Pre-Market IV Report November 8, 2024

Pre-Market IV Report November 8, 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 SDOW IOT OKTA ASAN TIGR SOUN ARLO ASTS FUTU BILI AAOI HBM YINN CWEB PBI CHAU IEP GDS ARDX FROG DKNG SPR CALX ASHR VOD MCHI YUMC BAX BEKE FROG MCHI YUMC PSEC EXE VALE

Stocks expected to have increasing option volume: ANET ABNB PBR SQ EXPE PINS TOST DKNG BAX SG PARA UPST AFRM LCID RDFN SERV GSAT OPEN PACB AKAM DVAX U HRB LITE YELP MSI NET SOLV MNST GETY BLNK DBX PHUN FROG TPR CPRI SVV BILL XPOF RUN TTD FLYW

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 89. Call put ratio 1.7 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 60. Call put ratio 1.1 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 132; compared to its 52-week range of 54 to 175.

Intel (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 77. Call put ratio 2.1 calls to 1 put as share price trends higher.

Trump Media (DJT) 30-day option implied volatility is at 172; compared to its 52-week range of 73 to 768.

China option IV

Pinduoduo (PDD) 30-day option implied volatility is at 65; compared to its 52-week range of 30 to 77. Call put ratio 5.1 calls to 1 put with focus on November 8 weekly 130 calls.

JD.com (JD) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 80. Call put ratio 4.9 calls to 1 put with focus on January 45 and 50 calls.

Alibaba (BABA) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 52. Call put ratio 4.6 calls to 1 put with focus on December 120 and 125 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 84. Call put ratio 7.5 calls to 1 put with focus on November 29 and 32 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 68. Call put ratio 4.8 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 62. Call put ratio 2.3 calls to 1 put with focus on November puts.

Straddle prices into quarter results

Live Nation (LYV) November 125 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on November 11.

monday.com Ltd. (MNDY) November 320 straddle priced for a move of 14% into the expected release of quarter results before the bell on November 11. Call put ratio 1 call to 3 puts with focus on November 270 and 300 puts.

EchoStar (SATS) November 25 straddle priced for a move of 14% into the expected release of quarter results on November 11. Call put ratio 9 calls to 1 put with focus on November 26 and 29 calls

Option movers

Grab Holdings (GRAB) November 5 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 11. November 4.5 and January 4 calls active.

Upstart Holdings (UPST) 30-day option implied volatility is at 113; compared to its 52-week range of 62 to 136. Call put ratio 1.2 calls to 1 put into quarter results.

Affirm Holdings (AFRM) 30-day option implied volatility is at 98; compared to its 52-week range of 59 to 118. Call put ratio 2.3 calls to 1 put on active November 8 weekly and November 65 calls.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 81. Call put ratio 2.2 calls to 1 put with as share price up after quarter results and outlook.

AppLovin (APP) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 94. Call put ratio 1 call to 1 puts as share price up 45%.

Aurinia Pharmaceuticals (AUPH) 30-day option implied volatility is at 45; compared to its 52-week range of 38 to 168 with a focus on 2600 contracts of January 12 calls as share price up.

MercadoLibre (MELI) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 48. Cal put ratio 1.2 calls to 1 put with focus on January 1400 calls as share price down.

Mativ (MATV) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 101 with a focus on November 15, 17.50 and 22.50 calls.

Viavi Solutions (VIAV) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 77 with a focus on 5900 contracts of December 10 calls.

Hudbay Minerals (HBM) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 54 with a focus on November and December 10 calls.

Options with decreasing option implied volatility: DJT OSCR GEO RUM ELF FSLY SEDG TGTX TEAM ASPN VKTX BTDR CAR DOCN BMBL YOUI AES
Increasing unusual option volume: ET MPLX GSAT XME WWW PLNT TIGR SOLV MTCH CXW ROOT TRIP
Increasing unusual call option volume: ET MPLX XME PLNT GSAT WWW UL TIGR GWW CXW TRIP
Increasing unusual put option volume: MTCH FLR APTV AKAM TMDX DBX TIP BAX FITB PSEC
Popular stocks with increasing volume: SMCI DJT INTC COIN MSTR LYFT RIVN DKNG QCOM SOFI BABA

Active options: NVDA TSLA AMZN PLTR SMCI AAPL DJT META INTC AMD COIN MSTR MSFT LYFT GOOGL RIVN DKNG QCOM SOFI BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $71.20, natural gas mixed, gold at $2695