Pre-Market IV Report May 10, 2024

Pre-Market IV Report May 10, 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: BITI BKKT GTLB SRPT IP IOT DOCU LULU INSM TDS OLMA PWSC CRCT BE TGI EHAB SUZ RCM NTRA ABR USM IP SAM SYF PTLO BEN AVAV

Stocks expected to have increasing option volume: BA U MTD AKAM PODD DBX FROG SYNA ARRY TDS USM DBX YELP HE SBGI SG BLNK BE SVV SPHR MSGE SG VSCO HRB U SOUN SVV BE GRPN GETY BLNK

Boeing (BA) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 39 as share price above $180.

Telecom IV amid WSJ break up headlines

Telephone & Data Systems (TDS) 30-day option implied volatility is at 94; compared to its 52-week range of 37 to 123 amid WSJ headlines. Call put ratio 3.2 calls to 1 put.

U.S. Cellular (USM) 30-day option implied volatility is at 74; compared to its 52-week range of 40 to 132 amid WSJ headlines.

T-Mobile (TMUS) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 38. Call put ratio 3.4 calls to 1 put.

Verizon Communications (VZ) 30-day option implied volatility is at 16; compared to its 52-week range of 15 to 33. Call put ratio 2.2 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 38. Call put ratio 9.4 calls to 1 put on 71K contracts.

Comcast (CMCSA) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 31.

Charter Communications (CHTR) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 53.

Straddle prices into quarter results

Petrobras (PBR) May 17 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on May 13.

Home Depot (HD) May 347 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on May 14.

Alibaba (BABA) May 79 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 14.

Sony (SONY) May 77 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 14.

On Holdings (ONON) May 31 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 14.

DLocal (DLO) May 13.50 straddle priced for a move of 24% into the expected release of quarter results after the bell on May 14.

Boot Barn (BOOT) May 105 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 14.

Cisco (CSCO) May 48 straddle priced for a move of 6% into the expected release of quarter results after the bell on May 15.

Movers

Equinix (EQIX) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 99 as share price up.

NAPCO Security Tech (NSSC) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 77 with a focus on May 45 calls.

EPAM Systems (EPAM) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 83 on active July 210 and 220 calls.

California Water Service (CWT) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 30 with focus on June 50 and 55 calls.

Silvercorp Metals (SVM) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 60 on active October 5 calls.

Options with decreasing option implied volatility: CFLT UPST CGC HIMS IRBT BILL SYM PLTR TOST AFRM
Increasing unusual option volume: PTEN ALCC SKIN USFD YELP DV H
Increasing unusual call option volume: PZZA ET SKIN SYF ALCC BEN WELL DV CAMT
Increasing unusual put option volume: ZI PTEN FROG AKAM BMBL SG APH TDS DBX TMC CDLX
Popular stocks with increasing volume: ARM RBLX PLTR SBUX RIVN UBER PFE ABNB INTC WBD
Active options: NVDA TSLA AMZN AAPL HOOD AMD ARM RBLX PLTR META AMC SBUX MARA RIVN UBER PFE ABNB INTC MSFT WBD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.50, natural gas mixed, gold at $2374