Pre-Market IV Report September 13, 2024

Pre-Market IV Report September 13, 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: OMEX PLCE NTGR ITOS BNTX INSM HBI RSI RELY SDRL RH ADBE

Stocks expected to have increasing option volume: ADBE RH ORCL IBM W BLDP BA

Oracle (ORCL) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 46. Call put ratio 1.6 calls to 1 put as share price trading above $170 before the bell after closing at $161.38.

IBM (IBM) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 35. Call put ratio 5.2 calls to 1 put as share price near new record high.

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 1.3 puts into Boeing factory workers strike after rejecting contract proposal.

McDonald’s (MCD) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 27.

Crocs (CROX) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 64 amid McDonald’s (MCD) teams up with Crocs for special Happy Meal toy.

Movers

Roku (ROKU) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 89 with a focus on October 80 calls as share price up.

Caleres (CAL) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 57 with a focus on September 30 calls as share price down.

Norfolk Southern (NSC) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 32 with a focus on September 270 calls and September 27 weekly 240 and 250 puts.

Infinera (INFN) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 140 with a focus on 9983 contracts of December 5 puts trading at 25c.

Winnebago Industries (WGO) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 80 with a focus on November 42.50 puts, November 55 puts and November 60 calls.

iTeos Therapeutics (ITOS) 30-day option implied volatility is at 146; compared to its 52-week range of 43 to 133. Call put ratio 9.4 calls to 1 put with focus on September 20 and 21 calls.

Ishares Transportation Average Etf (IYT) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 71 with a focus on 4K contracts of September 66.25 calls.

iShares Russell 2000 (RUT) put ratio 1 call to 1 put with focus on 670 contracts of December 2000 puts (year 2026) trading between the bid ask spread at $169.78 into FOMC meeting next week.

Straddle prices into quarter results

Stitch Fix (SFIX) September 3.5 straddle priced for a move of 16% into the expected release of quarter results after the bell on September 16. Call put ratio 1 call to 2.9 puts.

Options with decreasing option implied volatility: IOT RILY PATH PLAY DOCU SIG ASO GME ORCL HA LQDA KR
Increasing unusual option volume: FULC FYBR NE SMMT PSA CCI XEL HASI WGO
Increasing unusual call option volume: CCI FYBR XEL SMMT DBRG VIPS VSTS FULC
Increasing unusual put option volume: KBE SMMT WGO DLTR WOOF PLCE EVGO ASHR
Popular stocks with increasing volume: MU INTC MRNA COIN
Active options: NVDA TSLA AVGO AAPL AMZN PLTR META AMD GOOGL NIO MSFT MU INTC MPW MRNA GME COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.50, natural gas mixed, gold at $2596