Pre-Market IV Report December 27, 2023

Pre-Market IV Report December 27, 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: HUT MARA RKLB NFLX INTC STX CMCSA COF IBM RTX AXP GE T KMB VZ PG BOWL IOVA OUST BTCM

Stocks expected to have increasing option volume: UP AFRM UPST

Chip stocks option IV as share price near upper end of range

AMD (AMD) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 57 as share price near 52-week high.

Intel (INTC) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 48 as share price near 52-week high.

KLA Corporation (KLAC) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 46 as share price near 52-week high.

Finance tech option IV as AFRM & UPST share price near 52-week high

Upstart Holdings (UPST) 30-day option implied volatility is at 100; compared to its 52-week range of 73to 159 as share price near 52-week high.

Affirm Holdings (AFRM) 30-day option implied volatility is at 84; compared to its 52-week range of 64 to as share price near 52-week high.

Block (SQ) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 80.

PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 59 as share price near low end of range.

SoFi Technologies (SOFI) 30-day option implied volatility is at 64; compared to its 52-week range of 47 to 100 as share price near low end of range.

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

Rocket Companies (RKT) 30-day option implied volatility is at 54; compared to its 52-week range of 35 to 72 138 as share price near 52-week high.

Movers

CVRx (CVRX) 30-day option implied volatility is at 76; compared to its 52-week range of 60 to 123. Call put ratio 14 calls to 1 put with focus on January calls.

Tupperware Brands (TUP) 30-day option implied volatility is at 203; compared to its 52-week range of 61 to 346. Call put ratio 10.5 calls to 1 put with focus on January calls.

Ouster (OUST) 30-day option implied volatility is at 90; compared to its 52-week range of 20 to 115. Call put ratio 9.7 calls to 1 put with focus on February 10 calls.

Milestone Pharmaceuticals Inc. (MIST) 30-day option implied volatility is at 109; compared to its 52-week range of 44 to 128. Call put ratio 17 calls to 1 put with focus on January 5 calls.

Sigma Lithium Corp (SGML) 30-day option implied volatility is at 96; compared to its 52-week range of 47 to 169.

Options with decreasing option implied volatility: MULN KVUE MANU NKE FDX ACN GIS
Increasing unusual option volume: ALT CAN REAL CIFR OUST IREN OSCR
Increasing unusual call option volume: IFF CAN ALT AMT ACI NAT CME CIFR
Increasing unusual put option volume: EXPI NTES NAT IEF MANU CYTK
Popular stocks with increasing volume: BABA PLTR BAC COIN SOFI RIOT RIVN C F
Active options: TSLA NIO NVDA INTC AAPL AMD MARA AMZN MSFT GOOGL BABA PLTR BAC COIN SOFI RIOT RIVN C META F
Active ETFs: SPY QQQ IWM HYG TQQQ TLT EWZ EFA SOXL SQQQ
Global S&P Futures mixed in premarket, Nikkei up 1.3%, DAX mixed, WTI Crude oil recently at $75.50, natural gas up 3%, gold at $2076