APLT HBI GLBE HAS ZIM MSTZ
Increasing unusual put option volume: EDR ACHR RCAT AAOI APLT HTGC MSTX CRDO SYM STNE
Popular stocks with increasing volume: SMCI MSTR PLTR COIN GME SOFI K ACHR BA
Active options: NVDA TSLA MARA AAPL SMCI MSTR AMZN ZIM PLTR AMD COIN GME SOFI SOUN META K MSFT ACHR BA RIOT
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.60, natural gas down 6%, gold at $2658