Pre-Market IV Report December 27, 2024

Pre-Market IV Report December 27, 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 PARA CVNA NFLX PLD U RGTI QS ATOM PHUN SOUN PTON NN AVXL KD REAL XP SOFI URA CPRI

Stocks expected to have increasing option volume: PLTR APP MSTR COIN

Movers into 2025

Palantir (PLTR) 30-day option implied volatility is at 60; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put with a focus on January 3 weekly calls.

AppLovin (APP) 30-day option implied volatility is at 60; compared to its 52-week range of 38 to 95. Call put ratio 1 call to 2.3 puts with a focus on January 10 weekly 330 puts.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 96; compared to its 52-week range of 64 to 220. Call put ratio 2.3 calls to 1 put on 475K contracts.

Movers

American Eagle Outfitters (AEO) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 65. Call put ratio 10.7 calls to 1 put with a focus on 5700 contracts of January 17 calls.

Honda Motor (HMC) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 36. Call put ratio 2.7 calls to 1 put with a focus on January calls as share price up 4.1%.

American Airlines (AAL) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 57. Call put ratio 4.7 calls to 1 put with a focus on December 27 weekly 17 calls and March 21 weekly 18 calls.

MGM Resorts (MGM) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 47. Call put ratio 1 call to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 49; compared to its 52-week range of 46 to 86. Call put ratio 1.4 calls to 1 put as share price up 3.7%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 63; compared to its 52-week range of 61 to 122. Call put ratio 2.4 calls to 1 put with a focus on January 10 weekly calls as share price up 2.8%.

Hello Group (MOMO) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 95 with a focus on 7500 contracts of January 8 calls.

Options with decreasing option implied volatility: QUBT HUMA SOC MU CAPR FDX TZA MSTY NVO
Increasing unusual option volume: OPTT KULR QUBT RGTI STEM CM CME
Increasing unusual call option volume: CM KULR MVST QUBT RGTI MOMO CME VERI
Increasing unusual put option volume: RGTI QBTS BBAI RUM POET ZTO
Popular stocks with increasing volume: AVGO PLTR MSTR GME SMCI AMZN SOFI QS INTC BABA
Active options: NVDA TSLA AAPL AVGO PLTR AMD MSTR GME SOUN RGTI SMCI AMZN SOFI QS META MSFT GOOGL INTC BABA LUNR
Global S&P Futures lower in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $70.10, natural gas up 3.5%, gold at $2641