Pre-Market IV Report November 19, 2024

Pre-Market IV Report November 19, 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: FCEL BBIO SMCI TGTX NVO FDX CAN NKE SAND BMEA SYM PLCE DJT BBIO AUR UNFI HOOD GPCR SAND FDX INCY JNPR LBRT BAH CX CIM KEYS

Stocks expected to have increasing option volume: WMT LOW MDT TJX TGT SNOW PANW XPEV NVDA SMCI DELL MSTR

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put into expected release of quarter results after the bell on November 20.

Super Micro Computer (SMCI) 30-day option implied volatility is at 192; compared to its 52-week range of 54 to 217. Call put ratio 1.9 calls to 1 put as share price up before the bell.

Dell Technologies (DELL) 30-day option implied volatility is at 58; compared to its 52-week range of 23 to 80. Call put ratio 2.3 calls to 1 put with focus on November 22 weekly 126 calls.

AMD (AMD) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 64. Call put ratio 2.9 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 95; compared to its 52-week range of 61 to 103. Call put ratio 2.5 calls to 1 put as Bitcoin trades $91K.

Straddle prices into quarter results

NVIDIA (NVDA) November 22 weekly 140 straddle priced for a move of 8.5%. Call put ratio 1.5 calls to 1 put into expected release of quarter results after the bell on November 20.

TJX (TJX) November 22 weekly 120 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 20. Call put ratio 2.4 calls to 1 put.

Palo Alto (PANW) November 22 weekly 387.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 20.

Target (TGT) November 22 weekly 155 straddle priced for a move of 9% into the expected release of quarter results before the bell on November 20.

Snowflake (SNOW) November 22 weekly 127 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 20.

Williams Sonoma (WSM) December 135 straddle priced for a move of 13% into the expected release of quarter results before the bell on November 20.

Movers

Biogen (BIIB) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 43. Call put ratio 2.4 calls to 1 put with focus on 1300 contracts of December 185 calls trading at $26.50.

Forward Air (FWRD) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 125. Cal put ratio 1 calls to 1.8 puts with a focus on 1K contracts of January 35 puts at $3.50.

Skechers USA (SKX) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 74. Call put ratio 1 call to 28 puts with a focus on spreader of 5580 contracts of December 52.50 and December 60 puts.

Amentum (AMTM) 30-day option implied volatility is at 89; compared to its 52-week range of 30 to 115. Call put ratio 4.1 calls to 1 put with focus on December 25, 30 and 35 calls.

Teva Pharma (TEVA) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 54. Call put ratio 1.5 calls to 1 put on spreader of 10K contracts of November 22 weekly 16 and December 27 weekly 16 puts.

Options with decreasing option implied volatility: SOUN GRPN PGY ZI DLO RUM SHOP AAP GENI ASTS NVAX TME TIGR
Increasing unusual option volume: TMC JNPR WSC MSTZ AMKR BAH BE MTTR IBB IPG KEYS PRU
Increasing unusual call option volume: WSC PRU ESTA CNX BE GRAB MSTZ GSAT HNST
Increasing unusual put option volume: IBB BE SKX HTZ EH NKLA IW PLUG FVRR AES NXE
Popular stocks with increasing volume: PLTR SMCI WMT SOFI COIN PFE HOOD RIVN AFRM UBER PLUG NIO
Active options: TSLA NVDA PLTR SMCI AAPL AMD MARA AMZN MSTR WMT SOFI COIN META PFE HOOD RIVN AFRM UBER PLUG NIO
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $67.60, natural gas mixed, gold at $2635