Pre-Market IV Report September 9, 2024

Pre-Market IV Report September 9, 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: IEP HA FAS LW STNE SDS AIG MCK JPM CAG WFC MET XLI GLW GOOG GOOGL HCA VOO K

Stocks expected to have increasing option volume: ORCL GME ADBE STLD X CLG NUE AAPL DLTR DG X IEP

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 37 into Apples Glowtime event. Call put ratio 1.1 calls to 1 put with focus on September weekly options.

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 89.

Intel (INTC) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 61. Call put ratio 1.2 calls to 1 put as share price near low end of range.

Arm Holdings (ARM) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 171. Call put ratio 1 call to 1.2 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 80; compared to its 52-week range of 54 to 118. Call put ratio 1 call to 1.2 put amid wide price movement.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 59. Call put ratio 1 call to 1.5 puts.

Moderna (MRNA) 30-day option implied volatility is at 61; compared to its 52-week range of 40 to 66 into investor meeting on September 12.

United States Oil Fund (USO) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 42 as WTI crude oil trades $68.58.

Dell Technologies (DELL) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 80. Call put ratio 1.6 calls to 1 put into being added to S&P 500.

Palantir (PLTR) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 87. Call put ratio 2 calls to 1 put into being added to S&P 500.

Erie Indemnity (ERIE) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 157 into added to S&P 500.

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 45. Call put ratio 1 call to 1 put into reaches pay agreement with union representing Seattle workers.

U.S. Steel (X) 30-day option implied volatility is at 74; compared to its 52-week range of 10 to 74. Call put ratio 1.6 calls to 1 put amid wide price movement.

Straddle prices into quarter results and into Trump Harris debate

Oracle (ORCL) September 13 weekly 142 straddle priced for a move of 8% into the expected release of quarter results after the bell on September 9.

Active movers into Trump Harris debate

Argan (AGX) 30-day option implied volatility is at 46; compared to its 52-week range of 19 to 52 with a focus on September 100 calls and October 90 puts.

VNET Group (VNET) 30-day option implied volatility is at 98; compared to its 52-week range of 67 to 156 with a focus on 4K contracts of September 2.5 calls trading at 35c and December 3 calls at 43c.

NRG Energy (NRG) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 87 with a focus on October 85 calls trading at $1.75.

First Majestic Silver (AG) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 69 with a focus on 13K contracts of January 2 puts trading as share price down.

Avantor (AVTR) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 84 with a focus on 5800 contracts of October 23 puts sold at 20c and 4200 sold at 25c.

Options with decreasing option implied volatility: PATH MDB GTLB ASAN IOT AI DLTR ZS
Increasing unusual option volume: PEG HP FYBR AVDL PL SATS DHT QYLD CYH PPL MCRB
Increasing unusual call option volume: PEG FYBR SATS PPL CYH DHT PTON MCRB
Increasing unusual put option volume: AVDL EMB LUNR CRH ASPN BXMT BAX APLD DOCU KBE
Popular stocks with increasing volume: AVGO GME NIO PTON INTC PLTR COIN AAL
Active options: NVDA TSLA AAPL AVGO AMD AMZN GME META NIO PTON INTC PLTR GOOGL COIN SMCI AAL MSFT SOFI X MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.43, natural gas down 3.3%, gold at $2524