Pre-Market IV Report January 10, 2023

Market Rebellion

This article was last updated on 01/10/2023.

Pre-Market IV Report January 10, 2023

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: AUPH SNAP BILL BCRX COTY BKLN ACI RVNC CVAC PHAT CNCE PRVB EDIT PBF

Stocks expected to have increasing option volume: ACI COIN MSTR MARA RIOT CVS BBBY

ARKK option IV into CPI on Thursday

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 48 to 91.

Tuttle Capital Short Innovation ETF (SARK) 30-day option implied volatility is at 54; compared to its 52-week range of 48 to 96. Call put ratio 1.7 calls to 1 put.

China option implied volatility as shares trend higher

Alibaba (BABA) 30-day option implied volatility is at 57; compared8 to its 52-week range of 49 to 99.

JD.com (JD) 30-day option implied volatility is at 57; compared to its 52-week range of 46 to 96.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 98. Call put ratio 3.4 calls put 1.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 56. Call put ratio 2.5 calls to 1 put.

Metal movers

Alcoa (AA) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 82.

Freeport-McMoran (FCX) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 66. Call put ratio 2.6 calls to 1 put.

U.S. Steel (X) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 78.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 59; compared to its 52-week range of 49 to 83.

Nucor (NUE) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 60.

Steel Dynamics (STLD) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 98.

Straddle prices into quarter results

Albertsons (ACI) January 21 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Infosys Limited (INFY) January 18 straddle priced for a move of 7% into the expected release of quarter results on before the bell on January 11.

Taiwan Semiconductor (TSM) January weekly 80 straddle priced for a move of 6% into the expected release of quarter results on January 12.

JPMorgan (JPM) January weekly 137 straddle priced for a move of 3.5% into the expected release of quarter results on before the bell on January 13.

Bank of America (BAC) January weekly 34 straddle priced for a move of 4% into the expected release of quarter results on before the bell on January 13.

Wells Fargo (WFC) January weekly 42 straddle priced for a move of 3.5% into the expected release of quarter results on before the bell on January 13.

Citigroup (C) January weekly 47.50 straddle priced for a move of 4.5% into the expected release of quarter results on before the bell on January 13.

Commodities

United States Oil Fund (USO) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 81 as WTI Crude Oil at $74.50. Call put ratio 2.1 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 91; compared to its 52-week range of 35 to 120 as Natural gas down 4%. Call put ratio 3.7 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 51. Call put ratio 1.5 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 45. Call put ratio 2.3 calls to 1 put.

Acer Therapeutics (ACER) 30-day option implied volatility is at 126; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 10 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 80; compared to its 52-week range of 49 to 96.

AXS TSLA Bear Daily ETF (TSLQ) 30-day option implied volatility is at 76; compared to its 52-week range of 50 to 114.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 346; compared to its 52-week range of 81 to 346.

Endeavor Group Holdings Inc. (EDR) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 85. Call put ratio 6.7 calls to 1 put with focus on May 25 calls.

Options with decreasing option implied volatility: PSNY IQ WBA CAG
Increasing unusual option volume: UMC GXO WWE IRBT RL RVNV XP
Increasing unusual call option volume: RVNC UMC WWE IAU QRTEA EWH TAL
Increasing unusual put option volume: RL XP SKIN OMF CHRW EWY MXEF STEM PPG
Popular stocks increasing options volume: AMC BAC BBBY COIN F NIO INTC M NFLX AAL
Active options: TSLA AAPL AMZN NVDA AMD BABA BBBY META MSFT MARA GOOGL COIN F NIO INTC M NFLX AAL AMC BAC
Global S&P Futures mixed in premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $74.50, natural gas down 4%, gold at $1874

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