Pre-Market IV Report September 27, 2024

Pre-Market IV Report September 27, 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: YINN HUM BILI DXCM SNAP JD WB BABA BEKE ALGN FXI ASHR

Stocks expected to have increasing option volume: COST WMT KR KMX USO XLB SAVA SATS BABA JD PDD RKLB

Option IV increases after China boosts stimulus.

Pinduoduo (PDD) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 77. Call put ratio 2 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 64. Call put ratio 2.9 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 47 into China boosts stimulus. Call put ratio2.8 calls to 1 put.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 25. Call put ratio 10.1 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 42 into China boosts stimulus. Call put ratio 5.5 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 33. Call put ratio 7.3 calls to 1 put.

Straddle prices into quarter results

Carnival Corp (CCL) October 4 weekly 18.50 straddle priced for a move of 10% into the expected release of quarter results before the bell on September 30. Call put ratio 3.1 calls to 1 put.

Nike (NKE) October 4 weekly 89 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 1.

Movers

BP plc (BP) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 33 as share price down.

Revolve Group (RVLV) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 88 with a focus on 2K contracts of October 25 puts.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 26. Call put ratio 3.8 calls to 1 put on 1.2M contracts above its 90 day average of 155K contracts.

NCR Voyix (VYX) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 61 with a focus on 1K contracts October 15 calls.

Full Truck Alliance (YMM) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 65 with a focus on November 10, December 12.50 and March 10 calls.

GE HealthCare (GEHC) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 42 with a focus on January 75 and 90 puts.

Options with decreasing option implied volatility: DNA FDX MU KMX CAN LEN KBH
Increasing unusual option volume: ASHR FTI NOV TIGR XLB
Increasing unusual call option volume: HLT ASHR TIGR BTI NOV XLB MLCO
Increasing unusual put option volume: YANG XLB STNE AR TME SIL
Popular stocks with increasing volume: MU BABA PDD INTC MSTR JD AAL COIN AVGO FCX
Active options: NVDA TSLA MU BABA AAPL AMD SMCI PDD AMZN MARA INTC META MSTR JD PLTR NIO AAL COIN AVGO FCX
Global S&P Futures up in premarket, Nikkei up 2.3%, DAX mixed, WTI Crude oil recently at $67.50, natural gas mixed, gold at $2686