Pre-Market IV Report December 5, 2024

Pre-Market IV Report December 5, 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: GRPN SOUN VFS HSY CAPR FTRE HIMX ALT X SOUN PCRX MNKD MGTX XP IRBT CXM MXL GL WSC NCNO

Stocks expected to have increasing option volume: SNPS FIVE DG LULU AEO CHPT PVH AEYE VRNT DIS

Straddle prices into quarter results

Kroger Company (KR) December 6 weekly 60 straddle priced for a move of 7% into the expected release of quarter results before the bell on December 5.

Lululemon (LULU) December 6 weekly 342.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on December 5.

Hewlett Packard Enterprise (HPE) December 6 weekly 22 straddle priced for a move of 9% into the expected release of quarter results after the bell on December 5.

DocuSign (DOCU) December 6 weekly 84 straddle priced for a move of 10% into the expected release of quarter results after the bell on December 5.

Ulta Beauty (ULTA) December 6 weekly 400 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on December 5.

Dollar General (DG) December 6 weekly 79 straddle priced for a move of 14% into the expected release of quarter results before the bell on December 5.

Signet Jewelers (SIG) December 6 weekly 99 straddle priced for a move of 12% into the expected release of quarter results before the bell on December 5.

Asana (ASAN) December 6 weekly 16 straddle priced for a move of 15% into the expected release of quarter results before the bell on December 5.

Petco Health (WOOF) December 5 straddle priced for a move of 18% into the expected release of quarter results after the bell on December 5.

Options with decreasing option implied volatility: MSTU MSTX CRDO DLTR LAZR FL OKTA MSTR BOIL PSTG
Increasing unusual option volume: MVST KULR BLUE ALHC SRE PL BANC JNPR CHRS EWY
Increasing unusual call option volume: QUBT KULR BLUE PL YOU CHRS GSAT NVTS
Increasing unusual put option volume: TKO FOUR RCAT SIG S CPB NOK YOU SPLG
Popular stocks with increasing volume: MSTR SMCI INTC MRVL CRM HOOD SOFI COIN AVGO SOUN SQ
Active options: NVDA TSLA AMZN PLTR MSTR SMCI INTC MSFT META MRVL AMD MARA CRM HOOD SOFI COIN AVGO SOUN GOOGL SQ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69, natural gas up 1%, gold at $2672