Pre-Market IV Report May 13, 2024

Pre-Market IV Report May 13, 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: BITI IP LULU VZIO BKKT NVAX SRTS MITK XPOF ALT ZIM FTRE LEGN VSCO ITOS

Stocks expected to have increasing option volume: HD PBR BABA SONY ONON BOOT CSCO WMT HE

Apple (AAPL) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 1.7 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 41; compared to its 52-week range of 40 to 66.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 68.

Barrick Gold (GOLD) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 38. Call put ratio 5.3 calls to 1 put.

Straddle prices into quarter results

Home Depot (HD) May 347 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on May 14.

Alibaba (BABA) May 80 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on May 14.

Sony (SONY) May 75 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 14.

On Holdings (ONON) May 30 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 14.

DLocal (DLO) May 13.50 straddle priced for a move of 17% into the expected release of quarter results after the bell on May 14.

Boot Barn (BOOT) May 105 straddle priced for a move of 11% into the expected release of quarter results after the bell on May 14.

Cisco (CSCO) May 48 straddle priced for a move of 6% into the expected release of quarter results after the bell on May 15.

Movers

Criteo S.A. (CRTO) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 96.
American Eagle Outfitters (AEO) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 65. Call put ratio 4.4 calls to 1 put with focus on May 25 and 26 calls.

NexGen Energy Ltd. (NXE) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 97. Call put ratio 1 call to 4.9 puts with focus on May and November puts as share price down.

GitLab Inc (GTLB) 30-day option implied volatility is at 73; compared to its 52-week range of 41 to 106. Call put ratio 1 call to 13.7 puts with focus on June 50 puts.

Xponential Fitness, Inc. (XPOF) 30-day option implied volatility is at 78; compared to its 52-week range of 44 to 122 into trading halt. Call put ratio 1 call to 1.3 puts amid wide price movement.

Options with decreasing option implied volatility: CGC HIMS CFLT DJT UPST GRPN PLTR
Increasing unusual option volume: INSM OKLA AY SII NXE SKIN SB XPOF
Increasing unusual call option volume: SII OKLO SB SKIN GL PZZA AWK SPHR XPOF
Increasing unusual put option volume: NXE NVAX FROG PODD ACHR NFE OSCR AKAM XPOF
Popular stocks with increasing volume: TSM ARM SHOP COIN BAC
Active options: TSLA NVDA AAPL AMZN AMD PLTR MARA GME TSM META GOOGL NVAX HOOD MSFT ARM SOUN SHOP COIN AMC BAC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78.50, natural gas up 1.5%, gold at $2348