Pre-Market IV Report September 11, 2024

Pre-Market IV Report September 11, 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: ALLY IEP NYCB HA WFC PCG NMRA FULC OKLO ACB ALIM ALLY SPHR BFH SCO NOMO TBBK EIX DFS CCEP PCG SYF PBR TFC

Stocks expected to have increasing option volume: ADBE GME CBRL WOOF DBI AMD

Option implied volatility as WTI trades blow $67

United States Oil Fund (USO) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 42 as WTI trades blow $67. Call put ratio 2.7 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 32. Call put ratio 1 call to 2 puts.

JPMorgan (JPM) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 32 with a focus on September 202.50 calls, September 205 calls, December 180 puts, December 190 puts and December 200 puts.

Moderna (MRNA) September call option implied volatility is at 94, September is at 72; compared to its 52-week range of 40 to 66 into investor meeting on September 12. Call put ratio 1.9 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 48 into a company hosted investor meeting on September 26. Call put ratio 1.4 calls to 1 put.

Option implied volatility for platforms amid political spending in the 2024 election cycle

Meta Platforms (META) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 53 amid political spending in the 2024 election cycle.

Snap (SNAP) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 120 amid political spending in the 2024 election cycle.

Pinterest (PINS) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 74 amid political spending in the 2024 election cycle. Call put ratio 5.1 calls to 1 put with focus on October 4 weekly 30 calls.

Reddit (RDDT) 30-day option implied volatility is at 60; compared to its 52-week range of 58 to 166 amid political spending in the 2024 election cycle. Call put ratio 2.1 calls to 1 put.

Walt Disney (DIS) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 46 amid political spending in the 2024 election cycle.

Fox Corporation (FOXA) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 33 amid political spending in the 2024 election cycle.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 199; compared to its 52-week range of 67 to 768 amid debate. Call put ratio 1.4 calls to 1 put with focus on September 13 weekly calls and puts.

Nexstar Media (NXST) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 84 amid political spending in the 2024 election cycle.

Gray Media (GTN) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 94 amid political spending in the 2024 election cycle.

Straddle prices into quarter results

Designer Brands (DBI) September 6 straddle priced for a move of 22% into the expected release of quarter results today before the bell on . Call put ratio 4 calls to 1 put.

Adobe (ADBE) September 13 weekly 575 straddle priced for a move of 8% into the expected release of quarter results after the bell on September 12.

Kroger (KR) September 13 weekly 52 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 12. Call put ratio 2 calls to 1 put.

Signet (SIG) September 13 weekly 77 straddle priced for a move of 7% into the expected release of quarter results before the bell on September 12.

Movers

Johnson Controls (JCI) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 67 as share price up 1.8%.

Nutrien (NTR) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 42 with a focus on September 27 weekly 44 puts, December 40 puts and September 48 calls.

Ishares S&p Global Clean Energy Index Fund (ICLN) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 34. Call put ratio 6.6 calls to 1 put with focus on September 14 and 14.50 calls.

BorgWarner (BWA) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 78 with a focus on buyers of 1500 contracts of September 30 puts.

Axsome Therapeutics (AXSM) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 103 with a focus on a spreaders of January 50 and 90 puts.

InMode Ltd. (INMD) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 103. Call put ratio 3.5 calls to 1 put with a focus on September 15 calls, September 15 puts and October 19 calls.

Options with decreasing option implied volatility: IOT GTLB PATH AI ASAN DLTR DOCU DKS ZS ASO HPE ORCL
Increasing unusual option volume: NOV MULN BBD SMMT BIRK KOS VSTS
Increasing unusual call option volume: SMMT VSTS DBRG XLI ICLN FYBR BIRK DBI TERN
Increasing unusual put option volume: SMMT XLRE ALLY AVDL CHK PLAY EMB WOOF AZUL
Popular stocks with increasing volume: JPM INTC SOFI NIO GME BABA C WFC
Active options: NVDA TSLA AAPL PLTR ORCL AMZN JPM AMD AVGO MSFT BAC META INTC GOOGL SOFI NIO GME BABA C WFC
Global S&P Futures mixed in premarket, Nikkei down 1.4%, DAX mixed, WTI Crude oil recently at $67, natural gas mixed, gold at $2552