Pre-Market IV Report September 30, 2024

Pre-Market IV Report September 30, 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: BILI YINN EBS AUR IONQ SATS SNAP JD NIO XPEV WB KWEB DXCM BABA ASHR BEKE TCOM FXI ALGN RBLX FUTU TME PDD BIDU NTES HUM IBM NOW UPS WEAT K EEM

Stocks expected to have increasing option volume: PDD JD BABA FXI KWEB ASHR CCL NKE STLA GM F TSLA

China option IV as share price up

Pinduoduo (PDD) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 77. Call put ratio 2.1 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 64. Call put ratio 2.2 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 47. Call put ratio 2.1 calls to 1 put.

Option IV into last day of quarter and Stellantis (STLA) profit warning

Stellantis (STLA) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 251 into profit warning.

Ford (F) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 44. Call put ratio 2.2 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 44 into Stellantis (STLA) profit warning.

Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 39 to 76 into Robo Taxi day on October 10.

Honda Motor (HMC) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 72.

Toyota Motor (TM) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 66.

Ferrari N.V (RACE) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 37. Call put ratio 1 call to 2.3 puts.

Rivian Automotive (RIVN) 30-day option implied volatility is at 70; compared to its 52-week range of 57 to 106. Call put ratio 2 calls to 1 put.

Straddle prices into quarter results and end of quarter

Carnival Corp (CCL) October 4 weekly 18.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on September 30. Call put ratio 1 calls to 1 put.

Nike (NKE) October 4 weekly 90 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 1. Call put ratio 1.9 calls to 1 put.

Paychex (PAYX) October 135 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 1. Call put ratio 1 call to 2.2 puts.

Lamb Weston (LW) October straddle 67.50 priced for a move of 13% into the expected release of quarter results after the bell on October 1.

United Natural Foods (UNFI) October straddle priced for a move of 13% into the expected release of quarter results before the bell on October 1.
      
Movers

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 49 with focus on November 82.50 calls as share price up.

EchoStar Corp. (SATS) 30-day option implied volatility is at 95; compared to its 52-week range of 51 to 113 amid reports EchoStar near deal to sell Dish to DirecTV. Call put ratio 1 call to 7.9 puts with a focus on December 5 and January 3 puts.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 122 with focus on October 4, October 5, October 6 and January 10 calls.

Acadia Healthcare (ACHC) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 82 with focus on December 55 puts and December 70 calls as share price down.

Weibo (WB) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 69 with focus on 3900 contracts of October 11 calls as share price up.

Cassava Sciences (SAVA) 30-day option implied volatility is at 127; compared to its 52-week range of 63 to 216 as 55K contract trade as share price down.

Applied Therapeutics Inc. (APLT) 30-day option implied volatility is at 98; compared to its 52-week range of 71 to 305 with a focus on 6800 contracts of January 2.5 puts trading.

Options with decreasing option implied volatility: DNA PLCE KMX MU CAN COST
Increasing unusual option volume: TIGR BMEA ASHR BXP GOTU MTUM APLT HST
Increasing unusual call option volume: TIGR BXP BMEA ASHR MLCO WPC GOTU NLY STWD
Increasing unusual put option volume: MTUM SATS ASHR DBI EMB EWW IBRX CNQ KBE
Popular stocks with increasing volume: PDD INTC MU MSTR COIN SMCI JD AVGO
Active options: NVDA TSLA NIO BABA AAPL AMZN PDD INTC MU AMD MSTR COIN SMCI MARA PLTR JD META AVGO GOOGL MSFT
Global S&P Futures up in premarket, Nikkei down 4.5%, DAX mixed, WTI Crude oil recently at $68.50, natural gas mixed, gold at $2673