Pre-Market IV Report January 24, 2023

Market Rebellion

This article was last updated on 01/24/2023.

Pre-Market IV Report January 24, 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: CVNA SUMO EVEX CPRX AMC IOVA FULC BYND U SKYT ATVI FL DPZ WMT

Stocks expected to have increasing option volume: MSFT TXN JNJ DHT RTX T VZ LOGI ZION TSLA KMB COF NEE

Movers

Microsoft (MSFT) January weekly call option implied volatility is at 59, February is at 34; compared to its 52-week range of 22 to 47 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) January weekly call option implied volatility is at 113, March is at 73; compared to its 52-week range of 49 to 96 into the expected release of quarter results after the bell on January 25.

Salesforce (CRM) January weekly call option implied volatility is at 39, March is at 35; compared to its 52-week range of 30 to 62 into the expected release of quarter results after the bell on February 27.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 218; 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 198; compared to its 52-week range of 76 to 258. Call put ratio 3.3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 151; compared to its 52-week range of 100 to 527.

GameStop (GME) 30-day option implied volatility is at 111; compared to its 52-week range of 86 to 157. Call put ratio 3.1 calls to 1 put.

Straddle prices into quarter results

Microsoft (MSFT) January weekly 242 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Texas Instruments (TXN) January weekly 178 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Capital One (COF) January weekly 107 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly 143 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 25.

Boeing (BA) January weekly 210 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 25.

Abbott Labs (ABT) January weekly 114 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 25.

AT&T (T) January weekly 19 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 25.

NextEra (NEE) February 82.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 25.

U.S. Bancorp (USB) January weekly 47.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 25.

General Dynamics (GD) January weekly 232 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 25.

Norfolk Southern (NSC) January weekly 255 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 25.

Hess (HES) January weekly 155 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 25.

Kimberly-Clark (KMB) January weekly 134 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 25.

Nasdaq (NDAQ) February 60 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 25.

IBM (IBM) January weekly 142 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 25.

Service Now (NOW) January weekly 442 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on January 25.

CSX (CSX) January weekly 32 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 25.

Lam Research (LRCX) January weekly 490 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 25.

Las Vegas Sands (LVS) January weekly 55 straddle priced for a move of 6% into the expected release of quarter results on January 25.

Seagate (STX) January weekly 63 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 25.

Levi Strauss (LEVI) February 17 straddle priced for a move of 13% into the expected release of quarter results after the bell on January 25.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 104 into Chief Financial Officer Joe Berchtold will testify in a U.S. Senate Judiciary panel hearing on Tuesday on competition in the ticketing industry.

Sumo Logic Inc. (SUMO) 30-day option implied volatility is at 74; compared to its 52-week range of 47 to 96. Call put ratio 4.2 calls to 1 put.

Options with decreasing option implied volatility: SI TAL NFLX
Increasing unusual option volume: AYX UMC EWY RVNC EWC ABEV IRBT
Increasing unusual call option volume: EWY AYX UMC RVNC TTM AMBC IGT BHC
Increasing unusual put option volume: AYX EWC PFF FND COOP BKLN DNA
Popular stocks increasing options volume: SBUX BBBY NIO CHPT SQ F DIS SHOP GME
Active options: TSLA AAPL NVDA AMZN AMD AMC SBUX NFLX MSFT GOOGL META GOOG BBBY NIO CHPT SQ F DIS SHOP GME
Global S&P Futures mixed in premarket, Nikkei up 1.3%, DAX mixed, WTI Crude oil recently at $82, natural gas up 2%, gold at $1938

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