Pre-Market IV Report April 29, 2024

Pre-Market IV Report April 29, 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: EDR GME MANU CGC IBRX ALCC ANVS

Stocks expected to have increasing option volume: PHG TSLA FCX ON NXPI SOFI CCK DPZ AMC PARA AMZN AMD PYPL

Option IV into Treasury refunding

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 19 into Treasury releases a variety of documents and data relating to Treasury borrowing and debt management policy each quarter.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 24 into Treasury releases a variety of documents and data relating to Treasury borrowing and debt management policy each quarter.

Straddle prices into quarter results

NXP Semiconductors (NXPI) May weekly 242 straddle priced for a mov of 6% into the expected release of quarter results today after the bell.

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

MicroStrategy (MSTR) May weekly 1280 straddle priced for a mov of 15% into the expected release of quarter results after the bell on April 29.

Amazon (AMZN) May weekly 180 straddle priced for a mov of 7.5% into the expected release of quarter results after the bell on April 30.

Advanced Micro Devices (AMD) May weekly 157 straddle priced for a mov of 8.5% into the expected release of quarter results after the bell on April 30.

PayPal (PYPL) May weekly 66 straddle priced for a mov of 9.5% into the expected release of quarter results before the bell on April 30.

Movers

Tesla (TSLA) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 66 into share price up before the bell.

Freeport-McMoran (FCX) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 43 into share price movement.

Annovis Bio Inc. (ANVS) 30-day option implied volatility is at 406; compared to its 52-week range of 21 to 448 into topline efficacy data for phase II/III study of buntanetap in patients with mild to moderate Alzheimer’s disease is expected in April.

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.

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.

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.

NOV Inc (NOV) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 84 amid active July 21 and 22 calls.

Carpenter Technology (CRS) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 82 amid active August 70, puts, 80 puts, August 85 calls and August 90 calls.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 16; compared to its 52-week range of 12 to 65 amid active May 69 and 72 calls.

Hertz Global (HTZ) 30-day option implied volatility is at 68; compared to its 52-week range of 29 to 108 amid active October and December 2.5 puts as share price down.

Philips (PHG) 30-day option implied volatility is at 48; compared to its 52-week range of 19 to 48 into settlement. Call put ratio 186 calls to 1 put with focus on May 22.50 calls.

Options with decreasing option implied volatility: CPRI STLA JBL IBRX SNAP PLD ROKU
Increasing unusual option volume: ALCC HUYA NOV AON PHG
Increasing unusual call option volume: HUYA NOV ANVS EPD SKX PHG
Increasing unusual put option volume: GGAL AVTR IBRX SKX XPO
Popular stocks with increasing volume: INTC SNAP SOFI XOM F MARA SMCI BABA GME COIN
Active options: NVDA TSLA INTC GOOGL META MSFT SNAP AMZN GOOG AAPL AMD PLTR SOFI XOM F MARA SMCI BABA GME COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83.50, natural gas uo 1.5%, gold at $2308