Pre-Market IV Report November 12, 2024

Pre-Market IV Report November 12, 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: GME SOUN TSLL LMND MSTU MSTX CONL ALEC MARA BTDR SOUN RIOT GME HUMA RUM NNOX HIMS RKLB CONY NVRO TSLQ BTBT BOIL BITX PTIR AI QURE ALAB HOOD RGEN HUT IREN NPWR

Stocks expected to have increasing option volume: LYV SATS GRAB HD LOW SPOT ANGI IAC FOUR MOS TSN CSCO DIS VFS

Straddle prices into quarter results

Cisco (CSCO) November 59 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 13.

Walt Disney (DIS) November 101 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 14.

Delta Air Lines (DAL) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 47. Call put ratio 3.4 calls to 1 put into investor day on November 20.

Pyxis Oncology (PYXS) 30-day option implied volatility is at 275; compared to its 52-week range of 67 to 338 investor event on November 20 to present preliminary PYX-201 data. Call put ratio 2.9 calls to 1 put.

Cryptocurrency-Related Stocks option IV as Bitcoin above 87,000

Riot Platforms (RIOT) 30-day option implied volatility is at 127; compared to its 52-week range of 76 to 144. Call put ratio 7 calls to 1 put.

MARA (MARA) 30-day option implied volatility is at 137; compared to its 52-week range of 80 to 195. Call put ratio 4 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 122; compared to its 52-week range of 59 to 165. Call put ratio 2.3 calls to 1 put into Bitcoin above $87K.

Coinbase (COIN) 30-day option implied volatility is at 91; compared to its 52-week range of 61 to 103. Call put ratio 3.1 calls to 1 put into Bitcoin above $87K.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 95 on active option volume of 548K contracts.

CleanSpark (CLSK) 30-day option implied volatility is at 150; compared to its 52-week range of 83 to 168. Call put ratio 7.6 calls to 1 put with focus on November 13 and 18 calls.

Robinhood (HOOD) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 96. Call put ratio 4.2 calls to 1 put.

Movers

Trump Media (DJT) 30-day option implied volatility is at 177; compared to its 52-week range of 73 to 768.

GameStop (GME) 30-day option implied volatility is at 136; compared to its 52-week range of 54 to 347. Call put ratio 5.4 calls to 1 put with focus on November 22 weekly 40 calls.

Chewy (CHWY) 30-day option implied volatility is at 76; compared to its 52-week range of 44 to 128. Call put ratio 9.9 calls to put.

GEO Group (GEO) 30-day option implied volatility is at 69; compared to its 52-week range of 31 to 126. Call put ratio 3.1 calls to 1 put.

CoreCivic (CXW) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 125. Call put ratio 12.5 calls to 1 put.

RadNet (RDNT) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 85 with a focus on November with a focus on November 65 puts and November 90 calls as share price up.

Allegro MicroSystems, Inc. (ALGM) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 89 with a focus on 21,500 contracts of December 17.50 puts trading.

West Pharma (WST) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 188 with a focus on 1450 contracts of January 300 puts trading at $3.93.

Tower Semiconductor (TSEM) 30-day option implied volatility is at 66; compared to its 52-week range of 23 to 77. Call put ratio 12.1 calls to 1 put with focus on November 45, 48 and 55 calls as share price up.

Joby Aviation (JOBY) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 92. Call put ratio 15.4 calls to 1 put with focus on December 6 and April 10 calls as share price up.

Sapiens (SPNS) 30-day option implied volatility is at 61; compared to its 52-week range of 18 to 62 with a focus on April 25 and 30 calls as share price down.

HP Inc. (HPQ) 30-day option implied volatility is at 44; compared to its 52-week range of 19 to 49. Call put ratio 2 calls to 1 put with a focus on November 38 calls.

Options with decreasing option implied volatility: DJT FCEL OSCR SG GEO FSLY MGNI PCT EBS SEDG ARRY BMBL YOU BROS BE
Increasing unusual option volume: CNX GRAB BNO SATS ALGM OMF TSEM MTUM PAYO ITUB
Increasing unusual call option volume: OMF BNO GRAB TSEM ITUB CXW MNDY PBI GLBE
Increasing unusual put option volume: SATS ZETA INSM TROW MTUM WEN CART CHD MPWR
Popular stocks with increasing volume: SOFI MARA COIN MSTR RIOT SMCI GME HOOD AFRM PFE RIVN INTC
Active options: TSLA NVDA PLTR SOFI MARA COIN MSTR AAPL RIOT SMCI GME CLSK AMD AMZN HOOD AFRM META PFE RIVN INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.40, natural gas mixed, gold at $2601