Pre-Market IV Report September 18, 2024

Pre-Market IV Report September 18, 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: PLCE CPRI WBA NFLX ISRG TNGX IGMS NEON REE ADMA IEP DFEN TBT DSP GCI

Stocks expected to have increasing option volume: SPY QQQ RUT IWM GIS CRM X

Meta Platforms (META) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 53 into Connect 2024 will be held on September 25–26. Call put ratio 1.7 calls to 1 put.

Option IV into FOMC policy decision

Citigroup (C) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 40 into FOMC policy meeting.

Bank of America (BAC) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 36.

Wells Fargo (WFC) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 38.

PNC Financial Services (PNC) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37. Call put ratio 1.9 calls to 1 put.

U.S. Bancorp (USB) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 41. Call put ratio 2.5 calls to 1 put with a focus on October 47.50 calls.

JPMorgan (JPM) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 32 into FOMC policy meeting. Call put ratio 2 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 26. Call put ratio 1 call to 2.8 puts with focus on March 39 and 41 puts.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 44. Call put ratio 1 call to 1.4 puts with a focus on September 57 puts.

Fin-tech option IV

Affirm Holdings (AFRM) 30-day option implied volatility is at 67; compared to its 52-week range of 60 to 118. Call put ratio 1.6 calls to 1 put with focus on January 32.50 and 35 puts.

Upstart Holdings (UPST) 30-day option implied volatility is at 76; compared to its 52-week range of 62 to 135 into FOMC policy decision. Call put ratio 2.8 calls to 1 put with focus on June 22.50 puts.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 57. Call put ratio 3.2 calls to 1 put into FOMC policy decision.

Block (SQ) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 80. Call put ratio 2.9 calls to 1 put with focus on September 70 and December 65 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 100. Call put ratio 3 calls to 1 put with focus on January 40 calls.

Redfin (RDFN) 30-day option implied volatility is at 93; compared to its 52-week range of 62 to 114. Call put ratio 2.5 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 68. Call put ratio 7.9 calls to 1 put with focus on January 20 and 25 calls.

Zillow (Z) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 87. Call put ratio 3.1 calls to 1 put.

Movers

LivaNova plc (LIVN) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 68 with a focus on January 65 calls as share price up.

Mobileye (MBLY) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 95. Call put ratio 12 calls to 1 put with a focus on September 10, 12 and 12.50 calls.

Element Solutions (ESI) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 35 with a focus 5100 contracts of October 25 puts.

Criteo S.A. (CRTO) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 58 with a focus on 15K contracts October 45 calls.

Wolverine World Wide (WWW) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 87 with a focus on a spreader of 2400 contracts of September 12.5 calls, 4200 contracts of December 15 puts and 1K contracts of December 20 calls.

Wabtec (WAB) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 58 with a focus on September 175 and 180 calls.

BioNTech SE (BNTX) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 61 with a focus on September 115 puts, December 110 puts.

Options with decreasing option implied volatility: ACB PLAY GME RH SIG HA X ADBE KR WB PCG
Increasing unusual option volume: MULN VICI LILM ABEV XP SMMT CAPR PNR
Increasing unusual call option volume: VIVI MULN XP LILM OMEX QSR PLCE DFEN
Increasing unusual put option volume: SMMT CRDO EMB RUM PLCE ICLN LAZR INDA YOU
Popular stocks with increasing volume: SOFI WMT ORCL NIO AVGO F CVNA BABA
Active options: NVDA TSLA INTC AAPL PLTR AMD MSFT AMZN META SOFI GOOGL WMT MSTR ORCL MARA NIO AVGO F CVNA BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70, natural gas mixed, gold at $2595