Pre-Market IV Report December 4, 2024

Pre-Market IV Report December 4, 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: CRM MRVL HRL

Stocks expected to have increasing option volume: CRM MRVL PSTG BOX SNPS FIVE DG DLTR PSTG BOX FL OKTA

Movers

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 117 with a spreader of 3600 contracts of December 55 and 65 calls.

Core & Main, Inc (CNM) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 77 with a focus on 2700 contracts of December 52.50 calls as share price up 18%.

Compass (COMP) 30-day option implied volatility is at 55; compared to its 52-week range of 52 to 117. Call put ratio 28 calls to 1 put as share price up 2.4%.

TransMedics Group (TMDX) 30-day option implied volatility is at 78; compared to its 52-week range of 47 to 120 on 13,000 contracts, compared to its 90 day average of 1400 contracts.

Henry Schein (HSIC) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 125 amid a spreader of 2K contracts of December 70 puts and 1500 December 75 puts.

Geopark Limited (GPRK) 30-day option implied volatility is at 60; compared to its 52-week range of 28 to 116 with a focus on 5600 contracts of January 12.50 calls.

RLJ Lodging Trust (RLJ) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 80 with a focus on 2300 contracts of May 10 calls.

Transalta Corp. (TAC) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 67 with a focus on a buyer of 5K contracts of November 15 calls at 85 cents.

Options with decreasing option implied volatility: AG S MSOX
Increasing unusual option volume: EWY FSK QUBT
Increasing unusual call option volume: FSK PL KULR
Increasing unusual put option volume: CRDO WOOF ACHR
Popular stocks with increasing volume: TSM SOFI SNAP MRVL MU WMT INTC SMCI
Active options: NVDA TSLA SMCI PLTR AAPL INTC META AMZN MSTR NIO AMD MARA TSM CLSK SOFI MSFT SNAP MRVL MU WMT
Global S&P Futures mixed in premarket, Nikkei up 1.9%, DAX mixed, WTI Crude oil recently at $70, natural gas down 1%, gold at $2667