Pre-Market IV Report October 28, 2024

Pre-Market IV Report October 28, 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: IBRX SAVA NOVA PCT OSCR TGT NTAP ZM HPQ K LTBR ACRE SRS PARA PBR PSEC ALTM VOD

Stocks expected to have increasing option volume: AMD AMZN META AAPL SBAC CR FFIV VFC WM WELL BA

Straddle prices into quarter results

Alphabet (GOOG) November 1 weekly 167.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 29.

Novartis (NVS) November 115 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 29. Call put ratio 1 call to 4.1 puts.

McDonalds (MCD) November 1 weekly 292 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 29.

Pfizer (PFE) November 1 weekly 29 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 29.

Visa (V) November 1 weekly 280 straddle priced for a move of 4% into the expected release of quarter results after the bell on October 29.

Advanced Micro Devices (AMD) November 1 weekly 155 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on October 29.

PayPal (PYPL) November 1 weekly 82 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 29.

Chipotle (CMG) November 1 weekly 59 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on October 29.

Royal Caribbean (RCL) November 1 weekly 200 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 29.

Reddit (RDDT) November 1 weekly 81 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 29.

Option IV for Cryptocurrency-Related Stocks as Bit coin at $68,000

Riot Platforms (RIOT) 30-day option implied volatility is at 107; compared to its 52-week range of 76 to 144. Call put ratio 3.3 calls to 1 put as share price down.

MARA (MARA) 30-day option implied volatility is at 111; compared to its 52-week range of 80 to 195. Call put ratio 3.5 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 102; compared to its 52-week range of 59 to 165. Call put ratio 2.3 calls to 1 put with focus on option roll from October 25 weekly options to November 1 weekly options.

Coinbase (COIN) 30-day option implied volatility is at 86; compared to its 52-week range of 61 to 103 with a focus on November 1 weekly 172.50 and 195 puts.

ProShares Bitcoin Strategy ET (BITO) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 95 with a focus on 8500 contracts of October 25 weekly 19 puts.

CleanSpark (CLSK) 30-day option implied volatility is at 118; compared to its 52-week range of 83 to 168. Call put ratio 3.5 calls to 1 put with focus on November 18 and January 17.50 calls.

Option IV movers

Sunrun (RUN) 30-day option implied volatility is at 114; compared to its 52-week range of 64 to 116 with a focus on November 18 and 20 calls.

Coursera Inc. (COUR) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 104 with focus on November 7.5 calls and puts.

HCA Holdings (HCA) 30-day option implied volatility is at 32; compared to its 52-week range of 8 to 63 with a focus on November 405 puts and December 360 puts.

TTM Technologies (TTMI) 30-day option implied volatility is at 52; compared to its 52-week range of 19 to 60 with a focus on 1K contracts of November 22.50 calls.

ImmunityBio (IBRX) 30-day option implied volatility is at 163; compared to its 52-week range of 37 to 310. Call put ratio 9.6 calls to 1 put with a focus on November 4.5, November 7 and January 10 calls.

Williams-Sonoma (WSM) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 85 amid a spreader of 5K contracts of December 115 puts and 2500 contracts of 140 puts.

Options with decreasing option implied volatility: CPRI MAXN TIGR BYON SOXS DXCM ALGN ENPH EQX EW CLS AVTR MMM WDC
Increasing unusual option volume: EWC WSC IBRX ICLN FEZ EDR DECK TIGR EVLV NWL CYH AVTR RGTI CPRI
Increasing unusual call option volume: IBRX WSC ICLN DECK ASHR CYH TIGR NWL EVLV
Increasing unusual put option volume: TIGR EDR AVTR ICLN DECK NWL CPRI LAC HLF RMD SKX THC
Popular stocks with increasing volume: SOFI SMCI MARA CPRI INTC COIN GME AVGO TSM
Active options: NVDA TSLA AAPL MSTR PLTR DJT AMD AMZN SOFI META SMCI MARA CPRI MSFT INTC COIN GOOGL GME AVGO TSM
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $67.75, natural gas down 4%, gold at $2745