Pre-Market IV Report April 17, 2024

Pre-Market IV Report April 17, 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: SE DJT HE ONON STNE CSCO NU PANW SONY TTWO DE WMT AGNC HD ACI ARCC PAYX HHH TECH SNOW ASND

Stocks expected to have increasing option volume: UAL JBHT IBKR ADSK ASML ABT PLD CSX USB TRV CCI KMI LVS AA OZK SLG BA SPR ENV HE ANVS TSM ISRG AXP NFLX ALK CMA PG KEY BX STX

Option IV into quarter results

Taiwan Semiconductor (TSM) April 140 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 18. Call put ratio 2.9 calls to 1 put.

Netflix (NFLX) April 617 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 18.

Intuitive Surgical (ISRG) April 377 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 18.

Blackstone (BX) April 122 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 18.

Seagate Technology (STX) April 84 straddle priced for a move of 5% into the expected release of quarter results on April 18.

Alaska (ALK) April 40 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 18.

Comerica (CMA) April 50 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 18.

Westamerica Bancorporation (WABC) April 45 straddle priced for a move of 5.5% into the expected release of quarter results on April 18.

Keycorp (KEY) April 14 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 18.

Procter & Gamble (PG) April 155 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 19.

American Express (AXP) April 217 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 19.

Movers

Envestnet (ENV) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 293. Call put ratio 28 calls to 1 put with focus on August calls amid headlines.

Hawaiian Electric Industries (HE) 30-day option implied volatility is at 69; compared to its 52-week range of 26 to 55. Call put ratio 1 call to 3 puts amid wide price movement.

Coupang (CPNG) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 55. Calls put ratio 4.4 calls to 1 put with focus on August 25 calls.

GSK (GSK) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 24. Call put ratio 12 calls to 1 put with focus on April weekly (26) 41 calls.

Global Payments (GPN) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 78. Call put ratio 1 call to 29 puts with focus on May 110 puts.

Cemex S.A. (CX) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 44 amid active May 8, July 8 and July 12 calls.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 374; 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 2.6 calls to 1 put.

Options with decreasing option implied volatility: CPRI BHC KMX FAST RITM
Increasing unusual option volume: FYBR GL ALCC LW MUB ETRN SAGE CX JBHT HE MCBC ENV ANVS
Increasing unusual call option volume: NVEI EYPT NNDM ELAN BNS IBKR CMA AVDL LYV
Increasing unusual put option volume: KDP LW GL MUB JBHT JETS DRI ITCI GOEV TAL ITUB LYV
Popular stocks with increasing volume: BAC AMC COIN C PLTR DJT RIVN BABA GOLD MU TSM
Active options: TSLA AAPL NVDA AMD BAC AMZN AMC COIN C PLTR DJT RIVN MARA BABA META GOLD MSFT GOOGL MU TSM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85, natural gas down 2%, gold at $2393