Pre-Market IV Report November 13, 2024

Pre-Market IV Report November 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: GME SOUN TEM AI ADBE ORCL SAVA GME FFIE ALT HUMA GRPN MSTX NN RCAT RUM MSTU ACI RKLB DLO DLTR FL X ASTS AAP LUNR BBIO CAVA IOT VFS ZI BBAI BTBT GAP OKTA DG NKLA CHPT NVDX STNE NVDL RKT

Stocks expected to have increasing option volume: SPOT SU ALC OXY RKLB FLUT RKT NTRA CAVA SWKS CART ZI MODG DIS CSCO NU MARA SOUN RKLB WULF AMGN SAVE BZFD CHGG GRWG EAT SAVE RUM

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 89. Call put ratio 2.4 calls to 1 put into expected release of quarter results on November 20.

Amgen (AMGN) 30-day option implied volatility is at 48; compared to its 52-week range of 17 to 48 after Amgen’s AMG-133 Phase 1 bone data.

Straddle prices into quarter results

Cisco (CSCO) November 59 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Nu Holdings (NU) November 16 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Walt Disney (DIS) November 101 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on November 14.

JD.com (JD) November 36 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 14.

Applied Materials (AMAT) November 185 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on November 14.

NetEase (NTES) November 78.50 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on November 14.

Talen Energy (TLN) November 210 straddle priced for a move of 14% into the expected release of quarter results before the bell on November 14.

Bilibili (BILI) November 21 straddle priced for a move of 13% into the expected release of quarter results before the bell on November 14. Call put ratio 3.9 calls to 1 put with focus on November 45 calls.

Oklo (OKLO) November 22.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on November 14. Call put ratio 3.6 calls to 1 put with focus on November 30 calls.

Advance Auto Parts (AAP) November 40 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 14.

Alibaba (BABA) November 92 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 15.

Movers

Camtek Ltd (CAMT) 30-day option implied volatility is at 60; compared to its 52-week range of 39 to 103 with a focus on January 75 and 100 calls as share price up 6.4%.

Zscaler (ZS) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 70. Call put ratio 7.2 calls to 1 put with focus on November calls as share price up 3.9%.

Shift4 Payments (FOUR) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 109. Call put ratio 1.6 calls to 1 put on active option volume of 6K contracts as share price down 5%.

Treehouse Foods (THS) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 53. Call put ratio 1.3 calls to 1 put as with focus on November 30 calls and puts as share price down.

GE Vernova (GEV) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 61. Call put ratio 1 call to 1 put as share price down.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 76 with a focus on December 80, 90 and 95 puts.

WisdomTree (WT) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 49 with a focus on 8400 contracts of December 12.50 calls.

Clearwater Analytics Holdings, Inc. (CWAN) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 52 with a focus on December 30 and 35 calls.

Bank OZK (OZK) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 51. Call put ratio 1 call to 23 puts with focus on January 45 puts.

Options with decreasing option implied volatility: DJT OSCR FIVN GEO MGNI SG ZETA FSLY AAOI ARRY BE BROS PINS SEDG PCT ELF YOU EBS
Increasing unusual option volume: CNX GRAB ETR WKHS OLLI GLBE RVNC ZETA PACB BLMN REAL ZI CRON AMTX SNDX ALGM AMKR TH KVUE
Increasing unusual call option volume: GRAB WKHS GLBE PCAR KVUE ZI REAL CNX AMTX CRON
Increasing unusual put option volume: ZETA CART LNG HMY FMC EWW OZK GFI TME SWKS ZI TROW FND
Popular stocks with increasing volume: SHOP PLTR MSTR MARA SOFI COIN SMCI NIO GME AMC BABA BA
Active options: NVDA TSLA META AMZN AMD SHOP PLTR AAPL MSTR MARA SOFI COIN SMCI GOOGL NIO GME AMC BABA MSFT BA
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $68.60, natural gas mixed, gold at $2614