Pre-Market IV Report December 20, 2024

Pre-Market IV Report December 20, 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: SNAP SDOW CVNA WULF HUM TECL CVS SHAK MRVL BAC REGN WFC MS PNC C META USB LULU BAC NVDA MAR OXY

Stocks expected to have increasing option volume: NKE FDX BB WGO X NUE CLF STLD SKX UAA ONON LULU DECK

Movers

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 76. Call put ratio 1.3 calls to 1 put into end of year.

NVIDIA (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put amid price movement.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 56.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 110; compared to its 52-week range of 64 to 222. Call put ratio 1.1 calls to 1 put into Bitcoin below $95,000.

Coinbase (COIN) 30-day option implied volatility is at 79; compared to its 52-week range of 61 to 103. Call put ratio 1.4 calls to 1 put into Bitcoin below $95,000.

UnitedHealth Group (UNH) 30-day option implied volatility is at 39; compared to its 52-week range of 17 to 40. Call put ratio 1.2 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 100; compared to its 52-week range of 60 to 217. Call put ratio 1.3 calls to 1 put.

AppLovin (APP) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 95. Call put ratio 1 call to 2.1 puts.

U.S. Steel (X) 30-day option implied volatility is at 94; compared to its 52-week range of 10 to 116. Call put ratio 1.5 calls to 1 put into lower outlook.

Tronox (TROX) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 89 with a focus on 2K contracts of May 14 calls trading at 38c.

California Resources (CRC) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 49 with a focus 4K contracts of January 52.50 calls.

Crexendo, Inc. (EXE) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 63 with a focus on December 95 calls, January 75 puts and January 120 calls.

European Wax Center (EWCZ) 30-day option implied volatility is at 75; compared to its 52-week range of 38 to 82 with a focus on 2500 contracts of January 5 calls trading at 53c.

Procore (PCOR) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 83 with a focus on 3K contracts of February 82.50 puts trading between the bid ask at $3.80.

Options with decreasing option implied volatility: TEVA RH KMX MU VRTX JWN UAA ACI CTAS PAYX
Increasing unusual option volume: QUBT AM GALT VWO CADL RGTI BTI XLB EWC TIP QBTS AMTM
Increasing unusual call option volume: BTI QUBT KULR MVST GALT XLB AISP RGTI NGD WGO SKYT
Increasing unusual put option volume: RGTI QBTS GALT GXO TRIP LW XLB MTUM EDR EXE HES
Popular stocks with increasing volume: MSTR AVGO SOFI COIN SMCI INTC AI
Active options: TSLA NVDA MU AAPL AMD PLTR MSTR AVGO AMZN SOUN MARA GOOGL SOFI COIN SMCI MSFT INTC QUBT META AI
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $68.70, natural gas up 1%, gold at $2620