Pre-Market IV Report January 20, 2023

Market Rebellion

This article was last updated on 01/20/2023.

Pre-Market IV Report January 20, 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: LQD BKLN HD VERU YPF TWND ITOS ETNB TTM NEOG ARWR LCID VTRS KKR PPG SLG SLB VRE ATVI

Stocks expected to have increasing option volume: NFLX WBD PARA SLB STT RF ALLY HBAN JWN TGT M KSS RL GPS AEO ANF COST TMUS

IV movers

Netflix (NFLX) January call option implied volatility is at 220, February is at 98; compared to its 52-week range of 38 to 86 into shares trading up before the bell. Call put ratio 1 call to 1.1 puts.

Activision Blizzard (ATVI) 30-day option implied volatility is at 45; compared to its 52-week range of 10 to 45. Call put ratio 1.5 calls to 1 put.

Retail

Nordstrom (JWN) 30-day option implied volatility is at 47; compared to its 52-week range of 47 to 109. Call put ratio 1 call to 1.1 puts into cutting FY22 outlook.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 52 into Nordstrom (JWN) cutting FY22 outlook.

T-Mobile (TMUS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 41.

Straddle prices into quarter results

Baker Hughes (BKR) February 30 straddle priced for a move of 9% into the expected release of quarter results before the bell on January 23.

Logitech (LOGI) February 55 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 23.

Zions (ZION) February 50 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 23.

Microsoft (MSFT) January weekly 230 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 24.

Texas Instruments (TXN) January weekly 170 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 24.

Johnson & Johnson (JNJ) January weekly 170 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on January 24.

Danaher (DHR) January weekly 270 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 24.

Verizon (VZ) January weekly 40 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 24.

Raytheon (RTX) January weekly 94 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 24.

Union Pacific (UNP) January weekly 205 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 24.

Lockheed Martin (LMT) January weekly 440 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 24.

General Electric (GE) January weekly 77 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 24.

Intuitive Surgical (ISRG) January weekly 252 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 24.

Haliburton (HAL) January weekly 40 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 24.

F5 (FFIV) July weekly 140 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 24.

3M (MMM) January weekly 118 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 24.

Capital One (COF) January weekly 98 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on January 24.

Canadian Railroad (CNI) February 120 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 24.

Options with decreasing option implied volatility: AMPX GME KBH BK COUP HZNP
Increasing unusual option volume: IAU ARVL DBI BK VNO QFIN PLNT
Increasing unusual call option volume: IAU BK DBI VNO CAKE EWY QFIN MANU MTB
Increasing unusual put option volume: NRG ITW SRPT SDC PPG ALL STT ALLY BE MLCO
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 mixed, DAX mixed, WTI Crude oil recently at $81, natural gas down 3%, gold at $1932

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