Pre-Market IV Report December 26, 2023

Pre-Market IV Report December 26, 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: MARA HUT ZIM RKLB JEPI CGC BOWL HIVE RKLB NTES HUT MARA ANSS DWAC WWW LVWR BILI NARI SNPS HOLI XRX RTX

Stocks expected to have increasing option volume: MANU ANSS INTC INFY

Option IV for stocks near 52-week high with option volume

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 76; compared to its 52-week range of 55 to 104 on volume of 74K contracts.

Coinbase (COIN) 30-day option implied volatility is at 87; compared to its 52-week range of 59 to 131 on 438K contracts.

Booking Holdings (BKNG) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 39.

Moderna (MRNA) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 66 amid 97K contracts with a focus on December weekly (22) calls.

Apple (AAPL) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 43 as share price near record high.

Snap (SNAP) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 116. Call put ratio 1.1 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 40 as gold trades $2071. Call put ratio 2.6 calls to 1 put on 433K contracts.

ANSYS (ANSS) January call option implied volatility is at 46, February is at 47; compared to its 52-week range of 22 to 68 after reports the company is weighing options, including a sale following takeover interest. Call put ratio 1 call to 1 put on 11K contracts with a focus on January 300 puts.

Blackline Inc. (BL) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 65 with a focus on January 65 calls.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 83; compared to its 52-week range of 49 to 123. Call put ratio 8.6 calls to 1 put.

Overseas Shipholding Group (OSG) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 56 on active January 5 calls.

Icahn Enterprises L.P. (IEP) 30-day option implied volatility is at 46; compared to its 52-week range of 8 to 158 on active option volume of 15K contracts.

Gentex Corp (GNTX) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 49 on active February and June puts.

Cogent Biosciences (COGT) 30-day option implied volatility is at 105; compared to its 52-week range of 66 to 185 on active January calls and puts.

Options with decreasing option implied volatility: MULN CFLT AYX SGML CYTK AUPH LNTH TSLY BXMT
Increasing unusual option volume: CAN PTEN INVZ ZTO ASPN NTES RKLB ALT
Increasing unusual call option volume: ASPN CAN NTES RKLB HIVE LITE ALT IREN
Increasing unusual put option volume: ZTO NTES CYTK NAT RKLB PLL ROIV SNPS JNK
Popular stocks with increasing volume: NKE COIN RIOT BABA INTC NIO F BAC PFE MU
Active options: TSLA MARA AAPL NKE COIN MSFT AMD GOOGL AMZN META RIOT BABA INTC NIO F BAC PFE MU GOOG
Active ETFs: SPY QQQ IWM GDX HYG TLT GLD SLV TQQQ FXI EEM KWEB SQQQ XLF EWZ XBI KRE UVXY SOXL TNA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.50, natural gas down 4%, gold at $2072