Pre-Market IV Report May 8, 2024

Pre-Market IV Report May 8, 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: GME GTLB SRPT ASAN IOT LULU DOCU BBWI AVDL CMP BITI IEP MOR CWK TKO BSM EWU VICI IP

Stocks expected to have increasing option volume: TOST TWLO WYNN RIVN MTCH CROX LYFT UBER DASH RDDT LITE EA ZI GPRO UPST AFRM KD CLOV REAL BROS JOBY SPCE

Straddle prices into quarter results

Airbnb (ABNB) May weekly 160 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Arm Holdings (ARM) May weekly 108 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Trade Desk (TTD) May weekly 90 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Robinhood (HOOD) May weekly 18 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Affirm (AFRM) May weekly 35 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Duolingo (DUOL) May 250 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 8.

Roblox (RBLX) May weekly 40.50 straddle priced for a move of 13% into the expected release of quarter results before the bell on May 9.

Warner Bros (WBD) May weekly 8 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 9.

Hyatt (H) May weekly straddle priced for a move of % into the expected release of quarter results before the bell on May 9.

Unity Software (U) May weekly 25 straddle priced for a move of 13% into the expected release of quarter results after the bell on May 9.

Dropbox (DBX) May weekly 23.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on May 9.

Yeti (YETI) May 35 straddle priced for a move of 14% into the expected release of quarter results before the bell on May 9.

Movers

Fabrinet (FN) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 78 with focus on May options.

Target (TGT) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 48.

MorphoSys AG (MOR) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 402 amid active May 17.50 puts.

CompoSecure (CMPO) 30-day option implied volatility is at 67; compared to its 52-week range of 20 to 75 on active volume of 5K contracts with focus on September 10 calls, December 7.5 puts, December 10 calls.

Cushman & Wakefield plc (CWK) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 58 with focus on August 12.50 calls.

Rexford Industrial Realty (REXR) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 75 with focus on July 40 puts.

Upstart Holdings (UPST) 30-day option implied volatility is at 110; compared to its 52-week range of 73 to 158 into outlook.

Argentina-Related Stocks option IV

YPF S.A. (YPF) 30-day option implied volatility is at 42; compared to its 52-week range of 41 to 77. Call put ratio 6.3 calls to 1 put.

Pampa Energia S.A. (PAM) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 67.

Banco Macro S.a. (BMA) 30-day option implied volatility is at 59; compared to its 52-week range of 27 to 91.

Grupo Financiero Galicia Sa (GGAL) 30-day option implied volatility is at 60; compared to its 52-week range of 51 to 111.

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 86.

Options with decreasing option implied volatility: CGC TGTX CAR ROOT WOLF FSLY LMND BILL MSOS PINS NET SYM
Increasing unusual option volume: SMMT GIFI EYE AVDL AZPN
Increasing unusual call option volume: EU BBD REAL REI ALCC
Increasing unusual put option volume: ZI SPR TPX NFE NKLA CRBG GFI
Popular stocks with increasing volume: PLTR DIS RIVN NKLA INTC AMC PTON UBER SOFI SNAP
Active options: TSLA NVDA PLTR AAPL DIS RIVN AMZN AMD META GOOGL NKLA INTC AMC PTON UBER SOFI SNAP MARA DDOG
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $77, natural gas mixed, gold at $2316