Pre-Market IV Report September 12, 2024

Pre-Market IV Report September 12, 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: OKLO HA DPZ K PLCE RTO WOW OXM SONO WEAT HUM MANU EDR

Stocks expected to have increasing option volume: ADBE KR SIG CBRL IBM NSC NTGR

Movement

NVIDIA (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 89 with a focus on October 114, 115, 119 and 126 calls.

Intel (INTC) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 61. Call put ratio 2.1 calls to 1 put as share price near low end of range.

Micron Technology (MU) 30-day option implied volatility is at 62; compared to its 52-week range of 27 to 73. Call put ratio 3.6 calls to 1 put with a focus on September 140 calls.

Moderna (MRNA) September call option implied volatility is at 94, September is at 68; compared to its 52-week range of 40 to 66 into investor meeting today. Call put ratio 1.1 calls to 1 put.

Solar stocks option IV amid share price rally

First Solar (FSLR) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 66. Call put ratio 2.6 calls to 1 put with a focus on September 13 weekly calls as share price up.

SunPower (SPWR) 30-day option implied volatility is at 123; compared to its 52-week range of 53 to 266 into solar eclipse.

Canadian Solar (CSIQ) 30-day option implied volatility is at 59; compared to its 52-week range of 38 to 78. Call put ratio 6.5 calls to 1 put with a focus on September 13 weekly 13.50 calls as share price up.

Sunrun (RUN) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 116. Call put ratio 1.4 calls to 1 put with focus on September 20 calls.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 107; compared to its 52-week range of 43 to 132. Call put ratio 3.5 calls to 1 put with focus on September 13 weekly 20 and 22 calls as share price up.

Straddle prices into quarter results

Adobe (ADBE) September 13 weekly 580 straddle priced for a move of 8% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Kroger (KR) September 13 weekly 52 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Signet (SIG) September 13 weekly 78 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Movers

Albemarle (ALB) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 66. Call put ratio 1 call to 2 puts with a focus on September 13 weekly 90 puts.

Corteva (CTVA) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 71. Call put ratio 1 call to 11.7 puts with a focus on focus on 2455 contracts of October 50 puts.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 67. Call put ratio 12.6 calls to 1 put with focus on November 60, December 60 and December 62 calls.

Options with decreasing option implied volatility: IOT PATH AI DOCU HPE ASO ORCL LQDA
Increasing unusual option volume: CARR XLB INVZ WOOF PLCE SLQT EDR PLAY
Increasing unusual call option volume: XLB INVZ CARR PLAY WOOF SLQT PLCE ICLN EWW FWRD
Increasing unusual put option volume: AGL CARR XLB WOOF SMMT PLCE CCI OWL IBB PLAY CNK
Popular stocks with increasing volume: INTC NIO BAC SOFI BAC SOFI WMT JPM BABA
Active options: NVDA TSLA AAPL AMZN AMD GME PLTR AVGO META GOOGL INTC SMCI MSFT NIO BAC MARA SOFI BAC MARA SOFI WMT JPM BABA
Global S&P Futures mixed in premarket, Nikkei up 3.4%, DAX up 1%, WTI Crude oil recently at $68, natural gas mixed, gold at $2545