Pre-Market IV Report December 28, 2023

Pre-Market IV Report December 28, 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: APLS CIFR MARA RKLB NFLX PENN INTC ISRG CMCSA COF IBM KALV APLS

Stocks expected to have increasing option volume: SPY RUT QQQ IWM

Option IV for stocks near 52-week high

Meta Platforms (META) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 68.

Signet Jewelers (SIG) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 72 as share price near 52-week high. Call put ratio 1 call to 5.2 puts with a focus on January weekly puts.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 86; compared to its 52-week range of 55 to 104 as share price near 52-week high.

Intuit (INTU) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 45 as share price near 52-week high.

Caterpillar (CAT) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 38 as share price near 52-week high.

Movers

Cytokinetics (CYTK) 30-day option implied volatility is at 92; compared to its 52-week range of 42 to 280 amid active January calls and puts.

Camtek Ltd (CAMT) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 63 amid active May 70 and 80 calls.

Ironwood Pharma (IRWD) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 89. Call put ratio 3.5 calls to 1 put.

Samsara Inc (IOT) 30-day option implied volatility is at 55; compared to its 52-week range of 45 to 98 amid active January weekly and January options.

Veracyte (VCYT) 30-day option implied volatility is at 83; compared to its 52-week range of 50 to 117 on active February 30 puts.

TeraWulf (WULF) 30-day option implied volatility is at 236; compared to its 52-week range of 20 to 247 amid active February options.

Options with decreasing option implied volatility: CYTK MULN MANU KMX CCL FDX CCL FDX NKE GIS
Increasing unusual option volume: RITM MFA FITB TRP OBDC CAN ALT BKRT
Increasing unusual call option volume: RITM MFA FITB ALT CAN BKKT
Increasing unusual put option volume: PLL CYTK YUMC NTES IEF ICLN VLY
Popular stocks with increasing volume: COIN SOFI INTC BABA PFE NKE PLTR HOOD
Active options: TSLA AAPL MARA NVDA AMD AMZN NIO COIN SOFI INTC META BABA PFE RIOT MSFT GOOGL SE NKE PLTR HOOD
Active ETFs: SPY QQQ IWM TLT EWZ HYG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.50, natural gas up 3%, gold at $2085