Pre-Market IV Report November 6, 2024

Pre-Market IV Report November 6, 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: FL SMCI IOT OKTA DLTR DG ASAN S GTLB PATH LULU ZS PARA HPE

Stocks expected to have increasing option volume: PLTR EXAS SMCI MCHP EXAS FYBR GMED QLYS RVLV LYFT GO CVS VERX IONS SIX DIN NVO MELI ARM AAP QCOM HUBS TEVA MELI Z ANET ABNB AAP QCOM CPNG LUMN IRBT SPR SAVE DAVE ASR BBAI

Stocks option IV into share price up before the bell

Coinbase (COIN) 30-day option implied volatility is at 86; compared to its 52-week range of 61 to 103. Call put ratio 3.4 calls to 1 put into share price up before the bell.

Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 76 into share price up before the bell.

Roku (ROKU) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 89.

Upstart Holdings (UPST) 30-day option implied volatility is at 125; compared to its 52-week range of 62 to 136.

CyberArk Software (CYBR) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 80.

Pinterest (PINS) 30-day option implied volatility is at 73; compared to its 52-week range of 23 to 75. Call put ratio 4.4 calls to 1 put with a focus on November 33.50 calls.

Block (SQ) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 72.

SoFi Technologies (SOFI) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 99. Call put ratio 3.5 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 57.

Zillow (Z) 30-day option implied volatility is at 63; compared to its 52-week range of 35 to 88. Call put ratio 3.6 calls to 1 put.

Straddle prices into quarter results

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

Arista Networks (ANET) November 8 weekly 405 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on November 7.

Airbnb (ABNB) November 8 weekly 138 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 7.

Options with decreasing option implied volatility: SNAP CFLT IBRX PTON ROKU ENVX CRMD TEAM ARDX TGTX DOCN RBLX CVNA CAR SHAK LMND ETSY NXT
Increasing unusual option volume: FYBR MQ ICLN GSAT RYAM GOGO SYF COR
Increasing unusual call option volume: ICLN MQ SYF BYD GSAT CBRG RYAM GOGO BFLY
Increasing unusual put option volume: COR SILJ EH FITB WPM TIGR CPNG MGNI YETI
Popular stocks with increasing volume: SOFI INTC COIN BA MSTR C WFC
Active options: PLTR NVDA TSLA DJT SMCI AMZN AAPL SOFI INTC AMD COIN MSFT BA MSTR META HIMS C GOOGL WFC MARA
Global S&P Futures up in premarket, Nikkei up 2.6%, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $2734