Pre-Market IV Report December 30, 2024

Pre-Market IV Report December 30, 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: PLD RUM NFLX GRRR KC HSAI NPWR ROOT GDYN MNMD IRBT HCAT PGNY MBLY IEP JNPR

Stocks expected to have increasing option volume: PLTR APP MSTR COIN UP BA VZ T MSGE SPHR

Large cap tech into 2025

Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 37. Call put ratio 1.4 calls to 1 put as share price near record high.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 89. Call put ratio 2.1 calls to 1 put into 2025.

Tesla (TSLA) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 76. Call put ratio 1.4 calls to 1 put on active option volume of 3.2M contracts.

Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 35. Call put ratio 2 calls to 1 put into 2025.

Natural gas option IV as Natural gas up 9% before the bell

United States Natural Gas (UNG) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 78. Call put ratio 1.6 calls to 1 put as natural gas up.

Cheniere Energy (LNG) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 31. Call put ratio 1.8 calls to 1 put wide natural gas movement.

Diamondback Energy (FANG) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 38. Call put ratio 7.7 calls to 1 put as share price trends lower.

Range Resources (RRC) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 63. Call put ratio 4.4 calls to put with focus on January 37 calls.

EQT (EQT) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 42.

Movers

Grid Dynamics Holdings, Inc. (GDYN) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 81 with a focus on January 25 calls as share price up 8.6%.

Progyny (PGNY) 30-day option implied volatility is at 56; compared to its 52-week range of 27 to 84 with a focus January 17.50 calls.

The RealReal Inc. (REAL) 30-day option implied volatility is at 114; compared to its 52-week range of 63 to 140. Call put ratio 7.2 calls to 1 put with a focus on January 12.50 and May 17.50 calls.

Bunge Limited (BG) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 158. Call put ratio 2.1 calls to 1 put with a focus on February 77.50 and 82.50 calls.

Instacart (CART) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 118. Call put ratio 1 call to 3.3 puts with a focus on January 40 puts as share price down 3.4%.

TAL Education (TAL) 30-day option implied volatility is at 58; compared to its 52-week range of 45 to 93. Call put ratio 1 call to 8.3 puts with a focus on January 10 weekly 9.5 puts.

Eos Energy Enterprises (EOSE) 30-day option implied volatility is at 117; compared to its 52-week range of 98 to 165. Call put ratio 8.9 calls to 1 put with a focus on May 4.5 and November 7.5 calls.

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 47 amid headlines.

Options with decreasing option implied volatility: NMRA HUMA WULF MSTY FDX NVO CLSK NKE SOC GENI CCL
Increasing unusual option volume: RGTI OPTT LODE QUBT KULR STEM INVZ PSQH QBTS ALHC KC AMED NVIS NPWR
Increasing unusual call option volume: LODE RGTI QUBT STEM INVZ ALHC KULR PSQH KX QBTS MVIS TMC NPWR
Increasing unusual put option volume: RGTI QBTS XLRE NMRA POET AMED ARCC LW BBAI TSCO PTLO
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 mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70.60, natural gas up 9.5%, gold at $2634