Pre-Market IV Report November 25, 2024

Pre-Market IV Report November 25, 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 MSTR LMND ACHR FDX NKE EXE ET K TSLQ LAZR QUBT OMER REPL NNOX RCAT FCEL GCT WOLF TCMD MAMA KD VSH BEN SOUN PTEN PDBA

Stocks expected to have increasing option volume: MSTR COIN A ZM BBWI ADI DELL CRWD WDAY ADSK HPQ BBY BURL DKS SJM ANF M URBN AMBA KSS JWN LSCC INTC X

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

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 220; compared to its 52-week range of 59 to 219. Call put ratio 1.2 calls to 1 put as share price amid wide price movement.

Coinbase (COIN) 30-day option implied volatility is at 91; compared to its 52-week range of 61 to 103. Call put ratio 2.5 calls to 1 put amid wide price movement.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 62; compared to its 52-week range of 20 to 64. Call put ratio 2.9 calls to 1 put with focus on December 65 calls.

Straddle prices into quarter results

Zoom Video (ZM) November 29 weekly 86 straddle priced for a move of 11.5% into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Analog Devices (ADI) November 29 weekly 215 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 26.

Dell Technologies (DELL) November 29 weekly 144 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 26.

CrowdStrike (CRWD) November 29 weekly 272 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 26.

Workday (WDAY) November 29 weekly 267.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 26.

Autodesk (ADSK) November 29 weekly 320 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 26.

HP Inc (HPQ) November 29 weekly 38 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 26.

Best Buy (BBY) November 29 weekly 90 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 26.

Burlington Stores (BURL) November 29 weekly 285 straddle priced for a move of 9% into the expected release of quarter results before the bell on November 26.

Dick’s Sporting Goods (DKS) November 29 weekly 210 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 26.

The J.M Smucker Company (SJM) November 29 weekly 115 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 26.

Abercrombie & Fitch (ANF) November 29 weekly 150 straddle priced for a move of 14% into the expected release of quarter results before the bell on November 26.

Macy’s (M) November 29 weekly 16.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 26.

Urban Outfitters (URBN) November 29 weekly 39 straddle priced for a move of 14% into the expected release of quarter results after the bell on November 26.

Ambarella (AMBA) November 29 weekly 64 straddle priced for a move of 13.5% into the expected release of quarter results after the bell on November 26.

Kohl’s (KSS) November 29 weekly 17 straddle priced for a move of 12.50% into the expected release of quarter results before the bell on November 26.

Nordstrom (JWN) November 29 weekly 23 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 26.

Movers

Latice Semi (LSCC) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 94 into said to consider making offer for Intel’s (NASDAQ: INTC) Altera unit – Bloomberg. Call put ratio 5.9 calls to 1 put with a focus on December 50 calls.

Intel’s (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 77 into Latice Semi (NASDAQ: LSCC) said to consider making offer for Intel’s Altera unit – Bloomberg. Call put ratio 2.8 calls to 1 put with focus on November 29 weekly 28 calls.

U.S. Steel (X) 30-day option implied volatility is at 116; compared to its 52-week range of 10 to 116. Call put ratio 1 call to 2 puts amid price movement.

Pinterest (PINS) 30-day option implied volatility is at 35; compared to its 52-week range 23 to 74. Call put ratio 5.5 calls to 1 put with focus on January 32.50 calls.

Options with decreasing option implied volatility: SMCI RCAT SYM BNTX NVDL GAP ZIM ZETA NVDX SNOW NTLA MP SPHR YANG TGT WSM PANW NTAP
Increasing unusual option volume: PTEN MSTZ FEZ QBTS PRGO OMER RGTI JNPR FRSH
Increasing unusual call option volume: PRGO MSTZ QBTS OMER RGTI XLI FRSH XLI FRSH ESTC HYLN
Increasing unusual put option volume: RCAT TKO APA ROST LMND XLI JACK XP ESTC CHAU AZUL CM AES RDDT SOUN NTAP
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 higher in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $70.80, natural gas up 5.5%, gold at $2572