Pre-Market IV Report September 5, 2024

Pre-Market IV Report September 5, 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: CPRI GME UCO EW SSO CAG XLI NANOS VOO BRKB FFIE ASTS FROG ACB FYBR EVH FAST RNG IPG BDX PCG STZ

Stocks expected to have increasing option volume: AVGO NVDA QCOM AMD INTC TSM FYBR X NUE CLF AI DOCU RH T HPE MODG CHPT

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 1.2 calls to 1 put amid wide price movement.

Taiwan Semi (TSM) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 58. Call put ratio 1.3 calls to 1 put.

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 today after the bell. Call put ratio 1.3 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 61. Call put ratio 1.9 calls to 1 put as share price near low end of range.

Straddle prices into quarter results

Broadcom (AVGO) September 6 weekly 152.50 straddle priced for a move of 8% into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

DocuSign (DOCU) September 6 weekly 57 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

RH (RH) September 6 weekly 245 straddle priced for a move of 5.5% into the expected release of quarter results today.

National Beverage (FIZZ) September 45 straddle priced for a move of 13% into the expected release of quarter results today.

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 42 as crude oil is near at its lowest since June 2023.

Frontier Communications (FYBR) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 82 amid Verizon (VZ) near deal to acquire Frontier, WSJ reports. Call put ratio 1 call to 1.3 puts with focus on with focus on September 32.50 calls.

U.S. Steel (X) 30-day option implied volatility is at 65; compared to its 52-week range of 10 to 67. Call put ratio 1 call to 1 put on 229K contracts after report that U.S. plans to block Nippon takeover.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 57. Call put ratio 2.7 calls to 1 put with a focus on December 13 calls and January 12 puts.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 69; compared to its 52-week range of 37 to 99. Call put ratio 1.5 calls to 1 put with focus on October 35 puts and January 33.33 puts.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 185; compared to its 52-week range of 67 to 769 as share price near low end of range.

Sweetgreen (SG) 30-day option implied volatility is at 66; compared to its 52-week range of 44 to 131 with focus on September calls.

AssetMark Financial Holdings Inc. (AMK) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 92 with a focus on 3100 contracts of February 40 calls.

Ishares J.P. Morgan Usd Emerging Markets Bond Etf (EMB) 30-day option implied volatility is at 10; compared to its 52-week range of 7 to 18 with a focus on September 89.50, September 90.50, September 91.50 and December 86 puts.

Outlook Therapeutics (OTLK) 30-day option implied volatility is at 91; compared to its 52-week range of 20 to 128 with a focus on November 7.5 calls as share price up 8.7%.

HealthEquity (HQY) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 90 with a focus on 1300 contracts of September 85 calls as share price up 2.9%.

IQVIA Holdings (IQV) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 73 with a focus on 1400 contracts of October 230 puts trading.

Options with decreasing option implied volatility: GAP S FL MDB NTNX CHWY NVDL NVDX JWN GTLB KSS OKTA ASAN SMTC PSTG ANC AFRM DELL LULU
Increasing unusual option volume: FYBR XLB CNM FULC EMB XP FROG
Increasing unusual call option volume: XLB FYBR FROG DLTR DHT URBN EXC TAP LUNR
Increasing unusual put option volume: EMB XLB SBLK SPLG HRL MKC DLTR SYM FAST DDD DKS
Popular stocks with increasing volume: INTC PLTR META DLTR NEM NIO SIRI X AVGO PPD DKNG
Active options: NVDA TSLA AAPL AMD INTC AMZN ASTS PLTR META DLTR MSFT SMCI NEM GOOGL NIO SIRI X AVGO PPD DKNG
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $69.60, natural gas mixed, gold at $2544