Pre-Market IV Report January 3, 2025

Pre-Market IV Report January 3, 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: SOFI MBLY DECK INTC META IBM UPS GM SBUX THC PHM PARA

Stocks expected to have increasing option volume: SPY QQQ RUT X CLF NUE STLD AA

China option IV

Pinduoduo (PDD) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 77. Call put ratio 1 call to 1 put.

JD.com (JD) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 80. Call put ratio 4 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 62. Call put ratio 1.2 calls to 1 put into 2025.

Movers

U.S. Steel (X) 30-day option implied volatility is at 101; compared to its 52-week range of 10 to 116. Call put ratio 1.9 calls to 1 put.

Rigetti Computing (RGTI) 30-day option implied volatility is at 195; compared to its 52-week range of 20 to 229. Call put ratio 2.3 calls to 1 put on active option volume of 397K contracts.

Topgolf Callaway Brands (MODG) 30-day option implied volatility is at 65; compared to its 52-week range of 27 to 111. Call put ratio 4.1 calls to 1 put with a focus on January and February 10 calls.

Teladoc (TDOC) 30-day option implied volatility is at 63; compared to its 52-week range of 42 to 95 with a focus on January 3 weekly 10 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 78; compared to its 52-week range of 40 to 99. Call put ratio 2.1 calls to 1 put amid share price pull back.

Hannon Armstrong (HASI) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 90 with a focus on February 25 puts.

Berry Global Group (BERY) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 41 with a focus on December 70 calls.

Transportadora De Gas Del Sur S.a. (TGS) 30-day option implied volatility is at 56; compared to its 52-week range of 43 to 85 with a focus on 3400 contracts of April 25 puts.

Nanox (NNOX) 30-day option implied volatility is at 116; compared to its 52-week range of 61 to 308. Call put ratio 6.2 calls to 1 put with a focus on January 20 calls.

RTX (RTX) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 29.

Straddle prices into quarter results

Commercial Metals (CMC) January 50 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 6.

Options with decreasing option implied volatility: RUM QUBT SILJ WSM WDAY
Increasing unusual option volume: BLMN OPTT RVPH XLB RGTI TWO INVZ CYH
Increasing unusual call option volume: RVPH OPTT XLB BMY RGTI OTLY STEM LODE REAL
Increasing unusual put option volume: RGTI XLB ZTO MDLZ PAGS QUBT BBAI NUE QBTS
Popular stocks with increasing volume: PLTR SOFI AMD MSTR AVGO SMCI NIO UBER BA
Active options: TSLA NVDA AAPL PLTR SOFI AMD AMZN MSTR AVGO META MSFT RGTI MARA SMCI NIO UBER GOOGL GME U BA
Global S&P Futures mixed in premarket, Nikkei lower, DAX mixed, WTI Crude oil recently at $72.90, natural gas down 3.5%, gold at $2676