Pre-Market IV Report April 24, 2024

Pre-Market IV Report April 24, 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: NVDL ELF NVDA ROST TGT MANU AY XP TPC TSLY FIP FUTU WSO RMD APH WSO CTVA DVAX PBR PSEC ALTN TSLA CERE

Stocks expected to have increasing option volume: TSLA META IBM NOW T BA BSX WM CMG CP GD CME HLT F TMO T BA HUM FTV BIIB

Option IV into quarter results

Meta Platforms (META) April weekly 495 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

IBM (IBM) April weekly 182 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

ServiceNow (NOW) April weekly 740 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Microsoft (MSFT) April weekly 407 straddle priced for a mov of 4.5% into the expected release of quarter results after the bell on April 25.

Alphabet (GOOG) April weekly 160 straddle priced for a mov of 6% into the expected release of quarter results after the bell on April 25.

Merck (MRK) April weekly 127 straddle priced for a mov of 3% into the expected release of quarter results before the bell on April 25.

T-Mobile (TMUS) April weekly 162.50 straddle priced for a mov of 3.5% into the expected release of quarter results before the bell on April 25.

Caterpillar (CAT) April weekly 365 straddle priced for a mov of 4.5% into the expected release of quarter results before the bell on April 25.

Comcast (CMCSA) April weekly 40 straddle priced for a mov of 5% into the expected release of quarter results before the bell on April 25.

Intel (INTC) April weekly 34 straddle priced for a mov of 6.5% into the expected release of quarter results after the bell on April 25.

Capital One (COF) April weekly 146 straddle priced for a mov of 4.5% into the expected release of quarter results after the bell on April 25.

Newmont (NEM) April weekly 38 straddle priced for a mov of 4% into the expected release of quarter results before the bell on April 25.

Royal Caribbean (RCL) April weekly 137 straddle priced for a mov of 6% into the expected release of quarter results before the bell on April 25.

Snap (SNAP) April weekly 11.50 straddle priced for a mov of 19% into the expected release of quarter results after the bell on April 25

Movers

HashiCorp, Inc (HCP) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 99 with focus on May options after WSJ report of potential IBM (IBM) deal.

Masco Corp. (MAS) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 75. Call put ratio 6.4 calls to 1 put with focus on May 75 and 80 calls.

MSCI (MSCI) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 26 as share price down.

ATI Inc (ATI) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 81. Call put ratio 1 call to 5 puts with focus on May 47.50 puts.

Conmed (CNMD) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 82 with focus on May 65 and 70 puts.

Pacira BioSciences (PCRX) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 88 with focus on August 20 and 25 put spreader.

Atlantica Yield Plc. (AY) 30-day option implied volatility is at 41; compared to its 52-week range of 17 to 71. Call put ratio 22 calls to 1 put with focus on May 20 calls as share price up.

Options with decreasing option implied volatility: PLCE DJT IBRX HE SPOT NFLX SVIX JBLU ABR TSM NEP UAL ZION ALK PLCE
Increasing unusual option volume: APH GL SGMO HCP MAS PPL HELE ATI BSX CP CMC REI LSXMK SMMT
Increasing unusual call option volume: APH SGMO BZUN HCP PPL BSX NVS LDOS
Increasing unusual put option volume: IBRX HCP CTVA CORT HTZ AGNC GL GSM
Popular stocks with increasing volume: C F BAC BABA SOFI SMCI GM FCX WMT RIVN
Active options: TSLA NVDA AMD AAPL AMZN MARA PLTR C RIOT F BAC BABA SOFI META SMCI GM FCX WMT RIVN AGNC
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $83, natural gas mixed, gold at $2331