Pre-Market IV Report February 14, 2024

Pre-Market IV Report February 14, 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: PLCE MANU ARM IREN GRPN CART ABR PATH S BCYC SWTX VZIO INFA VLY DEI CYRX

Stocks expected to have increasing option volume: HOOD GDDY QDEL LYFT ROKU Z ZG ABNB UPST AKAM CART MODG MGM CART CSCO CME KHC OXY FROG DE QS AMAT DASH

Arm Holdings (ARM) option implied volatility at 125

Arm Holdings (ARM) 30-day option implied volatility is at 125; compared to its 52-week range of 34 to 171 amid sharp rally. Call put ratio 1.2 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 63; 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 47; 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.

Straddle prices into release quarter results

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

Twilio (TWLO) February 60 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Generac (GNRC) February 124 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

QuantumScape (QS) February 7.5 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Deere (DE) February 380 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 15.

Applied Materials (AMAT) February 180 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 15.

Stellantis (STLA) February 24 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 15.

Southern Company (SO) February 68 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 15.

DoorDash (DASH) February 116 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 15.

DraftKings (DKNG) February 43 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 15.

Roku (ROKU) February 90 straddle priced for a move of 22% into the expected release of quarter results after the bell on February 15.

Toast (TOST) February 19.50 straddle priced for a move of 15% into the expected release of quarter results after the bell on February 15.

Dropbox (DBX) February 32 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on February 15.

Shake Shack (SHAK) February 77.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 15.

Coinbase (COIN) February 140 straddle priced for a move of 13% into the expected release of quarter results.

Movers

Ecolab (ECL) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 73. Call put ratio 2.5 calls to 1 put.

Medpace Holdings (MEDP) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 96 with a focus on February 270 puts.

Vontier Corp. (VNT) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 69 with a focus on March 35 puts.

WESCO Int’l (WCC) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 89. Call put ratio 2.4 calls to 1 put as share price down 29%.

Proshares Ultrashort Dow 30 (DXD) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 76 with a focus on February 33 and March 34 calls.

Ishares Russell 3000 Etf (IWV) 30-day option implied volatility is at 13; compared to its 52-week range of 5 to 75 amid active March 295 and 305 call spreader.

Sensata Technologies (ST) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 44 amid active June 40 calls.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 3 puts.

VIZIO Holding Corp. (VZIO) 30-day option implied volatility is at 80; compared to its 52-week range of 37 to 80 on 12K contracts amid headlines.

Roku (ROKU) 30-day option implied volatility is at 88; compared to its 52-week range of 44 to 95 into expected release of quarter results on February 15.

Options with decreasing option implied volatility: CFLT SNAP BILL PAYC DOCS RBLX PINS FTNT ZI AFRM NET HAS DDOG UAA ELF SHOP EXPE
Increasing unusual option volume: LSCC FTI FOXA SSRM WCC CNHI VZIO ROKU
Increasing unusual call option volume: CNHI WCC SSRM HPP CAR LXRX ASPN GTHX
Increasing unusual put option volume: CAR SSRM AVTR NYCB VLY SATS
Popular stocks with increasing volume: ARM SHOP HOOD F SOFI KO SNAP PYPL BAC JBLU
Active options: NVDA TSLA PLTR AMD AAPL AMZN ARM META MARA SHOP MSFT HOOD F SOFI KO GOOGL SNAP PYPL BAC JBLU
Global S&P Futures mixed in premarket, Nikkei up 2.8%, DAX mixed, WTI Crude oil recently at $77.80, natural gas down 1%, gold at $2001