Pre-Market IV Report October 14, 2024

Pre-Market IV Report October 14, 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: GEO DJT UPST BMBL AFRM ELF EXEL FTNT MAXN TIGR CPRI BHVN RELY

Stocks expected to have increasing option volume: UNH C BAC GS PNC USB BA

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 89. Call put ratio 1.6 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 47. Call put ratio 1.4 calls to 1 put into preannounced results.

Straddle prices into quarter results

UnitedHealth Group (UNH) October 600 straddle priced for a move of 5% 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 42 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 15.

Goldman Sachs (GS) October 515 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 15.

Citigroup (C) October 66 straddle priced for a move of 4% 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% into the expected release of quarter results after the bell on October 15.

PNC Financial Services (PNC) October 187.50 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 62 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 15.

J.B. Hunt Transport Services (JBHT) October 170 straddle priced for a move of 6% 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 4.2 calls to 1 put.

Option Movers

CNX Resources (CNX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 77 with a focus on 19K contracts of April 40 calls trading at $2.15.

Bentley Systems Inc. (BSY) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 48 with a focus on 1100 contracts of November 55 calls as share price up.

Whitestone REIT (WSR) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 79 with a focus on 2500 contracts of December 12.50 puts.

V.F. Corp. (VFC) 30-day option implied volatility is at 68; compared to its 52-week range of 41 to 78 with a focus on November 1 weekly 16.50 puts, November 1 weekly 17 puts, November 1 weekly 19 puts November 1 weekly 21 calls and November 1 weekly 23 calls.

Options with decreasing option implied volatility: FUTU ACB AEHR BEKE DPZ K PEP
Increasing unusual option volume: TIGR ASHR CNX EDR WW TPX TD GXO
Increasing unusual call option volume: ASHR TIGR WW ICLN HED TD BEKE AEHR
Increasing unusual put option volume: TD ASHR ZBH ICLN YANG FAST EVGO
Popular stocks with increasing volume: MSTR UBER SMCI BAC SOFI AVGO COIN JPM INTC BABA
Active options: TSLA NVDA AMD PLTR MSTR AAPL AMZN UBER SMCI BAC SOFI AVGO MARA META COIN MSFT JPM INTC DJT BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.20, natural gas down 1.4%, gold at $2576