Pre-Market IV Report September 10, 2024

Pre-Market IV Report September 10, 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: DNA TSLL IEP HE CAR DOCN TSLA LW SDOW STNE AAP DNUT ORCL GM FLR GS AIG LNC JPM CBRG MMM MET MCK EA EMR AKAM AZN PEP OKE ARCC RSP VTI CVX DPZ

Stocks expected to have increasing option volume: ORCL ADBE GME RBRK NSC HPE CAVA SMMT

Apple (AAPL) September 13 weekly call option implied volatility is at 37, September is at 30; compared to its 52-week range of 16 to 37. Call put ratio 1 calls to 1 put into top EU court rules Apple must pay €13bn in back taxes.

Moderna (MRNA) September call option implied volatility is at 87, September is at 70; compared to its 52-week range of 40 to 66 into investor meeting on September 12.

United States Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 42 as WTI crude oil trades $68. Call put ratio 2.7 calls to 1 put with focus on October 75 calls.

Straddle prices into quarter results and into Trump Harris debate

GameStop (GME) September 13 weekly 24 straddle priced for a move of 18% into the expected release of quarter results after the bell on September 10. Call put ratio 3.2 calls to 1 put with focus on October 125 calls.

Academy Sports (ASO) September 13 weekly 53 straddle priced for a move of 11% into the expected release of quarter results before the bell on September 10.

Petco Health (WOOF) September 2.5 straddle priced for a move of 20% into the expected release of quarter results after the bell on September 10.

Cracker Barrel (CBRL) September 35 straddle priced for a move of 14% into the expected release of quarter results on September 11.

Movers

Summit Therapeutics (SMMT) 30-day option implied volatility is at 108; compared to its 52-week range of 28 to 203. Call put ratio 1.6 calls to 1 put with focus on September 15 calls after lung cancer drug shows benefits.

NIO Inc. (NIO) 30-day option implied volatility is at 71; compared to its 52-week range of 56 to 102. Call put ratio 3.6 calls to 1 put with focus on September 5 calls as share price up.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 1.9 puts with focus on September 74 puts.

Antero Resources (AR) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 51. Call put ratio 1 call to 26 puts with a focus on 21345 contracts of October 11 weekly 22 puts trading at 18c.

Bank OZK (OZK) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 47 with a focus on 2924 contracts of September 35 puts trading at 10c.

Capri Holdings Limited (CPRI) 30-day option implied volatility is at 91; compared to its 52-week range of 8 to 415. Call put ratio 1 call to 1.1 puts with a focus on November 45 calls and November 22.50 and 25 puts amid Federal Trade Commission lawsuit headlines.

Options with decreasing option implied volatility: IOT PATH GTLB ASAN AI DOCU DLTR DOCU DKS HPE ZS NLY
Increasing unusual option volume: PPL SMMT FWRD TERN ITUB LBTYA AZUL WKHS APLD PLAY ZTO FULC RBRK NE BIRK TIP LUNR BNTX IVR EMB DFS IONS
Increasing unusual call option volume: PPL SMMT TERN WKHS FWRD APLD BNTX RBRK IONS TIP
Increasing unusual put option volume: AZUL SMMT PLAY SBSW DFS EMB APLD AR AVDL LUNR ACI
Popular stocks with increasing volume: NIO WBD AVGO GME INTC ORCL SMCI AMC SNAP
Active options: NVDA TSLA PLTR AAPL NIO GOOGL WBD AMZN AVGO AMD GME INTC MARA ORCL GOOG SMCI AMC META MSFT SNAP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas mixed, gold at $2530