Pre-Market IV Report February 22, 2024

Pre-Market IV Report February 22, 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: PDD SIG LULU FDX NKE ACN MANU INDI S UPBD MU ANSS JXN SWN HST

Stocks expected to have increasing option volume: NVDA SNPS TCOM RIVN EXAS MOS ETSY LCID FIVN DOCN CAKE JACK NOVA KDP MRNA ITCI W PLNT NKLA SQ RUN PANW SNPS CWH SOUN NNOX BROS FIVN RCL CCL NCLH

NVIDIA (NVDA) option implied volatility into share price up $96 in premarket (record high)

NVIDIA (NVDA) February weekly call option implied volatility is at 156, March is at 63; compared to its 52-week range of 32 to 68.

Straddle prices into quarter results

Intuit (INTU) February weekly 640 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) February weekly 3740 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

EOG Resources (EOG) February weekly 116 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

MercadoLibre (MELI) February weekly 1740 straddle priced for a move of 7.5% into the expected release of quarter results today.

Block (SQ) February weekly 65.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Cheniere (LNG) February weekly 165 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Rocket (RKT) February weekly 11 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Warner Bros Discovery (WBD) February weekly 9.5% straddle priced for a move of 10% into the expected release of quarter results before the bell on February 23.

Movers

Gentherm (THRM) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 53 as share price up.

Criteo S.A. (CRTO) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 48 with a focus on October 30 and 35 calls.

Remitly Global (RELY) 30-day option implied volatility is at 86; compared to its 52-week range of 34 to 81 amid active March 12.50 and 15 puts.

Trip.com Group (TCOM) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 90 on active option volume.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 27 amid active option volume.

Options with decreasing option implied volatility: IOVA VRM MANU ABR UPST CART APP LYFT
Increasing unusual option volume: APLT CMI GSM SOUN KDP GLR MED
Increasing unusual call option volume: APLT CMI FLR INDI KDP SOUN TPX
Increasing unusual put option volume: CMI SOUN DBX PLNT TCOM SABR NSC
Popular stocks with increasing volume: PANW PLTR BABA RIVN SMCI ARM BAC PYPL COIN
Active options: TSLA NVDA AAPL AMZN PANW AMD INTC PLTR BABA META RIVN MARA MSFT SMCI ARM BAC GOOGL MPW PYPL COIN
Global S&P Futures higher in premarket, Nikkei up 2%, DAX up 1%, WTI Crude oil recently at $78.50, natural gas down 1.5%, gold at $2039