Pre-Market IV Report November 14, 202

Pre-Market IV Report November 14, 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: MSTX MSTU GME LUNR MSOS MSTR ASTS TGTX AI PATH ZETA PSTG ADBE ORCL NMRA TGTX BYND UIS PRMB OKLO JNPR SKLZ MDXG YEXT UA VOD BSM SHOO PATH EC EVH

Stocks expected to have increasing option volume: DIS CSCO NU DLO AMAT NTES ASTS TLN BILI OKLO AAP JD BABA

Movers

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 40 to 76. Option volume of 2.5M contracts compares to 90-day average of 1.5M contacts.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 146; compared to its 52-week range of 72 to 768. Option volume of 149K contracts compares to 90-day average of 145K contacts.

AppLovin (APP) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 94. Call put ratio 3.7 calls to 1 put.

Straddle prices into quarter results

Walt Disney (DIS) November 103 straddle priced for a move of 7% into the expected release of quarter results today.

JD.com (JD) November 35.50 straddle priced for a move of 9% into the expected release of quarter results today.

Applied Materials (AMAT) November 182.5 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

NetEase (NTES) November 76 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. Call put ratio 11 calls to 1 put with focus on February 220 calls.

Oklo (OKLO) November 23 straddle priced for a move of 16% into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Alibaba (BABA) November 92 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 15.

Movers

Procore (PCOR) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 83 with a focus on 1600 contracts of November 75 calls trading.

Pentair (PNR) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 64 with a focus on February 105 and 110 calls.

Nutrien (NTR) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 42 with a focus on 10,300 contracts of December 27 weekly 43 puts.

Crown Holdings (CCK) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 135 with a focus on 5700 contracts of December 90 puts.

Options with decreasing option implied volatility: EBS FIVN PCT MGNI BROS AAOI GRPN ARRY FSLY SG LYFT YOU PINS ZI IOVA
Increasing unusual option volume: PCOR MVST RGTI QRVO RGTI ANY CONY ZETA CNM ZI
Increasing unusual call option volume: PCOR ZION RGTI CONY ANY QBTS DB HNST GSAT
Increasing unusual put option volume: ZI ZETA FYBR IGV SILJ CART MSTX BHVN JACK OKLO ZI
Popular stocks with increasing volume: MSTR RIVN SMCI COIN GME OXY INTC SOFI CSCO
Active options: TSLA NVDA AMZN PLTR MSTR MARA RIVN AAPL AMD RKLB MSFT SMCI META COIN GME OXY INTC SOFI CSCO SOUN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $68.40, natural gas down 1%, gold at $2547