Pre-Market IV Report November 27, 2024

Pre-Market IV Report November 27, 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: BHC ACHR POET AES UUP HSAI BCYC VIR MRVI POET VSH ASPI AMTM KODK LAZR SRAD RYTM BTSG he SPHR SKY BEN MTZ

Stocks expected to have increasing option volume: DELL CRWD WDAY HPQ ADSK HPQ NTNX JWN URBN AMBA ARWR NTNX EVLV DDD

Option implied volatility for cybersecurity companies into CrowdStrike (CRWD) results and last day of month

CrowdStrike (CRWD) November 29 weekly call option implied volatility is at 115, December is at 55; compared to its 52-week range of 29 to 74 as share price offered lower before the bell.

F5 Networks (FFIV) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 61. Call put ratio 2.7 calls to 1 put.

Okta, Inc. (OKTA) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 77. Call put ratio 4.5 calls to 1 put with focus on November weekly options.

Fortinet (FTNT) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 62. Call put ratio 2.9 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 60.

Check Point (CHKP) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 33. Call put ratio 3.4 calls to 1 put.

Zscaler (ZS) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 70.

Movers into last day of month

Yum China (YUMC) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 73. Call put ratio 4.4 calls to 1 put with a focus on December 45 calls.

Skyline Corporation (SKY) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 71 with a focus on 3K December 100 puts.

Hesai Technology (HSAI) 30-day option implied volatility is at 144; compared to its 52-week range of 56 to 153 with a focus on December 7.5 calls as share price up 64%.

Sun Communities (SUI) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 39 with a focus on 2500 contracts of 2500 contracts of January 120 puts.

Arcutis Biotherapeutics (ARQT) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 274. Option volume of 6300 contracts compares to its 90 day average volume of 386 options as share price up 4%.

PTC Therapeutics (PTCT) 30-day option implied volatility is at 60; compared to its 52-week range of 53 to 156 into its Phase 2 placebo-controlled CardinALS study did not meet its primary endpoint of slowing disease progression on the composite ALSFRS-R and mortality analysis. Call put ratio 11.7 calls to 1 put.

Options with decreasing option implied volatility: ACHR BHC POET AES UUP HSAI BCYC BHC VIR MRVI POET VSH ASPI AMTM KODK LAZR SRAD RYTM BTSG HE SPHR SKY BEN MTZ EWH ENB EQIX EDR
Increasing unusual option volume: RGTI KULR EDR JNPR MSTZ LXRX KNX MXEF FXY NNE EVLV GES GLBE UGI QBTS HPP KODK
Increasing unusual call option volume: KULR RGTI MSTZ KNX LXRX EDR NNE GLBE QBTS PL KODK WDAY
Increasing unusual put option volume: EDR JWN FXY TKO BHC MXEF RCAT URBN NOK ACHR SATS AMGN
Popular stocks with increasing volume: SMCI MSTR RIVN GME PLTR INTC KSS NIO AMC SOFI WMT
Active options: NVDA TSLA AMZN AAPL AMD SMCI MSTR RIVN MARA GME MSFT PLTR META INTC KSS NIO AMC GOOGL SOFI WMT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69, natural gas down 3.5%, gold at $2674