Pre-Market IV Report November 11, 2024

Pre-Market IV Report November 11, 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: TEM GME FL OKTA ASAN PATH ALTM API INDI GME DJT IONQ TSLL PTON NVRO NNOX MGTX ETNB AMSC TSLQ BOIL ZI EWCS

Stocks expected to have increasing option volume: TSLA MNDY LYV SATS GRAB HD SHOP LOW TGT WMT LYV SPOT SU ALC FLUT ONON

Option IV into Bitcoin above $82K

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 87; compared to its 52-week range of 59 to 165. Call put ratio 2.4 calls to 1 put into Bitcoin above $82K.

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 61 to 103. Call put ratio 1.9 calls to 1 put into Bitcoin above $82K.

Movers

Tesla (TSLA) 30-day option implied volatility is at 60; compared to its 52-week range of 40 to 76.
Trump Media & Technology Group (DJT) 30-day option implied volatility is at 197; compared to its 52-week range of 73 to 768.

AppLovin (APP) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 94. Call put ratio 1.4 calls to 1 put.

Straddle prices into quarter results

Home Depot (HD) November 405 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 12.

Shopify (SHOP) November 87 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 12.

Spotify (SPOT) November 390 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 12.

Suncor (SU) November straddle priced for a move of % into into the expected release of quarter results after the bell on November 12.

Occidental (OXY) November 50 straddle priced for a move of 5% into the expected release of quarter results after the bell on November 12.

On Holding (ONON) November 51 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 12.

Cava Group (CAVA) November 147 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 12.

Rocket Labs (RKLB) November 13.50 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 12.

AST SpaceMobile (ASTS) November 22 straddle priced for a move of 20% into the expected release of quarter results on November 12.

Movers

CoreCivic (CXW) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 125. Call put ratio 8.2 calls to 1 put with focus on December 23 and 24 calls.

Archer Aviation (ACHR) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 166. Call put ratio 24 calls to 1 put with focus on January 4.5 calls.

ZoomInfo Technologies Inc. (ZI) 30-day option implied volatility is at 83; compared to its 52-week range of 29 to 102. Call put ratio 1 call to 4.9 puts with focus on November 11 puts.

Akamai Technologies (AKAM) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 65. Call put ratio 1 call to 1.6 puts on active volume of 45K contracts.

Options with decreasing option implied volatility: SAVA DJT OSCR GEO SG MSTX MGNI EBS MSTU FSLY SMCI RUN
Increasing unusual option volume: BLMN WSC PACB CRVS INDI RVNC HCC FYBR HCC
Increasing unusual call option volume: WSC INDI PACB CXW HBM GSAT CYH MNMD ROOT DOCS
Increasing unusual put option volume: FYBR NXE AKAM ZI FLR BAC ICLN AEO ZETA ARDX SATS BE
Popular stocks with increasing volume: DJT SMCI MSTR SOFI COIN DKNG BABA AFRM RIVN C
Active options: TSLA NVDA PLTR AMD DJT AAPL SMCI MSTR SOFI COIN AMZN META MARA GME DKNG MSFT BABA AFRM RIVN C
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1.5%, WTI Crude oil recently at $69.40, natural gas up 6.2%, gold at $2678