Pre-Market IV Report March 6, 2024

Pre-Market IV Report March 6, 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: MSTR BITX SMCI GME MANU BITO BITI S HSBC COST MOR GLD OCEA ARDX MANU SOFI S NVDY UNFI IRBT IEP TECS

Stocks expected to have increasing option volume: ROST NIO CHPT CRWD JD ANF AEO CPB FL AVGO COST JWN UNFI

Straddle prices into quarter results

Broadcom (AVGO) March weekly 1340 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Costco (COST) March weekly 760 straddle priced for a move of 4% into the expected release of quarter results after the bell on March 7.

Petro Bras (PBR) March weekly 16 straddle priced for a move of 4% into the expected release of quarter results after the bell on March 7.

Marvell Technology (MRVL) March weekly 79 straddle priced for a move of 11% into the expected release of quarter results after the bell on March 7.

MongoDB (MDB) March weekly 212 straddle priced for a move of 11% into the expected release of quarter results after the bell on March 7.

Burlington Stores (BURL) March weekly straddle priced for a move of % into the expected release of quarter results before the bell on March 7.

BJ’s Wholesale (BJ) March 70 straddle priced for a move of 7% into the expected release of quarter results before the bell on March 7.

Ciena (CIEN) March 60 straddle priced for a move of 12% into the expected release of quarter results before the bell on March 7.

American Eagle (AEO) March weekly 24 straddle priced for a move of 11% into the expected release of quarter results before the bell on March 7.

DocuSign (DOCU) March weekly 50 straddle priced for a move of 10% into the expected release of quarter results after the bell on March 7.

Gap (GPS) March weekly 20 straddle priced for a move of 8% into the expected release of quarter results after the bell on March 7.

Kroger (KR) March weekly 49.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on March 7.

Movers

CSX Corp. (CSX) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 32. Call put ratio 21 calls to 1 put with a focus on March weekly (22) 39 calls.

US Global Jets (JETS) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 12 puts with a focus on May 19 puts.

Public Service Enterprise (PEG) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 53. Call put ratio 25 calls to 1 put with a focus on September 75 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 100.

Inari Medical, Inc. (NARI) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 76.

GlobalFoundries (GFS) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 86.

GitLab Inc (GTLB) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 107 on 80K contracts.

Wheaton Precious Metals Corp. (WPM) Wpm 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 39 on 7K contracts.

AeroVironment (AVAV) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 94 on 21K contracts.

Geron Corp (GERN) 30-day option implied volatility is at 205; compared to its 52-week range of 56 to 220.

Options with decreasing option implied volatility: IRWD LMND RXTX ARRY ESTC BMBL AAP SE DUOL AI RDFN GTLG CELH
Increasing unusual option volume: BMBL BBAI COMM REAL BOX CMI ERJ PEG
Increasing unusual call option volume: COMM REAL BBAI AVAV NOV CMI HPE BOX
Increasing unusual put option volume: SOUN ETRN CMI BMBL ATMU HCP SFIX
Popular stocks with increasing volume: SOFI NIO TGT INTC PLTR COIN SMCI BAC SNAP WMT
Active options: TSLA AAPL NVDA AMD SOFI MARA NIO GOOGL TGT MSFT AMZN INTC PLTR META COIN SMCI BAC GOOG SNAP WMT
Global S&P Futures down in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas down 1%, gold at $2135