Pre-Market IV Report December 26, 2024

Pre-Market IV Report December 26, 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 NMRA POET CVNA PGY NFLX PLD SILJ UAA ALGN NPO XPOF ALGN JWN GT CLMT DKS WDAY WCC TDS NTAP Now RCL TWLO

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

Movers

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 98; compared to its 52-week range of 64 to 219 as price lower before the bell.

GEO Group (GEO) 30-day option implied volatility is at 61; compared to its 52-week range of 33 to 126. Call put ratio 25 calls to 1 put with focus on January 40 calls.

CoreCivic (CXW) 30-day option implied volatility is at 57; compared to its 52-week range of 23 to 125. Call put ratio 11.6 calls to 1 put with focus on January 25 calls.

Neumora Therapeutics (NMRA) 30-day option implied volatility is at 384; compared to its 52-week range of 78 to 403. Call put ratio 1 call to 1.4 puts on 13K contracts.

Options with decreasing option implied volatility: RGTI SOC QUBT MU CAPR FDX NVO HIMS VRTX NKE LW
Increasing unusual option volume: INVZ MO QUBT FREY PM KULR RGTI ARQT
Increasing unusual call option volume: MO PM FREY QUBT KULR WCC RGTI TTE FHN
Increasing unusual put option volume: RGTI QBTS ICLN ALTM JWN RUM NMRA BBAI POET PPC
Popular stocks with increasing volume: AVGO MSTR INTC MU COIN SOFI TSM