Pre-Market IV Report December 24, 2024

Pre-Market IV Report December 24, 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: RUM CVNA SILJ NFLX PLD SMST DNA MESO BNED PGY SILJ CVNA NFE SLNO MNKD NFLX NVST

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK

Quantum computing stocks option IV

Neumora Therapeutics (NMRA) 30-day option implied volatility is at 273; compared to its 52-week range of 78 to 403. Call put ratio 1 call to 2.8 puts on 12K contracts.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 215; compared to its 52-week range of 20 to 255. Call put ratio 4.2 calls to 1 put on option volume of 91K contracts compared to its 90 day average of 4K contracts as share price is up 27%.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 227; compared to its 52-week range of 20 to 332. Option volume of 83K contracts compares to its 90 day average of 1K contracts as share price is up 5.3%.

Rigetti Computing (RGTI) 30-day option implied volatility is at 201; compared to its 52-week range of 20 to 229. Call put ratio 2.7 calls to 1 put on option volume of 190K contracts compared to its 90 day average of 6K contracts as share price is up 17.7%.

Arqit Quantum (ARQQ) 30-day option implied volatility is at 237; compared to its 52-week range of 20 to 243.

Movers

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 108; compared to its 52-week range of 64 to 220. Call put ratio 1.1 calls to 1 put on 404K contracts.
Innovative Industrial Properties Inc. (IIPR) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 49. Call put ratio 1.2 calls to 1 put with focus on January calls.
Neumora Therapeutics (NMRA) 30-day option implied volatility is at 273; compared to its 52-week range of 78 to 403. Call put ratio 1 call to 2.8 puts on 12K contracts.

Papa John’s (PZZA) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 78. Call put ratio 2.9 calls to 1 put.

Innovative Industrial Properties Inc. (IIPR) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 49 as share price down 5%.

Anavex Life Sciences (AVXL) 30-day option implied volatility is at 115; compared to its 52-week range of 39 to 167. Call put ratio 4 calls to 1 put with a focus on January calls as share price up 30%.

AstraZeneca (AZN) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 1.7 puts as share price up 1.5%.

Barnes & Noble Education (BNED) 100-day option implied volatility is at 89; compared to its 52-week range of 20 to 786 with a focus on 1800 contracts of January 10 calls trading.

Invesco Ltd. (IVZ) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 343. Call put ratio 12.1 calls to 1 put with a focus on 5K contracts of February 16 puts.

Telephone & Data Systems (TDS) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 123 with a focus on 2300 contracts of August 30 puts trading.

Options with decreasing option implied volatility: NMRA TEVA SOC MU FDX LW NVO
Increasing unusual option volume: INVZ QUBT TMC FREY RGTI
Increasing unusual call option volume: INVZ QUBT FREY MVST HMC RGTI
Increasing unusual put option volume: RGTI QBTS RUM BMBL APA RVNC
Popular stocks with increasing volume: AVGO MSTR INTC MU COIN SOFI TSM
Active options: NVDA TSLA AMD PLTR AAPL AVGO TRLY MSTR INTC GOOGL APA AMZN RGTI MU META MARA COIN SOFI MSFT TSM
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.80, natural gas up 2.5%, gold at $2631