Pre-Market IV Report January 12, 2023

Market Rebellion

This article was last updated on 01/12/2023.

Pre-Market IV Report January 12, 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: PRVB COTY GME ADPT AQN CALX RAIN LIVN IMVT CLFD BHC NE

Stocks expected to have increasing option volume: BBBY GME AMC DIS JPM C WFC BAC UNH KBH TSM INTC NVDA QCOM AMD SMH MBLY

Option IV into CPI

SPDR S&P 500 ETF Trust (SPY) January weekly (13) call option implied volatility is at 38, January is at 23; compared to its 52-week range of 15 to 56. Call put ratio 1 call to 1.5 puts.

PowerShares QQQ Trust (QQQ) January weekly (13) call option implied volatility is at 49, January is at 30; compared to its 52-week range of 21 to 40.

Tesla (TSLA) January weekly (13) call option implied volatility is at 90, January is at 71; compared to its 52-week range of 43 to 96. Call put ratio 1 call to 1.3 puts.

Apple (AAPL) January weekly (13) call option implied volatility is at 51, January is at 36; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.2 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 91. Call put ratio 1.3 calls to 1 put.

Tuttle Capital Short Innovation ETF (SARK) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 96. Call put ratio 3.1 calls to 1 put.

Media option IV amid Disney (DIS) names Mark Parker chairman of the board

Walt Disney (DIS) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 58 into Disney names Mark Parker chairman of the board.

Paramount Global (PARA) 30-day option implied volatility is at 51; compared to its 52-week range of 39 to 65.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 113.

Netflix (NFLX) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 86 into the expected release of quarter results on January 19.

Comcast (CMCSA) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 47.

Liberty Global (LBTYA) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 47.

Amazon (AMZN) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 61.

Straddle prices into quarter results

JPMorgan (JPM) January weekly 140 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 3.5% into the expected release of quarter results on before the bell on January 13.

Wells Fargo (WFC) January weekly 42.5 straddle priced for a move of 4.5% into the expected release of quarter results on before the bell on January 13.

Citigroup (C) January weekly 49 straddle priced for a move of 4.5% into the expected release of quarter results on before the bell on January 13.

BlackRock (BLK) January weekly 755 straddle priced for a move of 4.5% into the expected release of quarter results on before the bell on January 13.

The Bank of New York (BK) January weekly 48 straddle priced for a move of 5% into the expected release of quarter results on before the bell on January 13. Call put ratio 1 call to 1.9 puts.

Delta Airlines (DAL) January weekly 38 straddle priced for a move of 5% into the expected release of quarter results on before the bell on January 13. Call put ratio 1 call to 1 put.

Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 270; compared to its 52-week range of 81 to 355. Call put ratio 1.9 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 172; compared to its 52-week range of 100 to 437.

GameStop (GME) 30-day option implied volatility is at 129; compared to its 52-week range of 86 to 157. Call put ratio 2.4 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 194; compared to its 52-week range of 67 to 215. Call put ratio 2.4 calls to 1 put.

Veru, Inc. (VERU) 30-day option implied volatility is at 102; compared to its 52-week range of 77 to 332. Call put ratio 1.6 calls to 1 put.

Acer Therapeutics (ACER) 30-day option implied volatility is at 123; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: GE AEHR JD BIIB SAVE WBA CAG SIRI STZ
Increasing unusual option volume: CTIC XP LU WWE PRTY BZUN BIOR
Increasing unusual call option volume: CTIC LU WWE WE XP MAT OSH ICLN UMC TEVA
Increasing unusual put option volume: XP VSCO BSX RSP AYX TEVA MAT BKLN NVCR WE OSH
Popular stocks increasing options volume: BBBY AMC TEVA C GME F
Active options: TSLA AMZN AAPL BBBY AMC BABA AMD META NVDA MSFT TEVA GOOGL C LAZR GME NFLX LCID F MARA GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.50, natural gas up 2%, gold at $1885

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