Pre-Market IV Report October 22, 2024

Pre-Market IV Report October 22, 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: CI TGT K VICR NMRA BEPC OKLO NVDL ACI ARLO LRN TMDX RSI LEGN IONQ ADT SYM MIR BEP NAIL PCAR TGT IAG IVZ PANW NTAP LOGI TBT BIRK CMA AMGN

Stocks expected to have increasing option volume: TSLA STX ADM KMB BKR GM MMM FI SHW LMT RTX VZ PM DHR NUE GE LOGI ZION VZ PM CAKE

Interest rate – bond option IV as the 10-year Treasury yield is back above its 200-day moving average

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 47.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 24. Call put ratio 1.1 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 40. Call put ratio 1 call to 1.2 puts as gold tops $2750.

Straddle price into quarter results

Tesla (TSLA) October 25 weekly 220 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 23. Call put ratio 1.4 calls to 1 put.

Coca-Cola (KO) October 25 weekly 69 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on October 23.

T-Mobile (TMUS) October 25 weekly 222.50 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on October 23.

IBM (IBM) October 25 weekly 230 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 23.

Service Now (NOW) October 25 weekly 920 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 23.

AT&T (T) October 25 weekly 21.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 23.

Boston Scientific (BSX) October 25 weekly 88 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 23.

Lam Research (LRCX) October 25 weekly 73 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 23.

Boeing (BA) October 25 weekly 160 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 23.

General Dynamics (GD) October 25 weekly 310 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 23.

GE Vernova (GEV) October 25 weekly 275 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 23.

CME Group (CME) November 230 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 23.

Hilton (HLT) November 240 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 23.

Movers

Lightbridge (LTBR) 30-day option implied volatility is at 214; compared to its 52-week range of 36 to 260. Call put ratio 2.1 calls to 1 put amid sharp rally.

BWX Technologies (BWXT) 30-day option implied volatility is at 42; compared to its 52-week range of 15 to 42. Call put ratio 5.2 calls to 1 put with focus on November 130 calls.

Construction Partners, Inc. (ROAD) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 57 as share price up.

Pan American Silver (PAAS) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 88 with a focus on 10800 contracts of October 25 weekly 26 calls.

Cigna Corp. (CI) 30-day option implied volatility is at 43; compared to its 52-week range 16 to 35 amid active options volume of 4K contracts.

Burlington Stores (BURL) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 63. Call put ratio 1 call to 11.8 puts with a focus on 2500 contracts of November 29 weekly 210 puts.

ADT Corp. (ADT) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 50 with a focus on 5300 contracts of November 7 calls.

Brookfield Renewable (BEPC) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 42. Call put ratio 4.5 calls to 1 put with focus on November 40 and December 35 calls.

Commercial Metals (CMC) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 78. Call put ratio 3.9 calls to 1 put with focus on November 62.50 calls and December 55 puts.

Saia, Inc. (SAIA) 30-day option implied volatility is at 65; compared to its 52-week range of 32 to 68. Call put ratio 1 call to 4.7 puts with focus on November 420 and 440 puts as share price down 2.3%.

Options with decreasing option implied volatility: WOLF MAXN EXEL WBA FWRD NFLX ISRG SCHW ALLY ASHR UNH VALE USB AXP BTI VOD JNJ PG
Increasing unusual option volume: TIGR CNC PRGO LOGI SAP GEVO WSC GRAB OKLO
Increasing unusual call option volume: CNC TIGR WSC PRGO GEVO GRAB OKLO ERJ RGTI
Increasing unusual put option volume: CNC NXE TIGR OKLO EH PCAR SAVE WGO DOCS AZUL
Popular stocks with increasing volume: SMCI SOFI PLTR BA COIN KHC INTC MSTR HOOD
Active options: NVDA TSLA AAPL AMZN SMCI AMD SOFI PLTR MARA SAVE META BA WULF COIN KHC INTC MSTR NFLX HOOD MSFT
Global S&P Futures mixed to lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $70, natural gas up 1%, gold at $2750