Pre-Market IV Report October 2, 2024

Pre-Market IV Report October 2, 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: GCT BYON CVNA WB MGNI NIO BEKE BILI FUTU RBLX

Stocks expected to have increasing option volume: NKE DECK UAA LULU ONON SKX FL

Active wear stocks option IV into Nike (NKE) quarter results

Skechers USA (SKX) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 74. Call put ratio 1 call to 1 put into Nike (NKE) quarter results and outlook.

Deckers Brands (DECK) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 57 into Nike (NKE) quarter results and outlook.

On Holding AG (ONON) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 72. Call put ratio 1.4 calls to 1 put on 8K contracts.

Under Armour Inc (UAA) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 63. Call put ratio 2.5 calls to 1 put.

lululemon athletica (LULU) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 64. Call put ratio 1.3 calls to 1 put into Nike (NKE) quarter results and outlook.

Foot Locker (FL) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 89 as share price down.

Straddle prices into quarter results and end of quarter

Levi Strauss (LEVI) October 22 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

Conagra (CAG) October 4 weekly 32.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) October 4 weekly 257.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 3.

Uranium Energy (UEC) October 4 weekly 6.5 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 4. Call put ratio 16.5 calls to 1 put.

Movers

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 49 with focus on November 82.50 calls as share price up.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 122 with focus on October 4, October 5, October 6 and January 10 calls.

Acadia Healthcare (ACHC) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 82 with focus on December 55 puts and December 70 calls as share price down.

Weibo (WB) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 69 with focus on 3900 contracts of October 11 calls as share price up.

Cassava Sciences (SAVA) 30-day option implied volatility is at 127; compared to its 52-week range of 63 to 216 as 55K contract trade as share price down.

Applied Therapeutics Inc. (APLT) 30-day option implied volatility is at 98; compared to its 52-week range of 71 to 305 with a focus on 6800 contracts of January 2.5 puts trading.

Options with decreasing option implied volatility: MU KMX SPOT CAN PAYX COST
Increasing unusual option volume: TIGR FTI ASHR MCHI CAPR MNSO UNFI BEKE PAYX
Increasing unusual call option volume: MCHI TIGR ASHR CAPR PTEN BEKE MLCO BNS UNFI
Increasing unusual put option volume: PAYX CARR DBI YANG ASHR TKO INDA LEVI INFY
Popular stocks with increasing volume: BABA NIO OXY PDD MU COIN INTC NKE JD
Active options: NVDA TSLA AAPL BABA SMCI AMZN AMD META NIO OXY PDD MU PLTR MSFT GOOGL COIN INTC MARA NKE JD
Global S&P Futures mixed to lower in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $67.50, natural gas up 1%, gold at $2673