Pre-Market IV Report November 22, 2024

Pre-Market IV Report November 22, 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: MSTU MSTX LMND MSTR MARA BBIO ACHR RDDT FDX TEVA NKE CAG ACN EXE ET PARA TDOC AOSL JOBY SOUN CNH MPLX JCI EPD ARCC ALTM TAC EWC OKE GOOGL GOOG ET NFG CFLT GLNG FSLY NTAP

Stocks expected to have increasing option volume: INTU GAP ROST CPRT NTAP HIMS MSTR COIN SLG TPL SATS

Cryptocurrency-Related Stocks option IV as Bitcoin above $98,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 209; compared to its 52-week range of 59 to 209. Call put ratio 1.1 calls to 1 put as share price amid wide price movement.

Coinbase (COIN) 30-day option implied volatility is at 97; compared to its 52-week range of 61 to 103. Call put ratio 2 calls to 1 put amid wide price movement.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 64; compared to its 52-week range of 20 to 63. Call put ratio 3.6 calls to 1 put with focus on January 40 and 55 calls.

Bit Digital (BTBT) 30-day option implied volatility is at 135; compared to its 52-week range of 89 to 169. Call put ratio 10.9 calls to 1 put with focus on January 4 calls.

Bitfarms (BITF) 30-day option implied volatility is at 122; compared to its 52-week range of 83 to 183. Call put ratio 8 calls to 1 put with focus on May 4 calls.

Core Scientific (CORZ) 30-day option implied volatility is at 77; compared to its 52-week range of 61 to 166. Call put ratio 2.9 calls to 1 put with focus on November 22 weekly 17 puts, December 18.50 and 19.50 calls.

Stronghold Digital Mining (SDIG) 30-day option implied volatility is at 113; compared to its 52-week range of 25 to 161. Call put ratio 1.9 calls to 1 put.

TeraWulf (WULF) 30-day option implied volatility is at 118; compared to its 52-week range of 98 to 240. Call put ratio 4 calls to 1 put with focus on December 10 calls.

Straddle prices into quarter results

Agilent (A) December 130 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 25.

Zoom Video (ZM) November 29 weekly 81 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 25. Call put ratio 4.3 calls to 1 put with a focus on December 100 calls.

Movers

Morgan Stanley (MS) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 37. Call put ratio 8.3 calls to 1 put on 44K contracts.

Ulta Beauty (ULTA) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 54. Call put ratio 1 call to 1.7 puts.

ADT Corp. (ADT) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 57. Call put ratio 1 call to 24.7 puts with a focus on January 8 puts.

National Fuel Gas Company (NFG) 30-day option implied volatility is at 22; compared to its 52-week range of 10 to 29 with a focus on January 65 calls.

Teladoc (TDOC) 30-day option implied volatility is at 76; compared to its 52-week range of 42 to 95. Call put ratio 9.4 calls to 1 put with a focus on November 22 weekly 10 calls.

Unum Group (UNM) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 69 with a focus on a purchase of 1K contracts of June 90 calls at $1.05.

Texas Pacific Land Trust (TPL) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 50 into replacing Marathon Oil (MRO) in S&P 500 at open on November 26.

Options with decreasing option implied volatility: SMCI ASTS FCEL LAZR OKLO ZIM ZETA SYM NTLA NVDL TGT YANG SNOW FUTU GENI PANW PDD WSM FYBR DE TJX MDT WSM BEKE WMT BABA
Increasing unusual option volume: MSTZ JNPR GSL EWC HYLN ROST BAH ESTC GLBE KEYS XME KD
Increasing unusual call option volume: MSTZ HYLN PCOR KD ROST GLBE ESTC WIX SNDX NTAP ACHR KVYO FSLY FRSH OMF QBTS VSAT
Increasing unusual put option volume: EH XME ROST ARCC RCAT ESTC LMND FYBR GAP BG MSTY ACHR
Popular stocks with increasing volume: SMCI MSTR SNOW SOFI PLTR COIN
Active options: NVDA TSLA SMCI MSTR AMZN MARA GOOGL SNOW AAPL SOFI PLTR AMD META GOOG COIN PDD ET MSFT SOUN RIOT
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas up 1.3%, gold at $2708