Pre-Market IV Report November 1, 2024

Pre-Market IV Report November 1, 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: SAVA SMCI OSCR IEP ANF GME SVIX EQX DLTR DELL DKS BBY PARA VOD HRL ALTM

Stocks expected to have increasing option volume: AAPL AMZN TEAM INTC CHD W CHTR CAH CVX XOM ARES X D

Boeing (BA) option IV amid strike headlines

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 48. Call put ratio 1.8 calls to 1 put as share price closes below $150.

Straddle prices into quarter results

Marriott (MAR) November 11 weekly 260 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 4.

Constellation Energy (CEG) November 11 weekly 262.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on November 4.

NXP Semiconductors (NXPI) November 11 weekly 235 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 4.

Palantir (PLTR) November 11 weekly 41.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on November 4.

Zoetis (ZTS) November 180 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 4.

Vertex (VRTX) November 11 weekly 475 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on November 4.

Ferrari N.V (RACE) November 470 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 5. Call put ratio 1 call to 7.3 puts.

Option Movers

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 289; compared to its 52-week range of 69 to 769. Call put ratio 1.3 calls to 1 put amid wide price movement.

Ares Management (ARES) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 74. Call put ratio 15 calls to 1 put into expected release of quarter results before the bell on November 1.

MGM Resorts (MGM) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 47 with a focus on 10K contracts of November 1 weekly 40.50 puts into quarter results.

Herbalife Nutrition (HLF) 30-day option implied volatility is at 102; compared to its 52-week range of 46 to 121. Call put ratio 1 call to 12 puts with focus on 9K contracts of February 5 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 127; compared to its 52-week range of 54 to 117. Options active on 1.7M contracts, compared to 90 day average of 243K contracts as share price down.

Options with decreasing option implied volatility: CPRI SNAP CFLT PTON ROKU CVNA RBLX BHC DXCM DECK CROX ETSY SHAK TWLO PYPL DASH SOFI VFC AVTR
Increasing unusual option volume: WSC ROOT IGT CMPS IHI EDR CIM IQV WEN BHC
Increasing unusual call option volume: EDR WSC ALK AMBC ROOT ASHR ICLN BITO NOVA
Increasing unusual put option volume: PTEN WEN BHC AVDL CRH MCHI EDR APTV EQNR
Popular stocks with increasing volume: INTC PLTR HOOD COIN MSTR UBER SOFI PTON CVNA
Active options: NVDA TSLA SMCI MSFT META AMD AMZN AAPL DJT GOOGL INTC MARA PLTR HOOD COIN MSTR UBER SOFI PTON CVNA
Global S&P Futures mixed in premarket, Nikkei down 2.6%, DAX mixed, WTI Crude oil recently at $71, natural gas mixed, gold at $2763