Pre-Market IV Report January 18, 2023

Market Rebellion

This article was last updated on 01/18/2023.

Pre-Market IV Report January 18, 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: OSH VERU SJR PCT STEM DWAC TWLO FSR DASH FSLY UAL BITO ATVI

Stocks expected to have increasing option volume: MRNA UAL AAL DAL LUV AA SCHW

Moderna (MRNA) 30-day option implied volatility is at 54; compared to its 52-week range of 54 to 98 into announcing data from mRNA-13 efficacy trial.

Tesla (TSLA) January call option implied volatility is at 74, February is at 90; 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 34; compared to its 52-week range of 23 to 45.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 56.

Powershares Qqq (QQQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 40.

Proshrs Ultrpro Sht (SQQQ) 30-day option implied volatility is at 72; compared to its 52-week range of 68 to 126.

Proshrs Ultrpro Qqq (TQQQ) 30-day option implied volatility is at 70; compared to its 52-week range of 64 to 117.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 57. Call put ratio 2.4 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 49.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 4.1 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 45.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 38.

ARK option IV

ARK Innovation (ARKK) 30-day option implied volatility is at 50; compared to its 52-week range of 48 to 91.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 50; compared to its 52-week range of 48 to 96.

ARK Next Generation (ARKW) 30-day option implied volatility is at 48; compared to its 52-week range of 46 to 111.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 32; compared to its 52-week range of 31 to 262. Call put ratio 7.1 calls to 1 put.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 43; compared to its 52-week range of 43 to 88. Call put ratio 7 calls to 1 put.

Straddle prices into quarter results

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

Proctor & Gamble (PG) January 150 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on January 19.

Netflix (NFLX) January 325 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 19.

Tal Education Group (TAL) January 8 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 19.

Bank of Ozark (OZK) January 40 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 19.

SLB (SLB) January 58 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 20. Call put ratio 3.3 calls to 1 put.

Options with decreasing option implied volatility: AMPX BKLN KBH MS SAVE WFC ACI BAC TSM C JPM BK COUP
Increasing unusual option volume: SAN ARVL IAC RVNC EWJ UBS WWE CCK OSH
Increasing unusual call option volume: SAN IAC EWJ RVNC ATER GRAB SPB VNO ETNB DNMR
Increasing unusual put option volume: UBS OSH PHM APP EWJ ATUS IAC PSTG NEGG ASTS SBSW SPR KEY
Popular stocks increasing options volume: BBBY AMC BAC COIN GS GME MS
Active options: TSLA AAPL AMZN BBBY AMC NVDA F MSFT AMD BAC MARA META LAZR COIN BABA GOOGL NFLX GS GME MS
Global S&P Futures mixed in premarket, Nikkei up 2.5%, DAX mixed, WTI Crude oil recently at $80, natural gas down 4%, gold at $1912

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