Pre-Market IV Report April 26, 2024

Pre-Market IV Report April 26, 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: GME MSFT GOOG GOOGL XOM CVX SNAP TMUS INTC GILD INTC COF JNPR ROKU TDOC SKX BIIB G NAVI GNW EQIX

Stocks expected to have increasing option volume: MSFT GOOGL GOOG TMUS INTC KLAC GILD COF EW DXCM TEAM LHX WDC SNAP JNPR ROKU XOM CVX ABBV HCA CL CHTR AN TDOC SKX VRSN SAM BIIB SKX TDOC

Straddle prices into quarter results

NXP Semiconductors (NXPI) May weekly 240 straddle priced for a mov of 6% into the expected release of quarter results after the bell on April 29.

ON Semiconductor (ON) May weekly 66 straddle priced for a mov of 9% into the expected release of quarter results before the bell on April 29.

Domino’s Pizza (DPZ) May weekly 495 straddle priced for a mov of 6.5% into the expected release of quarter results before the bell on April 29.

Paramount Global (PARA) May weekly 12 straddle priced for a mov of 14% into the expected release of quarter results after the bell on April 29.

MicroStrategy (MSTR) May weekly 1240 straddle priced for a mov of 15% into the expected release of quarter results after the bell on April 29.

F5 (FFIV) May 180 straddle priced for a mov of 7.5% into the expected release of quarter results after the bell on April 29.

Crown Holdings (CCK) May 80 straddle priced for a mov of 8% into the expected release of quarter results after the bell on April 29.

SoFi Technologies (SOFI) May weekly 7.5 straddle priced for a mov of 14% into the expected release of quarter results before the bell on April 29.

Movers

Sallie Mae (SLM) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 82 amid active July 20 puts.

MiMedx Group (MDXG) 30-day option implied volatility is at 60; compared to its 52-week range of 27 to 73 with focus on May 7.5 puts.

PTC Therapeutics (PTCT) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 157 with a focus on June 25 puts.

Skechers USA (SKX) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 74 amid August 55 puts.

United Rentals (URI) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 49.

Options with decreasing option implied volatility: HCP IBRX CGC ALGN TSLL ENPH NFLX CPRI CLS HAS SPOT
Increasing unusual option volume: PTEN HCP CYH NEXT PBR IMAX
Increasing unusual call option volume: PBR HCP HLT CYH PEG ROIV NSC
Increasing unusual put option volume: BFH HCP CARR SKX HL PSEC NSC FTAI
Popular stocks with increasing volume: AMD SNAP INTC GOOG PBR BA NEM F PFE BAC AAL PLTR
Active options: TSLA META NVDA MSFT AMZN GOOGL AAPL AMD SNAP INTC GOOG PBR BA NEM F PFE BAC MARA AAL PLTR
Global S&P Futures up in premarket, Nikkei up, DAX mixed, WTI Crude oil recently at $83, natural gas down 3.5%, gold at $2358