Pre-Market IV Report April 25, 2024

Pre-Market IV Report April 25, 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: ROST ATMU ELF NVDA META IBM CAT MSFT GOOG GOOGL INTC COF SNAP JNPR DLO FIP CPRI ARI GFL HPQ ACI AY GME

Stocks expected to have increasing option volume: META IBM HCP BHP NOW CMG VKTX GILD MSFT GOOG GOOGL NOW MRK TMUS CAT CMCSA F INTC UNP BMY NOC VLO COF NEM RCL ROK MRVL HON BMY MO KDP GEV RCL TSCO MBLY TXT LH LUV AAL HOG ORLY WU URI

Option IV into quarter results

Microsoft (MSFT) April weekly 410 straddle priced for a mov of 5% into the expected release of quarter results today after the bell.

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

Intel (INTC) April weekly 34.50 straddle priced for a mov of 7 into the expected release of quarter results today after the bell.

Capital One (COF) April weekly 149 straddle priced for a mov of 4.5% into the expected release of quarter results today after the bell.

Snap (SNAP) April weekly 11 straddle priced for a mov of 21% into the expected release of quarter results today after the bell.

Western Digital (WDC) April weekly 70 straddle priced for a mov of 7.5% into the expected release of quarter results today after the bell.

Exxon (XOM) April weekly 120 straddle priced for a mov of 2% into the expected release of quarter results before the bell on April 26.

Chevron (CVX) April weekly162.50 straddle priced for a mov of 2.5% into the expected release of quarter results before the bell on April 26.

AbbVie (ABBV) April weekly 167.50 straddle priced for a mov of 4% into the expected release of quarter results before the bell on April 26.

Colgate (CL) April weekly 89 straddle priced for a mov of 4% into the expected release of quarter results before the bell on April 26.

Phillips 66 (PSX) April weekly 157.50 straddle priced for a mov of 3% into the expected release of quarter results before the bell on April 26.

Charter Communications (CHTR) April weekly 265 straddle priced for a mov of 8% into the expected release of quarter results before the bell on April 26.

Auto Nation (AN) April weekly 160 straddle priced for a mov of 8.5% into the expected release of quarter results before the bell on April 26.

New York Community Bancorp (NYCB) April weekly 3 straddle priced for a mov of 17% into the expected release of quarter results before the bell on April 26.

Option IV into headlines

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 70.

Rio Tinto plc (RIO) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 66.

Vale S.A. (VALE) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 40.

UnitedHealth Group (UNH) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 30 into CEO to testify at May 1 House Panel hearing.

PENN Entertainment (PENN) 30-day option implied volatility is at 70; compared to its 52-week range of 37 to 75. Call put ratio 10 calls to 1 put with focus on April weekly 19.50 calls.

Hertz Global (HTZ) May option implied volatility is at 111, June is at 87; compared to its 52-week range of 20 to 108 into the expected release of quarter results on April 25. Call put ratio 1 call to 1.9 puts with focus on January 4 puts.

HP Inc. (HPQ) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 38. Call put ratio 3 calls to 1 put with focus on April weekly calls.

Guggenheim Solar Etf (TAN) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 54 amid active May 44 and 49 calls.

Helen of Troy (HELE) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 79 amid active May 115 and 120 puts.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 97. Call put ratio 1 call to 9.2 puts with focus on June 13 puts.

GE Vernova (GEV) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 51 with focus on June 130 puts.

Options with decreasing option implied volatility: DJT ENPH JBLU SPOT NFLX HAS VRT HE NEP
Increasing unusual option volume: EXTR CYH OWL NSC ETRN SNY HELE GL
Increasing unusual call option volume: CYH HCP ETRN NSC CPRI LDOS PCG
Increasing unusual put option volume: HCP ACAD BMRN CAN NSC IBRX BKR GEV SPGI
Popular stocks with increasing volume: BA PLTR F BABA CPRI SNAP TSM T INTC SMCI
Active options: TSLA NVDA AAPL AMD META AMZN BA RIOT MARA VRT PLTR F BABA CPRI SNAP TSM T NFLX INTC SMCI
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $83, natural gas mixed, gold at $2338