Pre-Market IV Report February 13, 2024

Pre-Market IV Report February 13, 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: MANU ARM PLCE CART MARA GRPN ABR GTLB ASAN ANET MSTR PATH PSEC DG DKS DLTR CDNS

Stocks expected to have increasing option volume: ARM NVDA CAR SHOP ABNB JBLU SAVE TRIP ANET ZI BB VNO UPST HAS TAP KO ZTS MAR ECL DDOG BIIB GFS QSR LDOS TRU AN KLG

Arm Holdings (ARM) option implied volatility increases

Arm Holdings (ARM) 30-day option implied volatility is at 171; compared to its 52-week range of 34 to 171 amid sharp rally. Call put ratio 1.3 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 61; compared to its 52-week range of 32 to 68 into expected release of quarter results after the bell on February 21.

AMD (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 58.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 36.

Option IV as Bitcoin trades above $50,000

Coinbase (COIN) 30-day option implied volatility is at 96; compared to its 52-week range of 59 to 131 as Bitcoin trades above $50,000.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 143; compared to its 52-week range of 89 to 196.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 87; compared to its 52-week range of 55 to 104.

Riot Platforms (RIOT) 30-day option implied volatility is at 119; compared to its 52-week range of 84 to 144.

Straddle prices into release quarter results

Airbnb (ABNB) February 152 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Upstart Holdings (UPST) February 35.5 straddle priced for a move of 25% into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February 47 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Cisco (CSCO) February 50 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 14.

CME (CME) February 205 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 14.

Kraft Heinz (KHC) February 37 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 14.

Occidental (OXY) February 58 straddle priced for a move of 3% into the expected release of quarter results after the bell on February 14.

Twilio (TWLO) February 71 straddle priced for a move of 12.5% into the expected release of quarter results after the bell on February 14.

Generac (GNRC) February 130 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 14.

QuantumScape (QS) February 8 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 14.

JFrog (FROG) February 35 straddle priced for a move of 11.5% into the expected release of quarter results after the bell on February 14.

Movers

TripAdvisor (TRIP) 30-day option implied volatility is at 60; compared to its 52-week range of 33 to 67 into forming special committee. Call put ratio 3.1 calls to 1 put

JetBlue Airways (JBLU) 30-day option implied volatility is at 63; compared to its 52-week range of 35 to 108. Call put ratio 7.1 calls to 1 put into headlines Carl Icahn reports 9.91% stake in JetBlue, held talks over board seats.

Manchester United plc (MANU) 30-day option implied volatility is at 124; compared to its 52-week range of 25 to 155.

Options with decreasing option implied volatility: SYM MOR SNAP CFLT BILL HTZ RBLX PAYC PAYC SAVE DOCS PINS AFRM ENPH UAA PLTR FTNT SPOT NET
Increasing unusual option volume: BTAI MAT LSCC NYCB FOXA LXRX FROG HEAR WISH TEVA
Increasing unusual call option volume: LSCC MAT LXRX FROG NYCB HEAR TEVA NNOX ITUB WISH LITE
Increasing unusual put option volume: WISH NYCB AVTR KDP LSCC SOUN ARM TEVA MNDY PSEC WMT BIG
Popular stocks with increasing volume: ARM TEVA SNAP INTC PYPL BAC SOFI
Active options: NVDA TSLA AMD PLTR ARM MARA META AMZN TEVA SNAP INTC MSFT F PYPL RIOT BAC SMCI HOOD SOFI
Global S&P Futures mixed in premarket, Nikkei up 2.8%, DAX mixed, WTI Crude oil recently at $77, natural gas mixed, gold at $2038