Pre-Market IV Report November 7, 2024

Pre-Market IV Report November 7, 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 IOT ASAN ACI DG PATH GTLB S PARA K PACS VCEL INCY SBIT TEM ARLO LEGN ASTL ACI WAY ASUR

Stocks expected to have increasing option volume: ARM DJT QCOM GILD MCK APP HUB TTWO DUOL Z ZG SRPT MTCH LYFT RIVN ELF FRSH TRIP BMBL TNDM TDG BDX DDOG KVUE HSY ROK WBD MRNA DT USFD RL TAP TPR PLNT ELAN UA UAA PLTK PENN YETI GDRX PZZA QLYS MRNA ABNB MELI BYND WOLF CLOV PINS BROS KIND HST GNW FSLY JOBY TKO SPCE KD AMC COTY LCID

Option IV movers into FOMC

Tesla (TSLA) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 76.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 180; compared to its 52-week range of 73 to 768.

Super Micro Computer (SMCI) 30-day option implied volatility is at 154; compared to its 52-week range of 54 to 175.

Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 61 to 103. Call put ratio 2.6 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 11 to 26. Call put ratio 1.3 calls to 1 put amid price movement up into FOMC meeting.

iShares MSCI Germany ETF (EWG) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 55. Call put ratio 1 call to 2.5 puts amid share price movement.

Straddle prices into quarter results and FOMC

Arista Networks (ANET) November 8 weekly 405 straddle priced for a move of 8.5% into the expected release of quarter results after the bell.

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

Square (SQ) November 8 weekly 72 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Cloudflare (NET) November 8 weekly 88 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Expedia (EXPE) November 8 weekly 165 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Pinterest (PINS) November 8 weekly 33.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Toast (TOST) November 8 weekly 32 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

DraftKings (DKNG) November 8 weekly 35.50 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Rivian Automotive (RIVN) November 10 weekly straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Baxter (BAX) November 8 weekly 36 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 8.

Options with decreasing option implied volatility: CFLT DJT PTON OSCR GEO ROKU NXT TGTX RUM ARDX BTDR RBLX TEAM CVNA DOCN ETSY CAR MBLY CI UBER HOOD CELH META GT CHTR
Increasing unusual option volume: AMKR ARLP GSAT BBAR YETI WCC SMCX IWN CP STLD SILV
Increasing unusual call option volume: ARLP WCC GSAT STLD BBAR YETI FHN WSC CP SILV INCY
Increasing unusual put option volume: YETI NXE FSLY TRIP EWW MTCH EQNR DT PTEN CRH CSX OWL
Popular stocks with increasing volume: COIN F HOOD INTC C BAC SOFI
Active options: NVDA TSLA SMCI AMZN PLTR COIN DJT AAPL F MARA META HOOD INTC MSFT C AMD BAC SOFI GOOGL RIOT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $71, natural gas mixed, gold at $2669