Pre-Market IV Report October 23, 2024

Pre-Market IV Report October 23, 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:

Stocks expected to have increasing option volume: MCD SBUX SAVE TXN STX ENPH KO TMO T BSX BA GD GEV ROP HLT TSLA

NVIDIA (NVDA) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 89 into CEO Jensen Huang will take part in a fireside chat Thursday at the Nvidia AI Summit India in Mumbai.

McDonald’s (MCD) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 27 into E. coli outbreak linked to Quarter Pounder hamburgers.

Fast casual option IV

Tyson Foods (TSN) 30-day option implied volatility is at 32; compared to its 52-week range of 15 to 40.

Lamb Weston (LW) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 73.

Shake Shack (SHAK) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 61.

Yum! Brands (YUM) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 33.

Starbucks (SBUX) 30-day option implied volatility is at 38; compared to its 52-week range of 15 to 43 into negative pre-announcement.

Popular stocks with increasing volume: SMCI PDD GM PLTR GE LCID MSTR BABA SOFI VZ

Active options: NVDA TSLA MSFT AAPL AMZN AMD SMCI PDD GM DJT META PLTR GE LCID MSTR MARA BABA SOFI ACHR VZ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $2772