Pre-Market IV Report September 4, 2024

Pre-Market IV Report September 4, 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 CPRI EW CAG NANOS SHCO TVTX WOLF SMMT AAOI NVDU TNA TSLL DNUT SANA SEDG VRT CLSK TECL KLAC DPST RDFN SDOW MGNII CLMT QLD TAP CLS SKYT NVDA

Stocks expected to have increasing option volume: AVGO NVDA QCOM AMD INTC TSM ZS PD ASAN DLTR

Chip option IV

NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put as share price lower before the bell.

Broadcom (AVGO) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 67 into expected release of quarter results after the bell on September 5. Call put ratio 1.5 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 61. Call put ratio 1.3 calls to 1 put as share price down.

Arm Holdings (ARM) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 171. Call put ratio 1 call to 1.3 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 79; compared to its 52-week range of 54 to 118. Call put ratio 1 call to 1 put amid wide price movement.

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 64. Call put ratio 1.2 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 53.

Taiwan Semi (TSM) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 58. Call put ratio 1 call to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 63; compared to its 52-week range of 27 to 73. Call put ratio 2.2 calls to 1 put as share price closes below $90.

Mobileye (MBLY) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 95. Call put ratio 2.2 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 59. Call put ratio 1 call to 1.1 puts as share price lower before the bell.

Straddle prices into quarter results

Hewlett Packard (HPE) September 6 weekly 19 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

C3,ai (AI) September 6 weekly 23.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on September 4.

Broadcom (AVGO) September 6 weekly 152.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on September 5. Call put ratio 1.5 calls to 1 put.

DocuSign (DOCU) September 6 weekly 58 straddle priced for a move of 10% into the expected release of quarter results after the bell on September 5.

RH (RH) September 6 weekly 250 straddle priced for a move of 5.5% into the expected release of quarter results on September 5.

Movement

United States Oil Fund (USO) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 42. Call put ratio 2 calls to 1 put as Crude Oil below $70.

Vaxcyte, Inc (PCVX) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 142 with a focus on September 105 puts as share price up.

Unity Software Inc. (U) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 110. Call put ratio 3.8 calls to 1 put with focus on September 13 weekly 19 calls.

Xylem (XYL) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 72 as share price down.

Primoris Services (PRIM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 68 with a focus on September 52.50 puts as share price down.

TechnipFMC (FTI) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 85 with a focus on October 23 puts.

Sable Offshore Corp (SOC) 30-day option implied volatility is at 74; compared to its 52-week range of 21 to 59. Call put ratio 3 calls to 1 put with focus on January 25 calls as share price up.

Ryder System (R) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 229 with a focus on September 140 calls and puts as share price down.

Options with decreasing option implied volatility: FL GAP MDB NTNX NVDL S GAP KSS SMTC CHWY OKTA ANF HA JWN AFRM PSTG RKLB DELL LULU
Increasing unusual option volume: CNM TAP FYBR LKQ NVTS NEXT HRL ROIV POET
Increasing unusual call option volume: TAP NEXT NVTS DG TRGP ODFL URBN ROIV POET FOXA BRZE ICLN CC HRL PD GPRE
Increasing unusual put option volume: TAP HRL BKR CHPT CPRT TAL ASAN GTLB LUNR SYF BILI
Popular stocks with increasing volume: INTC PLTR BA COIN GME AVGO SOFI SMCI PDD MU
Active options: NVDA TSLA AAPL AMD INTC AMZN META PLTR BA COIN GME AVGO GOOGL SOFI MSFT SMCI MARA PDD NIO MU
Global S&P Futures lower in premarket, Nikkei down 4%, DAX down, WTI Crude oil recently at $70, natural gas down 1%, gold at $2505