Pre-Market IV Report December 22, 2023

Pre-Market IV Report December 22, 2023

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: ZIM SUN IREN OSCR PENN ACI CPRX AVO MP BOWL WBD TGI PX AIR QID FROG SIMO FAF

Stocks expected to have increasing option volume: NKE UA UAA ONON DKS FL X

Movement

Snap (SNAP) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 116. Call put ratio 1.2 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 40 as gold trades $2076. Call put ratio 2.8 calls to 1 put.

Option IV into Nike (NKE) results and holiday weekend

Under Armour (UA) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 95.

Skechers USA (SKX) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 72.

On Holding AG (ONON) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 111.

Dick’s Sporting Goods (DKS) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 53 into Nike (NKE) results.

Foot Locker (FL) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 84 into Nike (NKE) results.

lululemon athletica (LULU) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 51.

Movers

MP Materials (MP) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 76. Call put ratio 9.6 calls to 1 put with focus on January 20 calls.

Flowers Foods (FLO) February 20 puts active with stock at $22.26.

NextDecade (NEXT) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 179. Call put ratio 183 calls to 1 put as share price up.

Bank OZK (OZK) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 104. Call put ratio 1 call to 7.9 puts with focus on February puts.

ZimVie Inc. (ZIMV) January 15 puts active with share price at $17.70.

Options with decreasing option implied volatility: AYX MULN AUPH PNT TSLY
Increasing unusual option volume: ZTO BVN IREN ZIMV OZK MP NEXT FLO
Increasing unusual call option volume: ESPR IREN CF CAN CYTK
Increasing unusual put option volume: ZTO ICLN BB OZK URBN
Popular stocks with increasing volume: CCL AFRM COIN BABA BAC NIO NKE INTC C PLTR
Active options: TSLA AAPL NVDA AMZN AMD MU MARA META CCL GOOGL MSFT AFRM COIN BABA BAC NIO NKE INTC C PLTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.50, natural gas mixed, gold at $2076