Pre-Market IV Report January 6, 2025

Pre-Market IV Report January 6, 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: HE TEAM DECK CHTR IBM UPS TEVA SBUX META GM GLW FTNT CAH CMCSA T AAPL JWN CRNC AVDL IRBT JOBY CC EXAS MSTY DNOW APD BECN GEAR DESP

Stocks expected to have increasing option volume: SPY QQQ RUT SSTK GETY X BA PYCR PAYX

Quantum computing stocks option IV amid wide price movement into 2025 CES Las Vegas

D-Wave Quantum (QBTS) 30-day option implied volatility is at 168; compared to its 52-week range of 20 to 255. Call put ratio 2.8 calls to 1 put.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 153; compared to its 52-week range of 20 to 332. Call put ratio 1.2 calls to 1 put amid wide price movement.

Rigetti Computing (RGTI) 30-day option implied volatility is at 171; compared to its 52-week range of 20 to 229. Call put ratio 2.3 calls to 1 put on option volume of 471K contracts compared to its 90 day average of 10K contracts.

Arqit Quantum (ARQQ) 30-day option implied volatility is at 254; compared to its 52-week range of 20 to 253.

Movers

Getty Realty (GTY) 30-day option implied volatility is at 106; compared to its 52-week range of 54 to 126. Call put ratio 53 calls to 1 put with a focus on January 2,3 and 4 calls after Getty Images exploring merger with Shutterstock (SSTK), Bloomberg reports.

Shutterstock (SSTK) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 89. Call put ratio 69 calls to 1 put with a focus on January 30, 32.50 and 35 calls after Getty Images (GTY) exploring merger with Shutterstock, Bloomberg reports.

Rivian Automotive (RIVN) 30-day option implied volatility is at 74; compared to its 52-week range of 57 to 106. Call put ratio 2.1 calls to 1 put with a focus on 10K contracts of February 16 puts amid sharp rally.

DigitalOcean (DOCN) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 96 with a focus on 600 contracts of February 37.50 calls.

Caesars Entertainment (CZR) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 62 with a focus on 18K contracts of January 32 and February 28 puts.

Crown Holdings (CCK) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 131 with a focus on 5900 contracts of January 80 and February 75 puts.

Paychex (PAYX) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 67. Call put ratio 1.1 calls to 1 put into Paychex in advanced talks to acquire Paycor (PYCR), Bloomberg says.

Paycor HCM, Inc (PYCR) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 72 into Paychex (PAYX) in advanced talks to acquire Paycor, Bloomberg says.

Options with decreasing option implied volatility: RUM QUBT X QS HUMA POET PARA KODK
Increasing unusual option volume: HUN CRNC AM OPTT CNX STEM RGTI OPRA
Increasing unusual call option volume: CRNC OPTT OPRA STEM RGTI CNX VLY ALHC
Increasing unusual put option volume: RGTI CNX QBTS ARCC XRX IYR CZR BBAI QUBT
Popular stocks with increasing volume: MSTR RIVN PLTR SMCI RIOT AVGO X SOFI GME
Active options: NVDA TSLA AAPL MSTR RIVN PLTR AMD AMZN MARA META RGTI SMCI RIOT AVGO X SOFI MSFT SOUN GOOGL GME
Global S&P Futures mixed in premarket, Nikkei down 1.4%, DAX mixed, WTI Crude oil recently at $73.70, natural gas up 8.5%, gold at $2645