Pre-Market IV Report April 11, 2024

Pre-Market IV Report April 11, 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: IRBT BYND HIMS GRPN UPST APP PARS TTD RIVN TSLY CELH U TOST CPRI BMBL COHR IPE PBR TRIP UAA TPR TSN CPNG EA DIS AKAM BUD PAA

Stocks expected to have increasing option volume: FAST STZ.B KMX JPM C WFC BLK BAC GS MS VRTX ALPN CALM JANX

Straddle prices into quarter results

JPMorgan (JPM) April weekly 195 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.

BlackRock (BLK) April weekly 785 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 12.

Citigroup (C) April weekly 60 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 12.

State Street (STT) April 75 straddle priced for a move of 6% the expected release of quarter results before the bell on April 12.

Option implied volatility for Home-Building Stocks

Toll Brothers (TOL) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 41. Call put ratio 1 call to 2.7 puts.

Beazer Homes (BZH) 30-day option implied volatility is at 52; compared to its 52-week range of 36 to 97. Call put ratio 8.8 calls to 1 put.

Lennar (LEN) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 38.

PulteGroup (PHM) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 45.

D.R. Horton (DHI) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 40. Call put ratio 1 call to 3 puts.

Whirlpool (WHR) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 44.

Generac Holdings (GNRC) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 67.

Home Depot (HD) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 31.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 34.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 34. Call put ratio 1 call to 2.7 put as share price down.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 49. Call put ratio 2.6 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 25.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 6; compared to its 52-week range of 5 to 11.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 7; compared to its 52-week range of 5 to 11. Call put ratio 1 call to 5 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 9; compared to its 52-week range of 7 to 13.

SL Green Realty (SLG) 30-day option implied volatility is at 61; compared to its 52-week range of 48 to 121. Call put ratio 1 call to 2.2 puts.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 105.

Boston Properties (BXP) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 87.

Movers

Hexcel Corp. (HXL) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 32. Call put ratio 14 calls to 1 put.

ZoomInfo Technologies Inc. (ZI) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 92 amid active May 18 calls.

Blue Owl Capital (OWL) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 49 amid active August 18 puts.

Viridian Therapeutics (VRDN) 30-day option implied volatility is at 70; compared to its 52-week range of 50 to 101 amid active May 15 puts.

IAC/Interactive Corp (IAC) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 81. Call put ratio 1 call to 103 puts with focus on April and May 50 puts.

Icici Bank Limited (IBN) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 66. Call put ratio 4.3 calls to 1 put.

Fidelity National Financial (FNF) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 74. Call put ratio 6.7 calls to 1 put with focus on April 50 calls.

First American Financial (FAF) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 36.

Zillow (Z) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 61. Call put ratio 1 call to 2 puts.

Redfin (RDFN) 30-day option implied volatility is at 105; compared to its 52-week range of 57 to 111.

Rocket Companies (RKT) 30-day option implied volatility is at 63; compared to its 52-week range of 35 to 68.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 65. Call put ratio 1 call to 3 put with focus on April 6.5 puts.

Hexcel Corp. (HXL) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 32. Call put ratio 14 calls to 1 put.

Janux Therapeutics (JANX) 30-day option implied volatility is at 104; compared to its 52-week range of 67 to 198 on active option volume of 5K contracts.

Cal-Maine Foods (CALM) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 88.

Vertex Pharmaceutials (VRTX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 334into acquiring Alpine Immune Sciences (ALPN) for $65 per share. Call put ratio 1 call to 6.2 puts with focus on April 430 and 440 puts.

Alpine Immune Sciences (ALPN) 30-day option implied volatility is at 128; compared to its 52-week range of 50 to 154 into Vertex Pharmaceutials (VRTX) acquiring Alpine Immune Sciences (ALPN) for $65 per share. Call put ratio 1.1 calls to 1 put amid active August 40 puts active

Options with decreasing option implied volatility: ACI CAG
Increasing unusual option volume: OPK DM LW IAU AMT VZIO
Increasing unusual call option volume: GSM AMT OPK IAU OUST APH
Increasing unusual put option volume: VXIO LW DRI AVTR ACB ICLN PSNY
Popular stocks with increasing volume: INTC DAL PFE BAC MU BA C BABA TSM SOFI
Active options: TSLA NVDA AAPL AMD AMZN META INTC DAL PFE BAC MSFT MU BA GOOGL C BABA PLTR MARA TSM SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85.50, natural gas mixed, gold at $2347