Pre-Market IV Report October 11, 2024

Pre-Market IV Report October 11, 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: DJT GEO VKTX UPST GRPN ELF FLSR FTNT APP EXPE PLTR SQ TTD TAN TEVA AKAM MCK TTWO TLT

Stocks expected to have increasing option volume: TSLA JPM WFC BLK FAST BK TEVA HUM UNH CI WBA CVS CNC AEHR

NVIDIA (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 89. Call put ratio 1.8 calls to 1 put on 4.3M contracts.

Bond-interest rate market option IV bid

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 49. Call put ratio 5.3 calls to 1 put 1.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 19; compared to its 52-week range of 11 to 25. 673K contracts trade compared to 90-day average of 395K contracts.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 7; compared to its 52-week range of 4 to 10. Call put ratio 1 call to 14 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 6; compared to its 52-week range of 4 to 10. Call put ratio 1 call to 10 puts with focus on October 80 and 105 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 9; compared to its 52-week range of 6 to 13. Call put ratio 1 call to 8.1 puts with focus on October 112.50 and 113 puts.

Straddle prices into quarter results

UnitedHealth Group (UNH) October 597 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 15.

Johnson & Johnson (JNJ) October 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 15.

Bank of America (BAC) October 40 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 15.

Goldman Sachs (GS) October 505 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 15.

Citigroup (C) October 63 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 15.

Rio Tinto (RIO) October 67.50 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on October 15.

PNC Financial Services (PNC) October 182.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 15. Call put ratio 2.1 calls to 1 put.

State Street (STT) October 90 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 15. Call put ratio 1.9 calls to 1 put.

United Airlines (UAL) October 60 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on October 15.

J.B. Hunt Transport Services (JBHT) October 165 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 15.

Walgreens Boots Alliance (WBA) October 9 straddle priced for a move of 14% into the expected release of quarter results before the bell on October 15. Call put ratio 2 calls to 1 put.

Option IV movers

CVS Health (CVS) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 51. Call put ratio 4.9 calls to 1 put with focus on October 65 calls, November 1 weekly 69 calls and January 70 calls.

Humana (HUM) 30-day option implied volatility is at 65; compared to its 52-week range of 19 to 67. Call put ratio 1.5 calls to 1 put on 38K contracts.

AIG (AIG) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 35 with a focus on 1K contracts of January 80 calls.

First Solar (FSLR) 30-day option implied volatility is at 79; compared to its 52-week range of 37 to 75 with a focus on October 25 weekly 200 and 220 puts.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 91; compared to its 52-week range of 44 to 99. Call put ratio 3.8 calls to 1 put with focus on October 11 weekly 33.50 and 35 calls as share price up.

WEC Energy (WEC) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 35 with a focus on 2600 contracts of April 65 puts.

Xerox Corp. (XRX) 30-day option implied volatility is at 60; compared to its 52-week range of 25 to 91 with a spreader active in 16K contracts of January 7 puts, 3K contracts of January 8 puts and 21K contracts of April 7 puts.

Host Hotels & Resorts (HST) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 72 with a focus on 16K November 17 puts at 45c.

Transalta Corp. (TAC) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 67 with a focus on 3K contracts of March 14 calls at 15c.

Options with decreasing option implied volatility: EVGO MAXN FUTU PLCE BILI DPZ K PEP NANOS
Increasing unusual option volume: WW TIGR HST ASHR GXO CNX XRX IWN MXEF MULN
Increasing unusual call option volume: WW TIGR ASHR GXO IWN XLI MULN AZUL TAL VUZI TD VITL
Increasing unusual put option volume: MXEF XRX TD ASHR CDE YANG BMRN IQ OIH TER XLI IEF FUTU
Popular stocks with increasing volume: SMCI CELH MU COIN SOFI MSTR SQ BABA INTC CRWD
Active options: NVDA TSLA AMD PLTR AMZN DJT AAPL SMCI CELH MU META COIN SOFI MSTR SQ BABA TIGR INTC CRWD MSFT
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.30, natural gas mixed, gold at $2581