Pre-Market IV Report January 7, 2025

Pre-Market IV Report January 7, 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: QUBT SERV LASR SMR APT ITUB MSTR SYM FUBO JWN SNAP CONY ELF PINS TEAM FTNT RBLX SPOT EL ARM MSTY NET DECK PYPL CHTR MTCH F TEVA TTWO LLY QCOM DIS CHTR NVO

Stocks expected to have increasing option volume: NVDA SMCI AVGO INTC AMD SMH ULTA ACI SYK NARI

Chip option IV into NVIDIA (NVDA) investor update.

NVIDIA (NVDA) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 89. Call put ratio 2.8 calls to 1 put with a focus on January 10 weekly calls into investor update.

Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 66. Call put ratio 2.4 calls to 1 put with focus on January 10 weekly calls into NVIDIA (NVDA) investor update.

Super Micro Computer (SMCI) 30-day option implied volatility is at 106; compared to its 52-week range of 60 to 218. Call put ratio 2.3 calls to 1 put into NVIDIA (NVDA) investor update.

Straddle prices into quarter results

Albertsons (ACI) January 20 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 8. Call put ratio 2.7 calls to 1 put.

Movers

Commercial Metals (CMC) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 78. Call put ratio 2.2 calls to 1 put with focus on February 55 calls as share price up 3%.

T-Mobile (TMUS) 30-day option implied volatility is at 27; compared to its 52-week range of 11 to 27. Call put ratio 1.4 calls to 1 put as share price down 3.4%.

Ambac (AMBC) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 84. Call put ratio 1 call to 3.8 put with a focus on February 11 puts.

Avidity Biosciences Inc. (RNA) 30-day option implied volatility is at 81; compared to its 52-week range of 62 to 151 with a focus on 1200 contracts of January 35 calls at 80c as share price up 4.3%.

CommScope (COMM) 30-day option implied volatility is at 77; compared to its 52-week range of 82 to 163. Call put ratio 1 call to 4.2 puts with a focus on 8900 contracts of May 5 puts trading at 90c.

Fluence Energy, Inc. (FLNC) 30-day option implied volatility is at 66; compared to its 52-week range of 56 to 104 with focus February 19 and 21 calls.

CME Group (CME) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 56 with a focus on January and February 220 puts as share price down 2.4%.

UiPath Inc. (PATH) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 87. Call put ratio 8.7 calls to 1 put with a focus on February calls.

Inari Medical, Inc. (NARI) 30-day option implied volatility is at 63; compared to its 52-week range of 30 to 102. Call put ratio 5.4 calls to 1 put into Stryker (SYK) announcing into entered into a definitive agreement to acquire Inari in cash for $80 per share.

Options with decreasing option implied volatility: CAPR RGTI RUM X PLD
Increasing unusual option volume: QSI OPTT ITUB CRNC IQV BNS FUBO SGMT
Increasing unusual call option volume: OPTT QSI BNS CRNC FUBO STEM DNN IRBT NRDY
Increasing unusual put option volume: RGTI CARR BBAI EQNR CAH IRBT FUBO
Popular stocks with increasing volume: MSTR SMCI MU COIN RIVN INTC AVGO TSM UBER
Active options: NVDA TSLA AMD PLTR AAPL MSTR FUBO SMCI MU AMZN META COIN GOOGL PLUG RIVN MARA INTC AVGO TSM UBER
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $73.70, natural gas down 3.5%, gold at $2645