Pre-Market IV Report October 31, 2024

Pre-Market IV Report October 31, 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: OSCR SAVA SMCI IBRX IEP GME ANF DELL EQX DKS BBY PARA NEXT NBIS BWIN FORM PRTA SNBR OSCR HIMS LI SN DAWN RSI TECS PCOR DBRG

Stocks expected to have increasing option volume: MA MRK UBER CMCSA ETN BMY REGN CI MO EL RBLX K H NCLH MBLY BWA WEN DRVN MSFT META AMGN BKNG SBUX DASH MET COIN EBAY CVNA HOOD CLX SFM MGM TWLO ROKU ETSY TDOC LMND NKLA BHC HLF CHRW NOVA ALTR MGM

Straddle prices into quarter results

Apple (AAPL) November 1 weekly 230 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Amazon (AMZN) November 1 weekly 192.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Intel (INTC) November 1 weekly 22.50 straddle priced for a move of 11.5% into the expected release of quarter results today after the bell.

Exxon (XOM) November 1 weekly 117 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on November 1.

Chevron (CVX) November 1 weekly 148 straddle priced for a move of 3% into the expected release of quarter results before the bell on November 1.

Ares Management (ARES) November 170 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 1. Call put ratio 16 calls to 1 put with focus on March 170 calls.

Dominion Energy (D) November 60 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on November 1.

Charter Communications (CHTR) November 1 weekly 330 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 1.

Wayfair (W) November 1 weekly 43 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 1.

Options with decreasing option implied volatility: CPRI SNAP BYON DXCM ALGN CLS PYPL CROX DECK AVTR SHAK EW SOFI CMG UPS WDC ON NOW TRP
Increasing unusual option volume: FEZ LXRX QRVO CNK GRMN WSC RJF GXO BZFD NEXT
Increasing unusual call option volume: CNK LXRX GXO BZFD NEXT LHX RGTI CNC GRMN EDU
Increasing unusual put option volume: EMB WEN OKLO MTUM RDDT GEHC LAC EDR HLF CHRW CFLT EAT PAYC
Popular stocks with increasing volume: HOOD INTC GME LLY PLTR COIN MSTR
Active options: NVDA SMCI AMD TSLA GOOGL DJT SOFI SNAP GOOG MSFT META HOOD AAPL AMZN INTC GME LLY PLTR COIN MSTR
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.70, natural gas mixed, gold at $2789