Pre-Market IV Report February 27, 2024

Pre-Market IV Report February 27, 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 HYG HIMS SOUN VKTX CARG EVER ROOT MARA MSTR COIN SHLS ATEC BMBL RIOT EYE TREE ADTN GME HOOD PAR

Stocks expected to have increasing option volume: WDAY U ZM LOW HES CVX IRBT HIMS CARG FIVN EXPE PARA CAVA BROS CPNG A MNST EBAY FSLR AZO DVN BBY M CRM SNOW TJX BIDU HPQ EDR AI PARA IQ BUD PSTG HES

Movers option implied volatility

NVIDIA (NVDA) March weekly call option implied volatility is at 49, March is at 45; 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 120, March is at 126; compared to its 52-week range of 34 to 170.

Option IV as Bitcoin trades above $56,500 as Bitcoin halving is approaching

Coinbase (COIN) 30-day option implied volatility is at 90; compared to its 52-week range of 59 to 126 as Bitcoin trades above $56,500 as Bitcoin halving is approaching.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 145; compared to its 52-week range of 89 to 196.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 95; compared to its 52-week range of 55 to 104 .

Riot Platforms (RIOT) 30-day option implied volatility is at 115; compared to its 52-week range of 84 to 144 . Call put ratio 3.2 calls to 1 put.

Straddle prices into quarter results

Salesforce (CRM) March weekly 300 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 28.

TJX Companies (TJX) March weekly 100 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 28.

Snowflake (SNOW) March weekly 230 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 28.

Paramount Global (PARA) March weekly 11 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 28.

C3.ai (AI) March weekly 29 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 28.

Movers

Hess Corp. (HES) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 50. Call put ratio 1 call to 5.9 puts.

Altice USA (NATUS) 30-day option implied volatility is at 133; compared to its 52-week range of 62 to 132. Call put ratio 4.7 calls to 1 put amid wide price movement.

Freshpet (FRPT) 30-day option implied volatility is at 37; compared to its 52-week range of 31 TO 107 as share price up.

Newmont (NEM) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 41.

Alcoa (AA) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 66.

Archrock (AROC) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 86 on active December 17.50 puts.

American Axle (AXL) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 101 on active July 10 calls.

ADTRAN (ADTN) 30-day option implied volatility is at 66; compared to its 52-week range of 33 to 62 amid active March 6 calls.

Vistra Energy (VST) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 89. Call put ratio 7 calls to 1 put amid active March 55 calls.

Intuitive Machines (LUNR) call put ratio 3.3 calls to 1 put after moon landing.

Options with decreasing option implied volatility: IOVA CRK CVNA TDOC TDS AAOI RNG SEDG W VRT SQ MANU ETSY BROS JOBY
Increasing unusual option volume: RBA SOUN USFD DV REAL ATUS
Increasing unusual call option volume: ATUS REAL SOUN BBAI GENI HIMS
Increasing unusual put option volume: BMBL SOUN URA KDP ICLN AVTR HIMS WDAY
Popular stocks with increasing volume: PANW RIVN HOOD COIN MU SOFI PLTR ARM WMT SOUN
Active options: TSLA NVDA GOOGL AAPL MARA PANW AMD RIVN HOOD AMZN COIN MU GOOG SOFI PLTR ARM WMT META SOUN MSFT
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $77, natural gas down 3%, gold at $2045