Pre-Market IV Report November 29, 2024

Pre-Market IV Report November 29, 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: ACHR APLT BHC EPD UUP MSOX KODK SYM ACHR DNA SLNO RYAYY PARA AMLP BDX JNPR TKO EPD EDR FDK

Stocks expected to have increasing option volume: ZS APLT

Movement into end of month

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 160; compared to its 52-week range of 59 to 219. Call put ratio 1.4 calls to 1 put as share price amid wide price movement.

Applied Therapeutics Inc. (APLT) 30-day option implied volatility is at 258; compared to its 52-week range of 71 to 306 into receiving CRL from FDA on NDA for govorestat.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 26; compared to its 52-week range of 13 to 30 as share decreases and French bond rates trend higher.

Straddle prices into quarter results

Zscaler (ZS) December 6 weekly 205 straddle priced for a move of 10% into the expected release of quarter results after the bell on December 2.

Mobileye (MBLY) 30-day option implied volatility is at 36; compared to its 52-week range of 39 to 108 into a company hosted capital markets day on December 9 and 10.

Options with decreasing option implied volatility: BBIO GAP DJT ZETA NVDA SMCI SNOW AMGN ANF KSS TSLL DELL BBWI WDAY NTNX CRWD BURL JWN NTAP PANW MRNA JWN ELF BBY ADSK DE ADI BIDU SMH INTU
Increasing unusual option volume: KULR KODK BAH JNPR ARWR CLNE ARQT MSTZ RGTI
Increasing unusual call option volume: KODK KULR CLNE ARWR MSTZ RGTI NTNX D ARQT
Increasing unusual put option volume: TKO ACHR URBN OLLI VRSN WDAY JWN SYM RCAT SAP STNE
Popular stocks with increasing volume: MSTR PLTR SMCI MARA DELL RIVN COIN INTC SOFI GME MU AVGO
Active options: NVDA TSLA AMD AMZN AAPL MSTR PLTR SMCI MARA DELL RIVN COIN INTC ACHR SOFI META GME IREN MU AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.30, natural gas up 3%, gold at $2662