Pre-Market IV Report January 17, 2023

Market Rebellion

This article was last updated on 01/17/2023.

Pre-Market IV Report January 17, 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: EH SPCE NATI COMM SAGG ZYME BITO WEN NEGG

Stocks expected to have increasing option volume: GS MS PNC UAL NFLX IBKR BBBY CVNA AMC GME

Telsa (TSLA) January option IV at 60, February at 82

Tesla (TSLA) January call option implied volatility is at 60, February is at 82; compared to its 52-week range of 43 to 96. Call put ratio 1 call to 1 put.

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 45.

China implied volatility low

Alibaba (BABA) 30-day option implied volatility is at 48; compared to its 52-week range of 48 to 99 into activist investor Ryan Cohen builds stake in Alibaba, WSJ reports.

JD.com (JD) 30-day option implied volatility is at 48; compared to its 52-week range of 46 to 96. Call put ratio 2.6 calls to 1 put.

Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 542; compared to its 52-week range of 81 to 542. Call put ratio 1.2 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 225; compared to its 52-week range of 76 to 258. Call put ratio 2.4 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 149; compared to its 52-week range of 100 to 527. Call put ratio 1 call to 1.6 puts.

GameStop (GME) 30-day option implied volatility is at 123; compared to its 52-week range of 86 to 157. Call put ratio 3.1 calls to 1 put.

WeWork (WE) 30-day option implied volatility is at 196; compared to its 52-week range of 59 to 196. Call put ratio 1.7 calls to 1 put.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 121; compared to its 52-week range of 84 to 180. Call put ratio 9 calls to 1 put.

Lucid Group (LCID) 30-day option implied volatility is at 81; compared to its 52-week range of 70 to 121. Call put ratio 2 calls to 1 put.

Straddle prices into quarter results

Morgan Stanley (MS) January 92 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) January 375 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

United Airlines (UAL) January 51 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

The Charles Schwab Corporation (SCHW) January 83 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 18.

PNC Financial (PNC) January 165 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 18.

Kinder Morgan (KMI) January 19 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on January 18.

J.B. Hunt (JBHT) January 175 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 18.

Alcoa (AA) January 55 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 18.

Monster Beverage (MNST) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 46 into hosting a virtual investor day today.

Option implied volatility for Gold stocks

Barrick Gold (GOLD) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 50. Call put ratio 4.4 calls to 1 put

Newmont Mining (NEM) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 50. Call put ratio 2.5 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 31.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 51.

Franchise Group (FRG) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 101 after recent reports of considering going private in a management buyout. Call put ratio 16 calls to 1 put.

Conn’s (CONN) 30-day option implied volatility is at 72; compared to its 52-week range of 58 to 117. Call put ratio 1 calls to 1 put after recent reports of acquisition interest.

Newegg (NEGG) 30-day option implied volatility is at 230; compared to its 52-week range of 81 to 230. Call put ratio 3.2 calls to 1 put.

World Wrestling Entertainment (WWE) January call option implied volatility is at 33, February is at 40; compared to its 52-week range of 27 to 78.

Options with decreasing option implied volatility: YINN YANG JD SAVE FIVE M C BIIB WFC KBH TSM LULU BAC JPM FXI BK
Increasing unusual option volume: ARVL SABR NEGG XP IRNT BKKT CAN OPK
Increasing unusual call option volume: ARVL NEGG SABR CAKE BKKT CAN OPK SDC SPB
Increasing unusual put option volume: SABR XP NEGG MBLY NMM BBBY FAZE FIS OSH SRPT
Popular stocks increasing options volume: AMC CVNA WFC COIN JPM F AAL C
Active options: TSLA AMZN BBBY AAPL BAC NVDA MARA AMC META BABA NFLX CVNA WFC COIN JPM AMD F MSFT AAL C
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $79, natural gas up 9%, gold at $1913

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