Pre-Market IV Report January 25, 2023

Market Rebellion

This article was last updated on 01/25/2023.

Pre-Market IV Report January 25, 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: COUP DPZ BKLN WMT HZNP OSH GTHX ONEM VTRS ONEQ RBA NANOS HALO SIMO BUG ICE VICI

Stocks expected to have increasing option volume: MSFT COF ABT TXN T BA KMB IBM HES USB NEE NSC GD STX CSX NOW FOX FOXA

Movers

Tesla (TSLA) January weekly call option implied volatility is at 128, March is at 75; compared to its 52-week range of 49 to 96 into the expected release of quarter results today after the bell.

Microsoft (MSFT) January weekly call option implied volatility is at 70, February is at 34; compared to its 52-week range of 22 to 47 into the expected release of quarter results.

Straddle prices into quarter results

Tesla (TSLA) January weekly 144 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

IBM (IBM) January weekly 142 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Service Now (NOW) January weekly 440 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Lam Research (LRCX) January weekly 487 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Seagate (STX) January weekly 62 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Visa (V) January weekly 225 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 26.

Intel (INTC) January weekly 30 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 26.

Comcast (CMCSA) January weekly 40 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26.

Southwest Airlines (LUV) January weekly 37 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 26.

American Airlines (AAL) January weekly 16 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 26.

Mastercard (MA) January weekly 380 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26.

Northrop (NOC) January weekly 460 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26.

Blackstone (BX) January weekly 88 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 2 puts.

Valero (VLO) January weekly 145 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26.

Dow (DOW) January weekly 58 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26.

Nucor (NUE) January weekly 155 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 26.

Rockwell (ROK) January weekly 280 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 2 puts.

Mobileye (MBLY) February 35 straddle priced for a move of 12% into the expected release of quarter results before the bell on January 26.

Tractor Supply (TSCO) January weekly 215 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26.

Alaska Air (ALK) February straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 6.5 puts.

Options with decreasing option implied volatility: TAL MSOS NFLX GE SBSW SYF HBAN VZ
Increasing unusual option volume: PETS INDA SPB VMW CYH XRX TAP KBH
Increasing unusual call option volume: XRX SPB CYH TAP FTI VMW PCAR
Increasing unusual put option volume: INDA BSX KBH FOUR BKR SPB
Popular stocks increasing options volume: AMC BBBY F VZ COIN BAC JNJ NIO GME
Active options: TSLA AAPL AMZN NVDA MSFT AMD AMC BBBY NFLX MARA META GOOGL GOOG F VZ COIN BAC JNJ NIO GME
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80, natural gas down 4%, gold at $1930

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