Pre-Market IV Report January 19, 2023

Market Rebellion

This article was last updated on 01/19/2023.

Pre-Market IV Report January 19, 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: EVEX AMC AA NEON NFLX SLB BMA GGAL CHGG ZS HELE YPF BITO ATVI JEPI

Stocks expected to have increasing option volume: NFLX FAST AA DFS SLB VLO KEY PG TFS KMI FITB FUL

TSLA, AAPL & TBT IV steady

Tesla (TSLA) January call option implied volatility is at 73, February is at 90; compared to its 52-week range of 43 to 96. Call put ratio 1 call to 1.5 puts.

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 45. Call put ratio 1 call to 1.3 puts.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 60.

Real estate – private equity option IV

Blackstone (BX) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 59.

KKR & Co. (KKR) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 56. Call put ratio 2 calls to 1 put.

The Carlyle Group (CG) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 99.

TPG (TPG) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 72. Call put ratio 115 calls to 1 put.

Boston Properties (BXP) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 80. Call put ratio 1 call to 3.3 puts.

SL Green Realty (SLG) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 94. Call put ratio 6 calls to 1 put.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 56 into Vornado cuts quarterly dividend to 37.5c per share. Call put ratio 62 calls to 1 put with focus on January 30 calls.

Simon Property Group (SPG) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 270. Call put ratio 4.2 calls to 1 put.

Starwood Property Trust (STWD) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 78.

Camden Property Trust (CPT) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 3.6 puts.

Prologis (PLD) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 78 after quarter results.

Movers

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 254; compared to its 52-week range of 81 to 542. Call put ratio 1.4 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 211; compared to its 52-week range of 76 to 258. Call put ratio 1.7 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 173; 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 109; compared to its 52-week range of 86 to 157. Call put ratio 3.1 calls to 1 put.

Straddle prices into quarter results

Proctor & Gamble (PG) January 145 straddle priced for a move of 2.5% into the expected release of quarter results today before the bell.

Netflix (NFLX) January 325 straddle priced for a move of 10.5% into the expected release of quarter results today after the bell.

Bank of Ozark (OZK) January 40 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

SLB (SLB) January 57 straddle priced for a move of 5% into the expected release of quarter results today before.

State Street (STT) January 80 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20. Call put ratio 1 call to 3.3 puts.

Ally Financial (ALLY) January 27 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 20. Call put ratio 1 call to 4.3 puts.

Regions Financial (RF) January 22 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20.

Huntington Bancshares (HBAN) January 14 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20.

Options with decreasing option implied volatility: AMPX BKLN KBH WFC BK MS
Increasing unusual option volume: ARVL VLTA ETNB EWJ QFIN PTEN VRT
Increasing unusual call option volume: EWJ VLTA QFIN IAC ETNB PTEN SM GES GD
Increasing unusual put option volume: AGI CHGG FOUR ALL BHC COOP BOX APRN OSH
Popular stocks increasing options volume: BBBY C COIN UAL F CHPT AAL
Active options: TSLA AMZN AAPL AMC NVDA BBBY MSFT AMD META MARA BABA BAC C GOOGL COIN UAL GOOG F CHPT AAL
Global S&P Futures mixed in premarket, Nikkei down 1.4%, DAX mixed, WTI Crude oil recently at $80, natural gas mixed, gold at $1914

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