Pre-Market IV Report January 16, 2024

Pre-Market IV Report January 16, 2024

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Pre-Market IV Report January 16, 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 IRBT FTNT PINS SPOT CMG KURA AUTL ZIM NXE MSOS AGL ANSS URNM SIRI CCJ BRZE

Stocks expected to have increasing option volume: MS GS PNC USB KMI AA

Movement

Spirit Airlines (SAVE) January call option implied volatility is at 280, February is at 240; compared to its 52-week range of 24 to 232 amid SAVE and JetBlue (JBLU) trial versus the DOJ.

JetBlue (JBLU) January call option implied volatility is at 99, February is at 108; compared to its 52-week range of 35 to 108 amid JBLU and Spirit Airlines’ (SAVE) trial versus the DOJ.

Tesla (TSLA) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 75.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 41 amid headlines.

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

United States Natural Gas (UNG) 30-day option implied volatility is at 74; compared to its 52-week range of 47 to 97 amid Natural gas down 9.3%.

Costco (COST) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 28 as share price near upper end of historic range.

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

Crown Holdings (CCK) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 83 with a focus on February 82.50 puts.

Natural Gas Services Group, Inc. (NGS) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 53 with a focus on January 15 calls.

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 today before the bell.

Goldman Sachs (GS) January 377 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

PNC Financial (PNC) January 149 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Interactive Brokers (IBKR) January 90 straddle priced for a move of 5% into the expected release of quarter results today.

Prologis (PLD) January 130 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 17.

Charles Schwab (SCHW) January 65 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 17.

U.S. Bancorp (USB) January 42 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 17.

Kinder Morgan (KMI) January 18 straddle priced for a move of 2.5 % into the expected release of quarter results after the bell on January 17.

Discover Financial Services (DFS) January 110 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 17.

Citizen Financial (CFG) January 30 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 17.

Alcoa (AA) January 30 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 17.

Options with decreasing option implied volatility: QS APLS AEHR CROX FIVE ISRG SWN BK C LULU JPM STZ
Increasing unusual option volume: RBA NOV ANSS INFY OSCR CYTK CCK NGS
Increasing unusual call option volume: DB BHC TPST CYTK DGX PLAY OSCR NXE ENTG
Increasing unusual put option volume: CYTK ETRN ZTO NRG ALK METC IRBT GPN
Popular stocks with increasing volume: C BAC JPM COIN DAL BA PLTR AAL WFC
Active options: TSLA NVDA MARA META C BAC AAPL AMD JPM MSFT AMZN COIN DAL NFLX RIOT BA PLTR AAL WFC
Global S&P Futures lower in premarket, Nikkei lower, DAX mixed to lower, WTI Crude oil recently at $72, natural gas down 9.5%, gold at $2052

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