Pre-Market IV Report September 3, 2024

Pre-Market IV Report September 3, 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: GME IEP NKE ACN EW HA RAIL X IVR IMMR ADT NLY JEPQ

Stocks expected to have increasing option volume: BA UAL AAL DAL X LUV GTLB ASAN

Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 45 into Cathay Pacific inspects entire A350 fleet after finding engine problems.

United Airlines (UAL) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 54 into Cathay Pacific inspects entire A350 fleet after finding engine problems.

American Airlines (AAL) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 56 into Cathay Pacific inspects entire A350 fleet after finding engine problems.

Delta Air Lines (DAL) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 47 into Cathay Pacific inspects entire A350 fleet after finding engine problems.

U.S. Steel (X) 30-day option implied volatility is at 67; compared to its 52-week range of 10 to 67 into Democratic presidential nominee Kamala Harris on Monday opposed the sale of US Steel to Japan’s Nippon Steel amid active option volume of 40K contracts.

Straddle prices into quarter results

Zscaler (ZS) September 6 weekly 200 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Gitlab (GTLB) September 6 weekly 47.50 straddle priced for a move of 17% into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with focus on September 6 weekly 155 calls.

Asana (ASAN) September 6 weekly 14 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

PagerDuty (PD) September 20 straddle priced for a move of into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Copart (CPRT) September 52.50 straddle priced for a move 8% of into the expected release of quarter results after the bell on September 4.

Hewlett Packard (HPE) September 6 weekly 19.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on September 4.

Dollar Tree (DLTR) September 6 weekly 85 straddle priced for a move of 12% into the expected release of quarter results after the bell on September 4.

Dick’s Sporting Goods (DKS) September 6 weekly 235 straddle priced for a move of 10% into the expected release of quarter results before the bell on September 4. Call put ratio 1 call to 2.2 puts.

Hormel (HRL) September 6 weekly 32.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 4.

Options with decreasing option implied volatility: FFIE NVDX MDB FL NVDL NTNX OKTA SMTC S RKLB CHWY
Increasing unusual option volume: LUNR K ESTC FWRD MNSO ACI EBS FUTU ESTC FLR WMG ASHR
Increasing unusual call option volume: LUNR K EBS FLR DG ESTC DINO ICLN
Increasing unusual put option volume: LUNR SPHR TKO YOU ACI SKX ASHR TRIP CHK
Popular stocks with increasing volume: SOFI AFRM PDD INTC PLTR CRWD SQ AVGO GME
Active options: NVDA TSLA AAPL SOFI AFRM SMCI PDD INTC PLTR MSFT META CRWD D SQ MARA AVGO GME CCRM
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.50, natural gas mixed, gold at $2558