Pre-Market IV Report January 2, 2025

Pre-Market IV Report January 2, 2025

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: NMRA TEAM ALGN IBM META UPS NOW URA GLW SBUX CMCSA T AAPL HON MSFT JWN YEXT OCUL COMP GCT RXST BECN TPR VEL ACI

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK X

Option IV for hydrogen production companies

Air Products (APD) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 67. Call put ratio 15.3 calls to 1 put with focus on January 250 and 260 calls into U.S. to release hydrogen production tax credit guidance this week, Reuters says.

Linde (LIN) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 26 into U.S. to release hydrogen production tax credit guidance this week, Reuters says.

Plug Power (PLUG) 30-day option implied volatility is at 104; compared to its 52-week range of 78 to 153. Call put ratio 4.5 calls to 1 put with focus on January 2.5 calls into U.S. to release hydrogen production tax credit guidance this week, Reuters says.

Movers

Coinbase (COIN) 30-day option implied volatility is at 69; compared to its 52-week range of 61 to 103. Call put ratio 3.3 calls to 1 put into Bitcoin at $96,000.

Fortress Transportation (FTAI) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 84. Call put ratio 2.3 calls to 1 put with a focus on May 150 and June 155 calls as share price up 15.4%.

Beacon (BECN) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 79 with a focus on a spreader of 1500 contracts of February 110 and February 120 calls.

Dave Inc. (DAVE) 30-day option implied volatility is at 92; compared to its 52-week range of 64 to 139. Call put ratio 1 call to 2.7 puts with a focus on January 75 and 80 puts as share price down 7.9%.

PennyMac Mortgage Investment Trust (PMT) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 35 with a focus on 2900 contracts of December 7.5 puts.

Yext, Inc. (YEXT) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 102 with focus on January 7.5, February 7 and May 9 calls.

Acadia Pharma (ACAD) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 106 with a focus on 5400 contracts of February 19 calls.

Compass (COMP) 30-day option implied volatility is at 59; compared to its 52-week range of 52 to 116 with a focus on 5800 contracts of February 6 calls.

Neumora Therapeutics (NMRA) 30-day option implied volatility is at 416; compared to its 52-week range of 78 to 416. Call put ratio 1 call to 1 put on 17K contracts.

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 call to 1 put amid natural gas movement.

Options with decreasing option implied volatility: RUM QUBT HUMA SILJ KODK
Increasing unusual option volume: OPTT INVZ EWC LODE LPSN FEZ ST IGT ACAD STEM
Increasing unusual call option volume: LODE OPTT INVZ LPSN STT ST ACAD STEM VIK MLCO
Increasing unusual put option volume: FEZ RGTI TSN FFIE FOUR QBTS MLCO QUBT SGMO OSCR
Popular stocks with increasing volume: MSTR PLTR RIVN AVGO INTC COIN SOFI SMCI NIO
Active options: NVDA TSLA MSTR AMD PLTR AAPL RIVN AMZN MARA LCID AVGO RGTI INTC COIN SOFI SMCI SOUN NIO FFIE META
Global S&P Futures up in premarket, Nikkei lower, DAX mixed, WTI Crude oil recently at $72.60, natural gas up 1.5%, gold at $2657