Pre-Market IV Report December 31, 2024

Pre-Market IV Report December 31, 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: TEAM NFLX PLD IBM UPS TEAM ENFN GRRR QUIK NPWR EBS TSLQ UNG MNKD

Stocks expected to have increasing option volume: MSTR QQQ SPY RUT IWM SGMO PFE

Tesla (TSLA) option IV near upper end of range into 2025

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 76. Call put ratio 1.2 calls to 1 put on active option volume of 1.3M contracts.

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 89 into Jensen Huang Founder and CEO, NVIDIA CES 2025 Keynote on January 6. Call put ratio 2 calls to 1 put.

Movers

Sangamo Therapeutics (SGMO) 30-day option implied volatility is at 153; compared to its 52-week range of 94 to 246 into the company announced the hemophilia A gene therapy partnership was terminated with partner Pfizer (PFE). Call put ratio 4.2 calls to 1 put with a focus on February 5 calls.

Axsome Therapeutics (AXSM) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 118. Call put ratio 1.2 calls to 1 put on 15K contracts as share price down 6.4%.

Loar Holdings (LOAR) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 85 with a focus on 2400 contracts of January 65 calls as share price down 1.5% to $73.73.

Amkor Technology (AMKR) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 63 with a focus on 14K contracts of February 21 puts.

Liberty Energy (LBRT) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 50. Call put ratio 2.2 calls to 1 put with focus on February 17 puts and February 20 calls.

TKO Group Holdings (TKO) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 64 with a focus on 2K contracts of February 145 calls trading on the offer at $6.

American Airlines (AAL) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 57. Call put ratio 1 call to 1.2 puts with a focus on 3500 contracts of February 14 puts trading at 21 cents as share price up.

Options with decreasing option implied volatility: NMRA HUMA WULF MSTY KODK MSTY GENI RITM HSY NLY JWN TD
Increasing unusual option volume: OBDC OPTT LODE SLNO LBRT RGTI
Increasing unusual call option volume: OPTT LODE LBRT EDR XLI STEM AXSM AMTM
Increasing unusual put option volume: QUBT RGTI SLNO QBTS BBAI AXSM DBI XLI NMRA
Popular stocks with increasing volume: MSTR PLTR BA COIN SMCI AVGO INTC SOFI MU GME
Active options: NVDA TSLA AAPL MSTR PLTR RIOT AMD MARA AMZN BA COIN SMCI AVGO RGTI MSFT INTC SOFI MU GOOGL GME
Global S&P Futures mixed to up in premarket, Nikkei mixed to up, DAX mixed, WTI Crude oil recently at $71.60, natural gas down 4.5%, gold at $2625