Pre-Market IV Report September 16, 2024

Pre-Market IV Report September 16, 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 BNTX EWTC SMMT NVRI RDFN VSAT CPRI BNTX

Stocks expected to have increasing option volume: SPY QQQ RUT IWM GDX SFIX DJT

Option IV into FOMC meeting
      
Salesforce (CRM) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 52. Call put ratio 1.4 calls to 1 put with focus on December 230 puts into Dreamforce.

AMD (AMD) 30-day option implied volatility is at 47; compared to 52-week range of 34 to 64 into “Advancing AI 2024,” an in-person and livestreamed event on October 10, 2024. Call put ratio 1.5 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 60 into reaches $3.5B deal to make chips for U.S. military, Bloomberg reports.

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 1.6 puts amid Boeing factory workers strike.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 40 as gold at $2637 into FOMC meeting.

Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 48 into a company hosted investor meeting on September 26. Call put ratio 1.8 calls to 1 put.

Hawaiian Electric Industries (HE) 30-day option implied volatility is at 70; compared to its 52-week range of 31 to 107. Call put ratio 6.7 calls to 1 put into Hawaii Attorney General says ‘no single factor’ led to Maui fire devastation.

Movers

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 99 on 69K options contracts.

Spdr S&P Metals & Mining Etf (XME) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 39 with a focus on 6900 contracts of September 60 calls trading on the offer.

ViaSat (VSAT) 30-day option implied volatility is at 81; compared to its 52-week range of 42 to 130 with a focus on September 12, September 13 and October 17 puts as share price down.

CEL-SCI Corp (CVM) 30-day option implied volatility is at 131; compared to its 52-week range of 69 to 187 with a focus on September 1 calls as share price up 6.6% to $1.28.

CNH Global N.V. (CNH) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 80 with a focus on September and October 10 puts as share price up 2.4%.

Sabre (SABR) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 122 with a focus on September and October 10 puts as share price up 2.3%.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 189; compared to its 52-week range of 67 to 768 amid active option volume of 246K contracts.

Straddle prices into quarter results

Stitch Fix (SFIX) September 3.5 straddle priced for a move of 19% into the expected release of quarter results after the bell on September 16. Call put ratio 4.1 calls to 1 put.

Options with decreasing option implied volatility: GME PLAY ASTS RH SIG ASO ADBE X TGTX ORCL
Increasing unusual option volume: SLQT MULN NGD SMMT SBI MO BCE WSC INCY
Increasing unusual call option volume: MO NGD SLQT BCE SMMT DBI BNTX ALK IBKR
Increasing unusual put option volume: CARR SMMT TT PLCE VSAT ZI HTGC VLY FL APH
Popular stocks with increasing volume: MSTR ORCL SMCI AVGO BA COIN MU SOFI PDD INTC
Active options: NVDA TSLA AAPL PLTR MSTR ORCL AMD AMZN GOOGL SMCI META MSFT AVGO BA COIN MARA MU SOFI PDD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69, natural gas mixed, gold at $2637