Pre-Market IV Report January 25, 2021

Pre-Market IV Report January 25, 2021

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: GME CSCO NOK PINS SNDL CCIV BB SPWR BIDU NNOX F WORK TAK OCUL

Stocks expected to have increasing option volume: SPCE AMC BBBY GM F GME KMB MMM AMD ALK AXP

Option movers

GameStop (GME) January weekly call option implied volatility is at 254, February is at 240; compared to its 52-week range of 52 to 227 as shares trade above $100 in premarket. Call put ratio 1 calls to 1.1 puts.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 101; compared to its 52-week range of 77 to 238. Call put ratio 5.2 calls to 1 put with focus on January weekly calls.

AMC Entertainment (AMC) 30-day option implied volatility is at 274; compared to its 52-week range of 61 to 387. Call put ratio 6 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 98; compared to its 52-week range of 48 to 214. Call put ratio 2.4 calls to 1 put.

BioNano Genomics, Inc. (BNGO) 30-day option implied volatility is at 198; compared to its 52-week range of 185 to 235. Call put ratio 3.5 calls to 1 put with focus on February 10 calls.

Jumia Technologies (JMIA) 30-day option implied volatility is at 139; compared to its 52-week range of 99 to 228. Call put ratio 4 calls to 1 put with focus on January weekly 55 calls as shares near upper end of range.

Tesla, GM, F option implied volatility

Tesla (TSLA) January weekly call option implied volatility is at 75, February is at 73; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021. Call put ratio 1.4 calls to 1 put.

General Motors (GM) January weekly call option implied volatility is at 47, February is at 51; compared to its 52-week range of 21 to 188. Call put ratio 3 calls to 1 put.

Ford (F) January call option implied volatility is at 68, February is at 67; compared to its 52-week range of 26 to 195. Call put ratio 2.5 calls to 1 put.

Straddle prices for stocks expected to release results this week

Kimberly-Clark (KMB) January weekly 132 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell

3M (MMM) January weekly 170 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26

Advanced Micro Devices (AMD) January weekly 93 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 26

Alaska Airlines (ALK) February 55 straddle priced for a move of 13% into the expected release of quarter results before the bell on January 26

American Express (AXP) January weekly 126 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26

Capital One (COF) January weekly 105 straddle priced for a move of 6.55% into the expected release of quarter results after the bell on January 26

D.R. Horton (DHI) January weekly 77.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 26

Freeport-McMoRan (FCX) January weekly 30.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 26

General Electric (GE) January weekly 11 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on January 26

Johnson & Johnson (JNJ) January weekly 162.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 26

Lockheed Martin (LMT) January weekly 340 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26

Microsoft (MSFT) January weekly 225 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 26

NextEra Energy (NEE) February 85 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 26

Polaris (PII) January weekly 120 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on January 26

Raytheon (RTX) January weekly 67.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 26

Rockwell Automation (ROK) January weekly 270 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 26

Starbucks (SBUX) January weekly 104 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 26

Texas Instruments (TXN) January weekly 172.5 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 26

Varian (VAR) January weekly 175 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 26

Verizon (VZ) January weekly 57.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26

Xilinx (XLNX) January weekly 143 straddle priced for a move of 12% into the expected release of quarter results on January 26

Abbott (ABT) January weekly 113 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 27

Apple (AAPL) January weekly 139 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 27

AT&T (T) January weekly 29 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 27

Blackstone (BX) January weekly 65 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 27

Boeing (BA) January weekly 205 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 27

Options with decreasing option implied volatility: NFLX QS GSAT BNGO DDD NKLA KERN FSR STX IBM
Increasing option volume: GSAT ATOS ADMP EXPR GME
Increasing unusual call option volume: SENS GSAT QTT ATOS SUNW
Increasing unusual put option volume: STWD NYMT FIS GME BB
Popular stocks with increasing volume: GME BB AMC FUBO PLTR
Active options: AAPL GME PLTR NIO TSLA AMC AMD INTC F MSFT BB FB AMZN IBM FUBO BBBY SNAP NFLX CCIV BABA
Global S&P Futures recently mixed, Nikkei mixed to higher %, DAX mixed, WTI Crude oil recently at $52.67, natural gas up 3%, gold at $1854 an ounce