Pre-Market IV Report October 1, 2024

Pre-Market IV Report October 1, 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: BILI YINN NIO FUTU EBS NFE XPEV ASHR WB BEKE RBLX JD KWEB BABA TCOM LI CVNA PDD NTES EL TEAM BIDU SHAK

Stocks expected to have increasing option volume: NKE MCK PAYX TSLA LW UNFI CVS

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 40 to 72 into deliveries release for Q3 and Robotaxi meeting on October 10. Call put ratio 1.7 calls to 1 put.

China Golden Week; Shanghai stocks gained 25% in six days

Chip option IV

NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 89.

Intel (INTC) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 61. Call put ratio 2.4 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 58. Call put ratio 1.1 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 67. Call put ratio 1.2 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 171. Call put ratio 1.6 calls to 1 put.

Super Micro Computer (SMCI) 30-day option implied volatility is at 77; compared to its 52-week range of 54 to 118. Call put ratio 1.1 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 64. Call put ratio 1.5 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 53.

Micron Technology (MU) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 73. Call put ratio 2.3 calls to 1 put.

Mobileye (MBLY) 30-day option implied volatility is at 98; compared to its 52-week range of 37 to 98. Call put ratio 1.6 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 1.3 puts.

Straddle prices into quarter results and end of quarter

Nike (NKE) October 4 weekly 89 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Paychex (PAYX) October 135 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell. Call put ratio 1 call to 2.2 puts.

Lamb Weston (LW) October straddle 65 priced for a move of 13% into the expected release of quarter results today after the bell.

Levi Strauss (LEVI) October 22 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on October 2. Call put ratio 2 calls to 1 put.

Conagra (CAG) October 4 weekly 32.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 2.

Movers

Blackline Inc. (BL) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 83 as share price up.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 101; compared to its 52-week range of 35 to 122. Call put ratio 12.7 calls to 1 put with focus on 3200 contracts of January 10 calls as share price is up.

Nutrien (NTR) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 42. Call put ratio 1 call to 19 puts with a focus on 10445 contracts of November 8 weekly 43 puts.

Trane Technologies (TT) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 59 with a spreader trading October 370 calls, November 400 calls, October 330 puts and November 350 puts.

Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 80; compared to its 52-week range of 42 to 94. Call put ratio 3 calls to 1 put with a focus on January 2.5 puts and January 5 calls as share price up.

Levi (LEVI) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 83 with a spreader active in October 22 calls, October 25 calls, October 19 puts.

Options with decreasing option implied volatility: PLCE KMX MU ACN SPOT
Increasing unusual option volume: ASHR TIGR MNSO CAPR LU TAL MCHI LEVI YANG MKC GOTU TRP
Increasing unusual call option volume: TIGR MCHI ASHR TAL CAPR MKC JKS LEVI YANG GOTU BEKE BITO VIPS
Increasing unusual put option volume: EH PAYX LEVI SMMT TT YUMC YANG ASHR CNK KBE TAL AVTR SATS BTDR
Popular stocks with increasing volume: PDD JD MU GME PLTR CCL INTC OXY COIN SMCI
Active options: NVDA TSLA AAPL NIO BABA AMZN PDD JD MU GME META PLTR CCL AMD INTC OXY MARA COIN SMCI BEKE
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $67, natural gas mixed, gold at $2665