Pre-Market IV Report May 3, 2024 – Beragampengetahuan

Pre-Market IV Report May 3, 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 OKTA IBRX ASAN FL ANF AI GPS ESTC DELL PDD DLTR DKS AAP BURL DG NTAP ULTA HRL

Stocks expected to have increasing option volume: AAPL AMGN BKNG MNST COIN FTNT SQ NET LYV DKNG ILMN EXPE TXRH PCTY FIVN BJRI HSY CBOE PARA RKT

Apple (AAPL) May weekly call option implied volatility is at 92, May is at 34; compared to its 52-week range of 16 to 31. Call put ratio 1.7 calls to 1 put into share price at $182 before the bell.

Straddle prices into quarter results into April employment report

CBOE Global Partners (CBOE) May weekly 175 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Flour (FLR) May 40 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Berkshire Hathaway (BRK.B) May weekly 400 straddle priced for a move of 2% into the expected release of quarter results into annual shareholder meeting.

Hershey (HSY) May weekly 195 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Vertex (VRTX) May weekly 400 straddle priced for a move of 5% into the expected release of quarter results after the bell on May 6.

Microchip Technologies (MCHP) May 90 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 6.

Palantir (PLTR) May weekly 22.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on May 6.

Simon Property (SPG) May 140 straddle priced for a move of 5% into the expected release of quarter results after the bell on May 6.

Tyson (TSN) May weekly 60 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on May 6.

Coty (COTY) May weekly 11.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 6.

Lucid (LCID) May weekly 3 straddle priced for a move of 25% into the expected release of quarter results after the bell on May 6.

Hims & Hers Health (HIMS) May weekly 12 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 6.

Disney (DIS) May weekly 113 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on May 7.

Movers

Hess Corp. (HES) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 40. Call put ratio 4.3 calls to 1 put with focus on May weekly (31) 170 and 180 calls.

Phathom Pharmaceuticals Inc. (PHAT) 30-day option implied volatility is at 90; compared to its 52-week range of 55 to 180 with a focus on August 10 calls.

Match Group (MTCH) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 65. Call put ratio 1 call to 11.8 puts with focus on May weekly (10) 30 puts and June weekly (14) 27 puts.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 104. Call put ratio 1 call to 9.2 puts with focus on May 25 and 30 puts.

Toronto-Dominion Bank (TD) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 63. Call put ratio 1 call to 18 puts with focus on May and June puts.

Atlantica Sustainable Infrastructure (AY) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 71. Call put ratio 3.1 calls to 1 put with focus on August 22.50 calls.

Nordstrom (JWN) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 78 amid renewed M&A headlines. Call put ratio 3.7 calls to 1 put.

Options with decreasing option implied volatility: SNAP BKKT ROKU WOLF TGTX FSLY PINS LMND CAR
Increasing unusual option volume: BAM EBS ASPN MGA CRBG BOOT ALCC AY
Increasing unusual call option volume: ASPN CRBG CTLT HES CORT ALCC GSK UPWK
Increasing unusual put option volume: BAX SPR TDS SABR BEKE MTZ NTLA
Popular stocks with increasing volume: BABA CVNA PFE NIO QCOM JD PDD PARA PTON PLTR RIVN SBUX C
Active options: TSLA NVDA AAPL AMD AMZN BABA CVNA PFE NIO META QCOM JD PDD GOOGL PARA PTON PLTR RIVN SBUX C
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas up 1.5%, gold at $2308