Pre-Market IV Report October 29, 2024

Pre-Market IV Report October 29, 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 GME ANF DKS GLUE SAVA TIGR GME NARI JKS DQ WVE SERV TMDX BTDR BMEA HLIT CSIQ SNOW ANF SSYS SOUN MQ

Stocks expected to have increasing option volume: WM WELL F CNP SBAC ON CR FFIV VFC GOOGL GOOG NVS MCD PFE V AMD BP RCL RDDT CROX PFE JBLU PYPL RCL SOFI ULCC CDNS BOOT CWH FFIV CVI IEP BP

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 today after the bell on October 29.

Microsoft (MSFT) November 1 weekly straddle 427.50 priced for a move of 4% into the expected release of quarter results after the bell on October 30. Call put ratio 2.5 calls to 1 put.

Meta (META) November 1 weekly 577 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 30.

Eli Lilly (LLY) November 1 weekly 895 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 30.

Starbucks (SBUX) November 1 weekly 98 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on October 30.

Microstrategy (MSTR) November 1 weekly 255 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on October 30.

Robinhood (HOOD) November 1 weekly 28 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 30.

Movers

Icahn Enterprises (IEP) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 83 into CVR Energy (CVI) dividend suspension. Call put ratio 2.8 calls to 1 put with focus on January 22.50 calls.

CVR Energy (CVI) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 84 into dividend suspension. Call put ratio 1.5 calls to 1 put.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 289; compared to its 52-week range of 69 to 769.

Alaska Air Group (ALK) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 79. Call put ratio 3.6 calls to 1 put with focus on November 47.50 calls as share price up 3.7%.

PROCEPT BioRobotics Corporation (PRCT) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 154. Call put ratio 2.3 calls to 1 put with focus on November 70 and December 90 calls as share price up 27%.

Marqeta, Inc. (MQ) 30-day option implied volatility is at 70; compared to its 52-week range of 35 to 85 with a focus on December 5 and 6 calls as share price up 8.6%.

Philips (PHG) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 47. 4100 contracts trade with focus on November 26 puts as share price down 15.8% to $26.64.

Burlington Stores (BURL) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 63. Call put ratio 1 call to 8.2 puts with focus on December 210 puts.

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 48. Call put ratio 1.5 calls to 1 put with focus on December 170 and 175 calls.

Trupanion (TRUP) 30-day option implied volatility is at 87; compared to its 52-week range of 61 to 132. Call put ratio 52 calls to 1 put with a focus on November 50 and 65 calls as share price up 1.3%.

Monte Rosa Therapeutics (GLUE) 30-day option implied volatility is at 207; compared to its 52-week range of 58 to 267. Options active on 11K contracts with a focus on November 5, 7.5 and 10 puts as share price up 128%.

Nu Holdings (NU) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 63. Spreaders active on 25K contracts of December 12 puts, 25K contracts of December 14 puts and 25K contracts of December 17 calls as share price up 4%.

Options with decreasing option implied volatility: BYON CPRI DXCM ENPH ALGN CLS AVTR MMM WDC EW IBM
Increasing unusual option volume: GPC CYH WSC FEZ RGTI OKLO TIGR WIX RVNC
Increasing unusual call option volume: WSC CYH RGTI TIGR ULCC OKLO MQ TSLY EDR
Increasing unusual put option volume: OKLO EH TIGR SKX IAU AVTR TMDX WM NEP GLW AUR RUM SMR CNK
Popular stocks with increasing volume: SOFI F NIO GME MSTR PLTR SMCI TSM RIVN OKLO NU
Active options: TSLA NVDA DJT SOFI AAPL F NIO GME GOOGL AMD MARA MSTR PLTR SMCI AMZN TSM RIVN SOUN OKLO NU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas down 3%, gold at $2763