Pre-Market IV Report February 26, 2024

Pre-Market IV Report February 26, 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: LULU PDD NKE ACN CPRI PLCE BKLN

Stocks expected to have increasing option volume: AA LI DPZ WDAY U ZM

Large movers option implied volatility

NVIDIA (NVDA) March weekly call option implied volatility is at 44, March is at 4;5 compared to its 52-week range of 32 to 68 into NVIDIA hosting its flagship GTC 2024 conference at the San Jose Convention Center from March 18-21.

Arm Holdings (ARM) March weekly call option implied volatility is at 94, March is at 114; compared to its 52-week range of 34 to 170.

Super Micro Computer (SMCI) March weekly call option implied volatility is at 134, March is at 114; compared to its 52-week range of 34 to 117.

Straddle prices into quarter results

Workday (WDAY) March weekly 305 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Zoom Video (ZM) March weekly 63 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Unity Software (U) March weekly 31 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Lowe’s (LOW) March weekly 230 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 27.

Monster Beverage (MNST) March 55 straddle priced for a move of 6% into the expected release of quarter results on February 27.

Coupang (CPNG) March weekly 16 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 27.

Agilent Technology (A) March 132 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 27.

eBay (EBAY) March weekly 44 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 27.

First Solar (FSLR) March weekly 143 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 27.

AutoZone (AZO) March weekly 2750 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 27.

Devon Energy (DVN) March weekly 44 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 27.

Salesforce (CRM) March weekly 292 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 28.

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.

Array Technologies Inc. (ARRY) 30-day option implied volatility is at 101; compared to its 52-week range of 44 to 139. Call put ratio 17 calls to 1 put with a focus on March 15 calls.

Altus Midstream Company (ALTM) 30-day option implied volatility is at 62; compared to its 52-week range of 21 to 74 with a focus on July 5 and 7 call spreader.

TechnipFMC (FTI) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 88 with a focus on April 19 puts.

BioMarin Pharma (BMRN) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 96 with a focus on April 85 puts.

XP Inc. (XP) 30-day option implied volatility is at 61; compared to its 52-week range of 40 to 75 with option spreaders active on 93K contracts.

Options with decreasing option implied volatility: ROKU TDOC SEDG ARM TTD RNG TDS IOCA BE DKNG W CVNA
Increasing unusual option volume: FTI PTEN EWY ALTM HUYA ROOT XP CMI
Increasing unusual call option volume: ALTM CMI KALV KDP XP INDI FIS NYCB
Increasing unusual put option volume: URA PTEN XP DOCN SOUN FYBR BMRN IBRX NYCB
Popular stocks with increasing volume: PFE RIVN SMCI SQ CVNA WBD PANW MARA ARM
Active options: NVDA TSLA AMD AAPL RIVN META SMCI SQ CVNA AMZN MSFT PLTR WBD PANW MARA ARM INTC NIO PFE GOOGL
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $76, natural gas up 4%, gold at $2042