Pre-Market IV Report January 10, 2024

Pre-Market IV Report January 10, 2024

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Pre-Market IV Report January 10, 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: RBLX FTNT PINS PSOT UAA SPR COTY EL EXPE CMG EDR BAX LLY TSN DIS

Stocks expected to have increasing option volume: JPM C BAC DAL UNH WFC KBH INFY HPE JNPR

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 1 put on active option volume of 296K contracts.

Straddle prices into release quarter results

UnitedHealth Group (UNH) January weekly 537 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 12.

J P Morgan (JPM) January weekly 170 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 12.

Bank of America (BAC) January weekly 33.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 12.

Wells Fargo (WFC) January weekly 49 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 12.

BlackRock (BLK) January weekly 795 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 12.

Citigroup (C) January weekly 53 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 12.

The Bank of New York (BK) January 52.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 12.

Delta (DAL) January weekly 42.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 12.

Movers

Coinbase (COIN) 30-day option implied volatility is at 85; compared to its 52-week range of 59 to 131 as Bitcoin trades $45,685.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 145; compared to its 52-week range of 89 to 195.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 84; compared to its 52-week range of 55 to 104.

Riot Platforms (RIOT) 30-day option implied volatility is at 171; compared to its 52-week range of 84 to 143.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 70. Call put ratio 2 calls to 1 put on option volume of 90K contracts.

Nutanix (NTNX) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 92. Call put ratio 15 calls to 1 put with focus on January and February calls.

Acuity Brands (AYI) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 81.

Jefferies Financial Group (JEF) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 79.

FIS (FIS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 98. Call put ratio 52 calls to 1 put with focus on January and February 65 calls.

Varonis Systems (VRNS) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 101 on active February 50 calls.

Options with decreasing option implied volatility: APLS RILY LW WBA CPE MANU CAG STZ
Increasing unusual option volume: SSRM JNPR MCRB CYTK
Increasing unusual call option volume: JNPR SSRM MCRB CYTK FIS LSPD
Increasing unusual put option volume: LUMN CYTK ICLN VNET PLL CVE
Popular stocks with increasing volume: BA BABA META PLTR BAC CYTK NIO PFE COIN QS C PYPL
Active options: NVDA TSLA AMD AAPL AMZN MSFT BA MARA GOOGL BABA META PLTR BAC CYTK NIO PFE COIN QS C PYPL
Active ETFs: SPY QQQ
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $71.50, natural gas down 3.5%, gold at $2042

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