Pre-Market IV Report November 15, 2024

Pre-Market IV Report November 15, 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 SMCI MSTX MSTU BTDR WYNN POST BGC VTRS OB BITI HIMS MSTR TGTX BBIO AI PATH X PSTG ADBE BNTX ALTM RGNX ZETA OSCR HIMS SPB DESP

Stocks expected to have increasing option volume: DPZ AMAT ASTS BILI OKLO JD BABA WMT LOW BMY LLY AMGN GSK MRNA MRK AZN GILD NVO PCVX UNH CVX AET CI HUM WBA CELG MDLZ GIS CAG SJM KHC K BGS POST CPB HSY MCD SBUX CMG HIMS XLV

Straddle prices into quarter results

Trip.com (TCOM) November weekly 14.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 18.

Walmart (WMT) November weekly 85 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 19. Call put ratio 4.1 calls to 1 put.

Puts more active than calls in pharma stocks amid wide price movement on RFK nomination

AstraZeneca (AZN) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 4.6 puts.

AbbVie (ABBV) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 31. Call put ratio 1 call to 6.4 puts.

AstraZeneca (AZN) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 34. Call put ratio 1 call to 4.6 puts.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 16; compared to its 52-week range of 12 to 23. Call put ratio 1 call to 1.9 puts.

Merck (MRK) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 31. Call put ratio 1 call to 5.9 puts.

Pfizer (PFE) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 31. Call put ratio 1 call to 2.3 puts.

Moderna (MRNA) 30-day option implied volatility is at 85; compared to its 52-week range of 43 to 87. Call put ratio 1 call to 6 puts.

Baxter (BAX) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 41. Call put ratio 1 call to 4.6 puts.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 31. Call put ratio 1 call to 11.4 puts.

Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 13. Call put ratio 1 call to 2.4 puts on active option volume of 79K contracts.

Puts more active than calls in food stocks amid wide price movement on RFK nomination

Kraft Heinz (KHC) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 27. Call put ratio 1 call to 5.5 puts.

Campbell Soup (CPB) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 29. Call put ratio 1 call to 2.3 puts.

Hershey (HSY) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 34. Call put ratio 1 call to 1.4 puts.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 75. Call put ratio 1 call to 5.1 puts.

General Mills (GIS) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 27. Call put ratio 1 call to 3.7 puts.

Mondelez (MDLZ) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 26. Call put ratio 1 call to 10 puts.

Pepsi (PEP) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 23. Call put ratio 1 call to 2.4 puts.

Coca Cola (KO) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 21. Call put ratio 1 call to 3.2 puts.

Movers

Domino’s Pizza (DPZ) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 44. Call put ratio 5.2 calls to 1 put with focus on December 460 calls into Berkshire Hathaway takes new position in Domino’s.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 116; compared to its 52-week range of 40 to 137 amid active options volume of 274K contracts.

ASML Holdings (ASML) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 53. Options active on 59K contracts with a focus on December 710 and 780 calls as share price up.

Insmed (INSM) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 308 with a focus on a call spreader of 3K contracts of January 70 and 80 calls.

Academy Sports and Outdoor (ASO) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 59 with a focus on 10K contracts of January 40 puts.

Bruker (BRKR) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 66 with a spreader trading 5K contracts of December 47.50 and 55 puts.

BGC Group (BGC) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 54 with a focus on 10500 contracts of December 10 puts.

BlackSky (BKSY) 30-day option implied volatility is at 88; compared to its 52-week range of 20 to 113 with a focus on December 10 calls and December 7.5 puts.

Options with decreasing option implied volatility: AAOI MGNI SDOW TIGR GRPN IOVA SERV SG PINS BILI GCT ARRY PBI UPST AAP TOST YINN YI DKNG
Increasing unusual option volume: MVST CRUS OMER WSC NICE CRVS CDW BGC SNDX GRAB TH ZETA
Increasing unusual call option volume: ENB WSC OMER QQQM HTZ BYD GRAB NWL TSEM
Increasing unusual put option volume: INDA EH APTV AKAM ZETA BAX EWW MPWR ABBV AZN
Popular stocks with increasing volume: SMCI DIS PLTR COIN MSTR RIVN BABA INTC SOFI NU
Active options: NVDA TSLA SMCI AAPL DIS AMZN PLTR COIN AMD MARA MSFT MSTR RIVN BABA GOOGL INTC SOUN SOFI NU META
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.60, natural gas down 2%, gold at $2567