Pre-Market IV Report November 26, 2024

Pre-Market IV Report November 26, 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: MSTX MSTU ACHR JOBY LMND MSTY ACI GRAB ZM AES UUP ET QMCO SMST DNA RCAT SIGA ACHR QUBT NMRA BYND JOBY ACI ZM HOUS CAPR JNPR TITN RKT RDW EWW NVO LLY VKTX

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

Weight Loss company option IV into share price up before the bell

Novo Nordisk (NVO) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 55. Call put ratio 2.9 calls to 1 put as share price up before the bell.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 56. Call put ratio 1.9 calls to 1 put as share price up before the bell.

Cryptocurrency-Related Stocks option IV as Bitcoin above $93,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 182; compared to its 52-week range of 59 to 219. Call put ratio 1.7 calls to 1 put as share price amid wide price movement.

Coinbase (COIN) 30-day option implied volatility is at 85; compared to its 52-week range of 61 to 103. Call put ratio 1.4 calls to 1 put amid wide price movement.

iShares Bitcoin Trust (IBIT) 30-day option implied volatility is at 63; compared to its 52-week range of 20 to 64. Call put ratio 2.2 calls to 1 put with focus on January 54 calls.

Straddle prices into quarter results

Analog Devices (ADI) November 29 weekly 222 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Dell Technologies (DELL) November 29 weekly 144 straddle priced for a move of 10.50% into the expected release of quarter results today after the bell.

CrowdStrike (CRWD) November 29 weekly 262 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Workday (WDAY) November 29 weekly 267.50 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

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

HP Inc (HPQ) November 29 weekly 38 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Best Buy (BBY) November 29 weekly 93 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Dick’s Sporting Goods (DKS) November 29 weekly 215 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Movers

PureCycle Technologies (PCT) 30-day option implied volatility is at 94; compared to its 52-week range of 84 to 185. Call put ratio 11.6 calls to 1 put with focus on December 14 calls as share price up 8.3%.

Cassava Sciences (SAVA) 30-day option implied volatility is at 230; compared to its 52-week range of 63 to 493. Call put ratio 1.7 calls to 1 put on option volume of 155K contracts as share price down 84%.

NextDecade (NEXT) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 116 amid 5K contracts of January 7 puts trading.

Carter’s (CRI) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 74 amid 2700 contracts of December 50 puts trading.

HanesBrands (HBI) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 99 amid active July 9, July 10 and July calls.

KinderCare Learning Companies (KLC) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 61. Call put ratio 6.2 calls to 1 put with focus on December 22.50 calls as share price up 8.4%.

Avis Budget Group (CAR) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 97 amid active December 85 puts and January 80 puts as share price up 5.4%.

Options with decreasing option implied volatility: SMCI BBIO SYM DJT GAP NVDL ZIM ZETA NVDX SNOW TGT WSM PANW NTAP ROST NVDA BBWI
Increasing unusual option volume: NNE KULR RGTI KODK PCOR MSTZ QBTS WSC XLB
Increasing unusual call option volume: KULR NNE RGTI PCOR MSTZ WSC QBTS HBI GLBE
Increasing unusual put option volume: XLB ACHR RSP RCAT SRRK TKO BTDR BBIO HLF KSS ZM
Popular stocks with increasing volume: MSTR RIVN SOFI AMC INTC TGT WMT GME BABA
Active options: NVDA TSLA SMCI PLTR MARA AAPL MSTR AMZN AMD RIVN SOFI ACHR META AMC INTC GOOGL TGT WMT GME BABA
Global S&P Futures mixed to higher in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $69.60, natural gas down 1.9%, gold at $2629