Pre-Market IV Report January 13, 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: CVNA PRVB ISEE ITOS AUPH VERU BCTX KNOP LIVN ATVI
Stocks expected to have increasing option volume: BBBY GME AMC CVNA JPM C WFC BAC UNH DAL BLK BK SPCE HBI
Tesla (TSLA) option IV into EV price reductions
Tesla (TSLA) January weekly (13) call option implied volatility is at 73, January is at 66; compared to its 52-week range of 43 to 96. Call put ratio 1 call to 1 put.
General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 60.
Ford Motor (F) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 65.
Apple (AAPL) January weekly (13) call option implied volatility is at 39, January is at 29; compared to its 52-week range of 23 to 45 into headlines Apple CEO Tim Cook to take 40% pay cut this year. Call put ratio 1 call to 1.1 puts.
JD.com (JD) January weekly (13) call option implied volatility is at 52, January is at 49; compared to its 52-week range of 46 to 96. Call put ratio 2.7 calls to 1 put.
Movers
Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 284; 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 156; compared to its 52-week range of 100 to 437.
GameStop (GME) 30-day option implied volatility is at 133; compared to its 52-week range of 86 to 157. Call put ratio 3.5 calls to 1 put.
Carvana Co. (CVNA) 30-day option implied volatility is at 257; compared to its 52-week range of 67 to 256. Call put ratio 2.4 calls to 1 put.
WeWork (WE) 30-day option implied volatility is at 194; compared to its 52-week range of 59 to 179. Call put ratio 2.7 calls to 1 put.
fuboTV Inc. (FUBO) 30-day option implied volatility is at 115; compared to its 52-week range of 84 to 180. Call put ratio 5 calls to 1 put.
Fossil Group (FOSL) 30-day option implied volatility is at 66; compared to its 52-week range of 62 to 138. Call put ratio 3.5 calls to 1 put.
Lucid Group (LCID) 30-day option implied volatility is at 82; compared to its 52-week range of 70 to 121. Call put ratio 1.9 calls to 1 put.
Finance tech option IV amid large price movement
Affirm Holdings (AFRM) 30-day option implied volatility is at 124; compared to its 52-week range of 91 to 214.
Upstart Holdings (UPST) 30-day option implied volatility is at 108; compared to its 52-week range of 86 to 166. Call put ratio 1.9 calls to 1 put.
Block (SQ) 30-day option implied volatility is at 60; compared to its 52-week range of 52 to 109.
SoFi Technologies (SOFI) 30-day option implied volatility is at 76; compared to its 52-week range of 60 to 122. Call put ratio 3 calls to 1 put.
PayPal (PYPL) 30-day option implied volatility is at 55; compared to its 52-week range of 42 to 84. Call put ratio 1 call to 1.5 puts.
Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 85; compared to its 52-week range of 74 to 126 into says commercial service remains on track to start in Q2. Call put ratio 7.8 calls to 1 put.
Straddle prices into quarter results
Morgan Stanley (MS) January 90 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 17.
Goldman Sachs (GS) January 370 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 17.
United Airlines (UAL) January 51 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 17.
Interactive Brokers (IBKR) January 75 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 17.
New Oriental Education (EDU) January 40 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 17.
Movers
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 50; 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 50; compared to its 52-week range of 48 to 96. Call put ratio 2.4 calls to 1 put.
Veru, Inc. (VERU) 30-day option implied volatility is at 114; 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 135; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 18 calls to 1 put.
Options with decreasing option implied volatility: AEHR SAVE BIIB KBH LULU TSM
Increasing unusual option volume: WWE IAC ORMP ARVL GXO HLT BZUN
Increasing unusual call option volume: HLT WWE ARVL IAC BKKT HIVE ICLN
Increasing unusual put option volume: IAC OSH CL MLCO BBBY ALL CRK MDY CMRE
Popular stocks increasing options volume: BBBY AAL CVNA MARA COIN DIS TSM C
Active options: TSLA AAPL AMZN BBBY NVDA AMD META AAL CVNA MSFT AMC NFLX MARA BAC COIN BABA DIS GOOGL TSM C
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78.50, natural gas mixed, gold at $1906
