Pre-Market IV Report September 26, 2024

Pre-Market IV Report September 26, 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: AUR YINN YANG SNAP SPOT ALGN NOW UPS IBM ASHR KWEB MMM FXI T V HNRG AUR LSPD APLD RILY LFVN CRBP RKLB DRN QFIN LAZ

Stocks expected to have increasing option volume: MU COST JBL BB ACN KMX LSPD AMGN

Movers

Walmart (WMT) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 33. Call put ratio 2.8 calls to 1 put as share price near record high.

NRG Energy (NRG) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 87.

Affirm Holdings (AFRM) 30-day option implied volatility is at 60; compared to its 52-week range of 59 to 118. Call put ratio 2.9 calls to 1 put amid price movement.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 40. Call put ratio 2.5 calls to 1 put as gold at $2691.

Home Furnishings Industry option IV

RH (RH) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 80.

Williams-Sonoma (WSM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 85. Call put ratio 1 call to 7.1 puts with a focus on December 145 puts.

Arhaus, Inc (ARHS) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 90.
Wayfair (W) 30-day option implied volatility is at 57; compared to its 52-week range of 53 to 99.

Movement

Amgen (AMGN) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 38 with a focus on October 350 and 360 calls as share price down.

Capricor Therapeutics (CAPR) 30-day option implied volatility is at 143; compared to its 52-week range of 73 to 152 with a focus on October 10 and 15 calls as shar price up.

Aurora (AUR) 30-day option implied volatility is at 120; compared to its 52-week range of 61 to 124 with a focus on October 7 calls as share price up.

RTX (RTX) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 33 with a focus on 21K contracts of October 130 calls as share price near record high.

Avantor (AVTR) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 84 with a focus on 23525 contracts of October 11 weekly 23.50 puts trading for 5c as share price down 4%.

Chesapeake Energy (CHK) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 75 with a focus on 6700 contracts of October 72.50 puts as share price down.

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.

Lightspeed Commerce (LSPD) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 93. Call put ratio 22 calls to 1 put with focus on January 15 calls into confirms it is conducting strategic review.

Options with decreasing option implied volatility: DNA HE LEN KBH IGV NANOS ET
Increasing unusual option volume: CAPR VTNR ASHR AVTR ITUB SFIX APLD SRE FULC LSPD AMGN
Increasing unusual call option volume: ASHR CAPR LSPD NGD AUR SFIX SLQT FLUT KMX IR
Increasing unusual put option volume: AVTR MANU CHK APLD GPN DECK RSP LAZR ASHR
Popular stocks with increasing volume: MU RIVN F BABA WMT NIO PFE
Active options: NVDA TSLA INTC AAPL AMD MU META PLTR AMZN RIVN F BABA APLD MSFT WMT DJT MARA RKLB NIO PFE
Global S&P Futures up in premarket, Nikkei up 2.5%, DAX up 1%, WTI Crude oil recently at $68, natural gas up 1%, gold at $2691