Pre-Market IV Report November 20, 2024

Pre-Market IV Report November 20, 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: BBIO ZETA X BE FDX NVO ACN NKE CAG BKKT RUM KODK MSTR WYY AI IRBT THS AMCR AMTM HRB U JNPR VFC PUBM GRAB BITI DLR

Stocks expected to have increasing option volume: NVDA PANW TJX SNOW WSM WIX NIO INTU DE TGT AMD CMCSA DELL SMCI

Straddle prices into quarter results

NVIDIA (NVDA) November 22 weekly 140 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into expected release of quarter results today after the bell on November 20.

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

Snowflake (SNOW) November 22 weekly 130 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Intuit (INTU) November 22 weekly 645 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 21.

Deere (DE) November 22 weekly 400 straddle priced for a move of 5% into the expected release of quarter results after the bell on November 21.

Ross Stores (ROST) November 22 weekly 140 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 21.

Copart (CPRT) December 55 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 21.

NetApp (NTAP) November 22 weekly 120 straddle priced for a move of 8.5% the expected release of quarter results after the bell on November 21.

Baidu (BIDU) November 22 weekly 85 straddle priced for a move of 6% into the expected release of quarter results before bell on November 21.

Gap (GAP) November 22 weekly 21 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 21.

iQIYI (IQ) November 22 weekly 2 straddle priced for a move of 11% into the expected release of quarter results before the bell on November 21.

Movers

Comcast (CMCSA) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 34. Call put ratio 14.5 calls to 1 put with focus on with focus on January 40 and 45 calls into share price up before the bell.

U.S. Steel (X) 30-day option implied volatility is at 105; compared to its 52-week range of 10 to 106. Call put ratio 1.9 calls to 1 put on 108K contracts.

Incyte (INCY) 30-day option implied volatility is at 60; compared to its 52-week range of 16 to 76. Call put ratio 2.1 calls to 1 put amid wide price movement.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 149; compared to its 52-week range of 59 to 165. Call put ratio 1.2 calls to 1 put into Bitcoin above $93K.

Symbotic (SYM) 30-day option implied volatility is at 78; compared to its 52-week range of 57 to 135. Call put ratio 1.6 calls to 1 put with focus on November 34 calls, 43 calls, November 27 puts and November 35 puts.

Halozyme Therapeutics (HALO) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 89. Call put ratio 6.1 calls to 1 put with focus on March 50 and 60 calls as share price up.

Kraft Heinz (KHC) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 27 as share price down.

Church & Dwight (CHD) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 40 with a focus on 1300 contracts of December 105 puts.

Finance of America (FOA) 30-day option implied volatility is at 87; compared to its 52-week range of 20 to 122 with a focus on 1K contracts of December (25) 35 calls.

Amcor plc (AMCR) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 74 with a focus on 35K contracts of January 11 calls.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 65 with a focus on December 6.5 calls, December 7 calls and December 5.5 puts.

Intuit (INTU) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 47 with focus on November 22 weekly 730 calls and December 600 puts.

H&R Block (HRB) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 49. Call put ratio 1 call to 8.1 puts with focus on April 55 puts as share price down.

Options with decreasing option implied volatility: SOUN GRPN DLO ALT ZI AAP ASTS NN RKT BILI SOC CART FYBR CAVA SYM SPOT PTON FUTU SWKS
Increasing unusual option volume: CE JNPR FEZ XLB MSTZ KD GLBE KODK INCY KEYS NOV BAH
Increasing unusual call option volume: MSTZ KD XLB GLBE KODK IPG NOV CNK INCY WSM GRAB
Increasing unusual put option volume: XLB XP WMB ACHR EMB VIPS HBAN AI KDP TEVA BE JBHT
Popular stocks with increasing volume: WMT NIO SOFI C HOOD NFLX BABA
Active options: TSLA NVDA SMCI MSTR PLTR AMZN AAPL WMT MARA AI ET NIO AMD SOFI C GOOGL MSFT HOOD NFLX BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas up 1.7%, gold at $2625