Pre-Market IV Report April 10, 2024

Pre-Market IV Report April 10, 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: BYND ACB GRPN IRBT HIMS UPST TSLY PARA TTD APP CPRI TOST CELH BMBL U UAA IEP PBR TPR

Stocks expected to have increasing option volume: BABA DAL TLRY KMX JPM C WFC BAC GS MS BA TSM

Alphabet (GOOGL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 39 as share price near a record high.

Alibaba (BABA) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 52.

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 39 amid headlines.

Taiwan Semi (TSM) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 48.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 25 into CPI release.

Straddle prices into quarter results

Delta Air Lines (DAL) April weekly 47 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

JPMorgan (JPM) April weekly 197.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 12.

Wells Fargo (WFC) April weekly 57 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 12.

Citigroup (C) April weekly 62 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 12.

Athletic companies option IV into CPI release

Skechers USA (SKX) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 74.

On Holding AG (ONON) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 72.

Deckers Brands (DECK) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 49.

Nike (NKE) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 42. Call put ratio 1.8 calls to 1 put.

lululemon athletica (LULU) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 51.

Under Armour Inc (UAA) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 63.

Crocs (CROX) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 64.

Hudbay Minerals (HBM) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 84. Call put ratio 21 calls to 1 put with focus on October 7.5 calls.

CRH plc (CRH) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 71. Call put ratio 25 calls to 1 put with focus on May 87.50 and 95 calls.

Coeur Mining (CDE) 30-day option implied volatility is at 82; compared to its 52-week range of 49 to 115. Call put ratio 13 calls to 1 put with focus on April 5.5 calls as share price up 4.6%.

VIZIO Holding Corp. (VZIO) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 80 on active option volume of 26K contracts.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 24. Call put ratio 4.9 calls to 1 put with focus on April 182.50 calls.

American Express (AXP) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 33 as share price down 2.1%.

AssetMark Financial Holdings Inc. (AMK) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 92 on active May 40 calls.

Pitney-Bowes (PBI) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 93 amid active January 7 calls as share price up 9.3%.

Clean Harbors (CLH) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 66 amid active May 220 and 240 calls.

Vimeo (VMEO) 30-day option implied volatility is at 81; compared to its 52-week range of 27 to 97. Call put ratio 154 calls to 1 put with a focus on April 2.5 and 5 calls.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 320; compared to its 52-week range of 21 to 333 into topline efficacy data for phase II/III study of buntanetap in patients with mild to moderate Alzheimer’s disease is expected in April. Call put ratio 1 call to 8 puts.

Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 70; compared to its 52-week range of 37 to 78.

Options with decreasing option implied volatility: HE ACI LUNR EDR CAG
Increasing unusual option volume: INVZ OPK VZIO ETRN LW GGAL OUST GOGO MAXN PAA BNS INFN
Increasing unusual call option volume: INVZ OPK GGAL ETRN PAA EWY VZIO
Increasing unusual put option volume: UWMC LW CRON MAXN PAA IBB AG MTUM SABR TME NVDL
Popular stocks with increasing volume: INTC SOFI TSM BABA PFE NIO MU PLTR ARM
Active options: TSLA NVDA INTC AAPL AMD GOOGL AMZN META GOOG TLRY SOFI TSM BABA PFE NIO MSFT MARA MU PLTR ARM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85.50, natural gas up 2%, gold at $2371