Pre-Market IV Report November 5, 2024

Pre-Market IV Report November 5, 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: ACB SMCI IOT FL DG IEP OKTA ASAN GTLB S PATH LULU HPE PACS K KR ALTM BOWL TDC COCO DG QLYS BITO ROIC CLBT SWBI TEM LEU DLTR CRWD NUE HPE HCA TROW

Stocks expected to have increasing option volume: NFLX BA PLTR TBT TLT SPY QQQ RUT IWM USO APO QSR YUM GFS HSIC VRTX FANG AIG ILMN HOLX ALAB WYNN GKOS ST HIMS TDC MQ ATUS OKTA CEG PEG AMC DJT LEU EL F GM TSLA GRPN INTC ARM QCOM IRBT SN PACS WBD CRUS REAL HIMS CLF TDC TEM EGHT DLTR COIN LSCC ADM SMCI

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 1.9 puts amid price movement into elections.

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 48 into Boeing machinist union votes to accept contract, end strike.

Coinbase (COIN) 30-day option implied volatility is at 83; compared to its 52-week range of 61 to 103 into elections.

Straddle prices into quarter results

Novo Nordisk (NVO) November 8 weekly 110 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 6.

MeradoLibre (MELI) November 8 weekly 2065 straddle priced for a move of 7% into the expected release of quarter results on November 6.

Arm Holdings (ARM) November 8 weekly 138 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 6.

CVS Health (CVS) November 8 weekly 55 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on November 6.

Qualcomm (QCOM) November 8 weekly 165 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 6.

HubSpot (HUBS) November 565 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 6.

Super Micro Computer (SMCI) November 8 weekly 26 straddle priced for a move of 25% into the expected release of quarter results on November 6.

Teva (TEVA) November 8 weekly 18.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on November 6.
 
Movers

PACS Group (PACS) 30-day option implied volatility is at 113; compared to its 52-week range of 21 to 113 on active options volume of 8K contracts.

The Mosaic Company (MOS) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 50. Call put ratio 3 calls to 1 put with a focus on November 8 weekly 30.50 and December 30 calls as share price up.

Talen Energy (TLN) 30-day option implied volatility is at 67; compared to its 52-week range of 46 to 108. Options active on 11K contracts compared to its 90-day average of 1200 contracts.

Blueprint Medicines (BPMC) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 71. Call put ratio 1 call to 5.3 puts with a focus on 3K contracts of December 100 puts trading at $16.70.

Public Service Enterprise (PEG) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 61. Call put ratio 1 call to 12.9 puts with a focus on December 77.50 puts.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 77. Call put ratio 1 call to 3.7 puts with a focus on 5800 contracts of November 110 puts.

Illumina (ILMN) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 72. Call put ratio 2.9 calls to 1 put with focus on January 165 calls as share price up.

e.l.f. Beauty, Inc. (ELF) 30-day option implied volatility is at 97; compared to its 52-week range of 42 to 101. Call put ratio 1.5 calls to 1 put.

Options with decreasing option implied volatility: IBRX CFLT SNAP PTON ROKU YANG TEAM CRMD ARDX NXT RBLX ENVX CVNA TGTX
Increasing unusual option volume: GSAT CRVS SN PAYO PTEN CXW BCE UROY BFLY ROOT PEG ALTO
Increasing unusual call option volume: GSAT PTEN PAYO CXW BCE ICLN SWBI BFLY CRBG
Increasing unusual put option volume: SN SABR APLS ZTS LSCC EWW TIGR OWL AES OHI OKLO QSR
Popular stocks with increasing volume: INTC SOFI PFE PLTR BAC F C COIN
Active options: NVDA TSLA SMCI DJT PLTR AAPL AMZN AMD INTC META MARA SOFI MSFT GOOGL PFE MSTR BAC F C COIN
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $71.70, natural gas mixed, gold at $2747