Pre-Market IV Report December 6, 2024

Pre-Market IV Report December 6, 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: SOUN U GRPN TEVA U SOUN NNOX FTRE LRMR AMC PRTA TARA TREE GME TZA LOGC TSLL KC YOU LQDA UBER HIMX

Stocks expected to have increasing option volume: LULU VEEV HPE, ULTA DOCU GTLB PATH SMAR VSCO WOOF GCO KIRK ASAN GWRE IOT GWRE

Movers

ServiceNow (NOW) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 44. Call put ratio 1 call to 1.7 puts as share price record high.

Uber (UBER) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 60. Call put ratio 2 calls to 1 put amid price movement.

Lyft (LYFT) 30-day option implied volatility is at 50; compared to its 52-week range of 44 to 98. Call put ratio 1.3 calls to 1 put amid active options volume of 91k contracts.

Straddle prices into quarter results

Oracle (ORCL) December 13 weekly 185 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on December 9.

BHP Group (BHP) December 13 weekly 52.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on December 9.

MongoDB (MDB) December 13 weekly 335 straddle priced for a move of 15% into the expected release of quarter results after the bell on December 9.

Toll Brothers (TOL) December 13 weekly 155 straddle priced for a move of 9% into the expected release of quarter results after the bell on December 9.

Casys General Store (CASY) December 420 straddle priced for a move of 7% into the expected release of quarter results after the bell on December 9.

Vail Resorts (MTN) December 190 straddle priced for a move of 7% into the expected release of quarter results after the bell on December 9.

C3.ai (AI) December 13 weekly 37.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on December 9.

Movement

PSQ Holdings (PSQH) 30-day option implied volatility is at 171; compared to its 52-week range of 54 to 286. Call put ratio 2.4 calls to 1 put with focus on December 5 calls and puts.

Verint Systems (VRNT) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 98. Call put ratio 2.9 calls to 1 put on 10K contracts as share price up 25%.

Applied Materials (AMAT) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 63. Call put ratio 1 call to 1.1 puts on 48K contracts as share price down 5.6%.

CNX Resources (CNX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 77 with a focus on December 38 puts.

Ultragenyx Pharma (RARE) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 108 amid 1K contracts of July 60 calls trading.

BioMarin Pharma (BMRN) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 73 amid active 6K contracts of January 6K puts trading at 60c and 65c.

Otis Worldwide (OTIS) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 67 with a focus on 1600 contracts March 21 weekly 115 calls trading at 39c.

Options with decreasing option implied volatility: LAZR CRDO DLTR FL OKTA PSTG DG S FIVE AEO ZS MRVL CHWY SNPS HRL GRAB KR
Increasing unusual option volume: JNPR NTRS QUBT BLUE XLB PL EDR MSTZ TT QBTS
Increasing unusual call option volume: XLB QUBT TT PL MSTZ NNOX QBTS MIR BBAI KULR GPC NVTS AVAV
Increasing unusual put option volume: EDR TKO XLB AEO ACHR GTLB S LYB SIG ZTO ACMT
Popular stocks with increasing volume: MSTR INTC PLTR WMT SMCI UBER GME COIN AAL RIVN HOOD AMC
Active options: TSLA NVDA MSTR AMZN INTC PLTR MSFT AAPL SOUN MARA WMT SMCI UBER AMD GME COIN AAL RIVN HOOD AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas down 1%, gold at $2659