Pre-Market IV Report January 17, 2024

Pre-Market IV Report January 17, 2024

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Pre-Market IV Report January 17, 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: MOR IRBT CYTK DWAC TTD PLTR CAR ANET TWLO GNRC TRIP DASH SHOP CSCO DBX GDDY MOR CAR AZUL TRIP DKNG FSLY GNRC

Stocks expected to have increasing option volume: PLD USB KMI DFS CFG AA SAVE JBLU PRGS

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 57 into expected quarter results on February 1. Call put ratio 1.7 calls to 1 put as share price near record high.

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 41.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 60; compared to its 52-week range of 39 to 104.

Airline Mover option IV

Spirit Airlines’ (SAVE) January call option implied volatility is at 214, February is at 140; compared to its 52-week range of 24 to 232 after SAVE and JetBlue (JBLU) judge ruling.

JetBlue (JBLU) January call option implied volatility is at 112, February is at 99; compared to its 52-week range of 35 to 108.

Alaska Airlines (ALK) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 93. Call put ratio 1 call to 2.2 puts.

Hawaiian (HA) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 103. Call put ratio 1 call to 4.7 puts.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 37. Call put ratio 1 call to 2.2 puts.

Straddle prices into release quarter results

Truist Financial (TFS) January 36 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 18.

Fastenal (FAST) January 64 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 18.

KeyCorp (KEY) January 14 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 18.

Bank (OZK) January 46 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 18.

Birkenstock (BIRK) January 50 straddle priced for a move of 11% into the expected release of quarter results before the bell on January 18.

SLB (SLB) January 48.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 19.

Movers

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 118; compared to its 52-week range of 43 to 162. Call put ratio 3 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 184; compared to its 52-week range of 53 to 134. Call put ratio 1 call to 7.5 puts.

Safety Shot (SHOT) 30-day option implied volatility is at 165; compared to its 52-week range of 21 to 249.

Camtek Ltd (CAMT) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 63.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 98. Call put ratio 3.4 calls to 1 put.

Baxter (BAX) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 6.7 puts with a focus on February 35 puts.

SS&C Technologies (SSNC) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 70 with a focus on January 60 calls.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 65. Call put ratio 62 calls to 1 put with a focus on February and March calls.

iShares Gold Trust (IAU) 30-day option implied volatility is at 12; compared to its 52-week range of 10 to 25 with a focus on April 36 puts.

Options with decreasing option implied volatility: SAVE AEHR AUPH MANU BITO SWN ACI BK
Increasing unusual option volume: GRAB SATS ANSS BKLN EWJ RBA CAN DNN
Increasing unusual call option volume: EWJ ACN GRAB DNN JNPR AER MAT DWAC
Increasing unusual put option volume: CTVA BKLN PSNY NTR HA FYBR LUMN APLD EQNR AES ICLN
Popular stocks with increasing volume: BA SAVE NIO BAC COIN PLTR C AMC AAL DAL JBLU
Active options: TSLA NVDA AMD AAPL BA MSFT MARA SAVE NIO AMZN BABA META BAC COIN PLTR C AMC AAL DAL JBLU
Global S&P Futures lower in premarket, Nikkei lower, DAX down 1%, WTI Crude oil recently at $71, natural gas down 2.5%, gold at $2024

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