Pre-Market IV Report May 9, 2024

Pre-Market IV Report May 9, 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 BITI IOT SWN ASAN LULU CRWD DOCU IP KVYO MRVI LFMD DVAX FWRD BITI IP AZEK EXAS AKAM LEG

Stocks expected to have increasing option volume: ABNB ARM HOOD RBLX U CART H TPR PLNT GDRX SIX FUN PZZA PLUG DBX YETI CAKE APP BMBL EQIX MKSI HOOD CAKE RUN TTD CTMX CDLX EXAS BYND DUOL BGS SEDG HUBS

Straddle prices into quarter results

Roblox (RBLX) May weekly 39 straddle priced for a move of 13% into the expected release of quarter results today.

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

Unity Software (U) May weekly 24 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Dropbox (DBX) May weekly 23.50 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

JFrog (FROG) May 40 straddle priced for a move of 13% into the expected release of quarter results after the bell on May 9.

Yelp (YELP) May 39 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Hawaiian Electric (HE) May 10 straddle priced for a move of 4% into the expected release of quarter results today after the bell on May 10.

Movers

Flywire Corporation (FLYW) 30-day option implied volatility is at 51; compared to its 52-week range of 36 to 79 as share price down.

Integral Ad Science (IAS) 30-day option implied volatility is at 89; compared to its 52-week range of 32 to 91. Call put ratio 8.9 calls to 1 put as share price down.

RB Global (RBA) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 71 with focus on May 75 and 82.50 calls.

Veeco Instruments (VECO) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 69 with focus on May 37 puts.

Ishares S&p Global Timber & Forestry Index Fund (WOOD) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 23 with focus on June 79 puts.

Globus Medical (GMED) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 77 a share price up.

Options with decreasing option implied volatility: UPST CFLT SYM BILL CAR NET FSLY TOST WOLF CNVA HIMS IRBT PLTR ENVX TDS ETSY AFRM ALAB FTNT LYFT COHR EXPE IOVA XPO FMC TWLO
Increasing unusual option volume: SNY AEP HSBC SNY DV ALIT RPD H LZ
Increasing unusual call option volume: HSBC SNY RPD ALIT GL OMF
Increasing unusual put option volume: HA ZI UAA GILD BAX SONY DNUT APH
Popular stocks with increasing volume: UBER SHOP INTC RIVN CVS DIS SBUX WFC HOOD AMC GILD
Active options: TSLA NVDA INTC AAPL PLTR UBER AEP SHOP AMD META RIVN AMZN CVS DIS SBUX WFC HOOD AMC GILD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.50, natural gas mixed, gold at $2317