Pre-Market IV Report May 24, 2024 – Beragampengetahuan

Pre-Market IV Report May 24, 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: SRPT ATEC HNRG ARDX GENI AY AX LEG IEP HOLI DOMO CMA LYV CLMT STWD ACN UNG SRPT BOIL KOLD ACB

Stocks expected to have increasing option volume: WDAY INTU ROST RH BKLE DECK STWD PARA CHTR GIL BA BNED

Apple (AAPL) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 39 as share price below $175.

Starwood Property Trust (STWD) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 76. Call put ratio 1 call to 6.6 puts with a focus on September 19 puts.

Straddle prices into quarter results

Salesforce (CRM) May weekly 277 straddle priced for a move of 6% into the expected release of quarter results after the bell on May 29.

Agilent Technologies (A) June weekly 150 straddle priced for a move of 6% into the expected release of quarter results after the bell on May 29.

HP (HPQ) June 32.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on May 29.

3D Systems (DDD) June 3 straddle priced for a move of 30% straddle priced for a move of 5% into the expected release of quarter results on May 29.

Option IV into ASCO

Zentalis Pharmaceuticals (ZNTL) 30-day option implied volatility is at 113; compared to its 52-week range of 63 to 177 into ASCO.

Mural Oncology (MURA) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 46 into ASCO.

Candel Therapeutics (CADL) 30-day option implied volatility is at 188; compared to its 52-week range of 21 to 194 into ASCO.

Movers

Steris (STE) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 65 amid active June 230 puts.

Monro, Inc (MNRO) 30-day option implied volatility is at 46; compared to its 52-week range of 25 to 47 on active June 25 calls as share price down.

SPDR S&P Homebuilders Etf (XHB) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 32 on active option volume of 56K contracts.

Winnebago Industries (WGO) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 80 on active January 40 puts.

Axos Financial (AX) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 91 on active June 55 puts.

Barnes & Noble Education (BNED) 30-day option implied volatility is at 324; compared to its 52-week range of 50 to 567.

Ibotta Inc (IBTA) 30-day option implied volatility is at 57.

Skye Bioscience Inc (SKYE) 30-day option implied volatility is at 50.

Zeekr Intellignt Tchnlgy Hldng Ltd (ADR) (ZK) 30-day option implied volatility is at 48.

Options with decreasing option implied volatility: CGC BKKT OKLO RILY NVDL BE ZIM ELF BILI SMR SNOW MNMD VFC PANW ZM AVDL TGT RDDT PDD NVDA HAS BROS BCS ARCC VZIO AMAT LOW EDR TJX HCP MDT BK ENB DUK SCHD
Increasing unusual option volume: FFIE MGA PAGS BNED PZZA CAMT AMBC GXO
Increasing unusual call option volume: PAGS FFIE BNED CAMT PTEN AY AMBC PZZA
Increasing unusual put option volume: BMBL PZZA GFS JBHT SHLS STWD
Popular stocks with increasing volume: SMCI SNOW BA INTC NIO C
Active options: NVDA TSLA AMD AAPL AMZN TSM PDD BABA META AMC SMCI PLTR GME SNOW BA INTC MARA NIO MSFT C
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $76.50, natural gas mixed, gold at $2341