Pre-Market IV Report September 25, 2024

Pre-Market IV Report September 25, 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: DXCM YINN SPOT FXI UPS ASHR IBM KWEB V HUMA VTSI CRVS LNW CHAU U BILI INFN TME RVNC EH

Stocks expected to have increasing option volume: MU META BABA PDD JD ASHR KWEB KBH SFIX

Meta Platforms (META) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 53 into Connect 2024 will be held on September 25–26. Call put ratio 1.2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 72 into deliveries release for Q3 and Robotaxi meeting on October 10. Call put ratio 2 calls to 1 put with focus on October 285 and 325 calls.

Southwest Airlines (LUV) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 48 into a company hosted investor meeting on September 26. Call put ratio 3.1 calls to 1 put.

Straddle prices into quarter results

Micron (MU) September weekly 94 straddle priced for a move of 9% into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Costco (COST) September weekly 900 straddle priced for a move of 4% into the expected release of quarter results after the bell on September 26. Call put ratio 1.1 call to 1 put.

Accenture (ACN) September weekly 340 straddle priced for a move of 5% into the expected release of quarter results before the bell on September 26.

Jabil (JBL) October straddle priced for a move of 10% into the expected release of quarter results after the bell on September 26.

Black Berry (BBY) September weekly 2.5 straddle priced for a move of 14% into the expected release of quarter results on September 26. Call put ratio 8.6 calls to 1 put with focus on September 27 weekly 2.5 calls.

CarMax (KMX) October 77.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on September 26. Call put ratio 1 call to 3.1 puts.

Movers

Home Depot (HD) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 40. Call put ratio 1.6 calls to 1 put with focus on 2000 contracts of March 260 puts trading at $1.05.

Thor Industries (THO) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 90. Call put ratio 1 call to 3.1 puts with focus on October 100 and 105 puts as share price up.

Applied Optoelectronics (AAOI) 30-day option implied volatility is at 90; compared to its 52-week range of 74 to 146. Call put ratio 9.7 calls to 1 put with focus on October 20 calls as share price up.

Costco (COST) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 33 as share price near record high.

Visa (V) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 29. Call put ratio 1 call to 1 put on 78K contracts as share price down.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 70. Call put ratio 1 call to 25 puts with focus on 3200 contracts of October 35 puts trading as share price down.

Agios Pharma (AGIO) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 83 with a focus on 2K contracts of December 40 puts trading at $1.35.

Tencent Music (TME) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 102 with a focus on 16K contracts of December 12 calls trading as share price up.

Roivant Sciences (ROIV) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 92 with a focus on 5K contracts of October 12 calls.

Options with decreasing option implied volatility: FDX X TNA TZA LEN ETN GIS EA ET
Increasing unusual option volume: MCHI CARR MNSO THO SMAR ASHR CAPR
Increasing unusual call option volume: MCHI CARR ASHR SMAR POET CRBG TME TIGR BBIO
Increasing unusual put option volume: CARR SATS TECK XP LUNR URNM SNY
Popular stocks with increasing volume: INTC PDD JD U SOFI AVGO GME MU FCX
Active options: NVDA TSLA BABA AAPL PLTR NIO INTC AMZN PDD AMD JD META U MSFT SOFI AVGO GME MU FCX DJT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.50, natural gas up 1.5%, gold at $2678