Pre-Market IV Report January 12, 2024

Pre-Market IV Report January 12, 2024

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Pre-Market IV Report January 12, 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: IRBT DH DOCU NARI RBLX FTNT CMG EXPE PINS SPOT

Stocks expected to have increasing option volume: UNH JPM C BAC WFC BLK BK DAL DOCU

United States Oil Fund (USO) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 48 as WTI crude oil trades above $74.

Straddle prices into release quarter results

Morgan Stanely (MS) January 90 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 16.

Goldman Sachs (GS) January 380 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 16.

PNC Financial (PNC) January 150 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 16.

Interactive Brokers (IBKR) January 90 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 16.

Movers

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 41 as share price near low end of range.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 57; compared to its 52-week range of 39 to 104 amid wide price movement.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 84 after Reuters report on auction process. Call put ratio 3.4 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 38.

Verizon Communications (VZ) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 33.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 35. Call put ratio 15 calls to 1 put as share price up 1.5%.

Globus Medical (GMED) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 77. Call put ratio 12.9 calls to 1 put as share price up 4.9%.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 51. Call put ratio 1 call to 62 puts with focus on April puts.

Mission Produce (AVO) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 76.

Church & Dwight (CHD) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 61 with a focus on January 95 puts.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 81 into bank earnings season.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 37 into bank earnings season.

Verizon Communications (VZ) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 33.

Option implied volatility amid Bitcoin ETFs

Coinbase (COIN) 30-day option implied volatility is at 81; compared to its 52-week range of 59 to 131.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 135; compared to its 52-week range of 89 to 195.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 75; compared to its 52-week range of 55 to 104.

Riot Platforms (RIOT) 30-day option implied volatility is at 110; compared to its 52-week range of 84 to 143 as Bitcoin trades $45,850.

Cytokinetics (CYTK) 30-day option implied volatility is at 103; compared to its 52-week range of 42 to 280 amid wide price movement. Call put ratio 4.8 calls to 1 put with focus on January 100 and 110 calls.

Options with decreasing option implied volatility: MANU QS AEHR APLS AVI MBLY STZ LULU LW ET NANOS
Increasing unusual option volume: CYTK EVLV ABBV OUST SATS
Increasing unusual call option volume: CYTK ABBV PNC OZK OUST GRAB
Increasing unusual put option volume: ICLN CYTK IRBT OIH WULF
Popular stocks with increasing volume: COIN RIOT C BAC SOFI PLTR BABA BA
Active options: TSLA NVDA MARA AAPL MSFT AMZN AMD COIN RIOT NFLX C META CYTK BAC CHPT GOOGL SOFI PLTR BABA BA
Active ETFs: SPY QQQ XLI TQQQ FXI XLF SQQQ TLT HYG KWEB BITO XBI
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $74, natural gas up 1.5%, gold at $2043

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