Pre-Market IV Report February 15, 2024

Pre-Market IV Report February 15, 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: IREN PLCE ARM VKTX MSOS MARA CLSK GRPN ASAN MSOX GNL MSTR CONY JCI DUK UPWK ROOT

Stocks expected to have increasing option volume: CSCO YETI PARA DKNG HLF SHAK COIN CROX FSLY QS DE TWLO FROG QS WH SPWR IOVA WEN H PARA

Arm Holdings (ARM) option implied volatility above 130

Arm Holdings (ARM) 30-day option implied volatility is at 132; compared to its 52-week range of 34 to 171 amid wide price movement. Call put ratio 1.5 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. Call put ratio 2 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 58.

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

Straddle prices into release quarter results

Deere (DE) February 385 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Applied Materials (AMAT) February 185 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

DoorDash (DASH) February 120 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

DraftKings (DKNG) February 44 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Roku (ROKU) February 91 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Toast (TOST) February 20 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

YETI Holdings, Inc. (YETI) February 47.50 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Crocs (CROX) February 108 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Dropbox (DBX) February 32 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

Coinbase (COIN) February 160 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Movers

Veris Residential, Inc (VRE) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 80 with a focus on March spreader.

Johnson Controls (JCI) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 76. Call put ratio 6 calls to 1 put with a focus on March calls.

Guggenheim S&P 500 Equal Weight Etf (RSP) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 37. Call put ratio 1 call to 2.6 puts with a focus on March puts.

Constellium (CSTM) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 128 with a focus on March weekly (1) 16 and 18 put spreader.

Wingstop (WING) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 93. Call put ratio 1 call to 1.9 puts as share price near record high.

Manchester United plc (MANU) 30-day option implied volatility is at 142; compared to its 52-week range of 25 to 155. Call put ratio 10.5 calls to 1 put.

Wingstop (WING) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 93. Call put ratio 1 call to 1.9 puts as share price near record high.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 196; compared to its 52-week range of 51 to 201 into lifileucel’s FDA action date on February 24, 2024. Call put ratio 5.2 calls to 1 put.

Options with decreasing option implied volatility: PAYC CFLT BILL DOCS UPST SAVE PINS AFRM UAA LYFT ZI HAS NET GNRC SHOP EXPE DDOG PYPL
Increasing unusual option volume: PPC CMI ATMU ASPN FROG H YETI QDEL MANU BTAI APD CHRW
Increasing unusual call option volume: ASPN MANU YETI CMI ATMU FROG LBTYA AGEN LSCC AVTR
Increasing unusual put option volume: APD CMI SSRM GPN AKAM YETI CC GGAL TRIP CART
Popular stocks with increasing volume: PLTR HOOD LYFT UBER ARM WBD COIN SOFI
Active options: NVDA TSLA AAPL PLTR AMD HOOD LYFT UBER META ARM AMZN SMCI WBD MSFT COIN UPST NFLX SOFI
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $76.50, natural gas up 1%, gold at $2006