Pre-Market IV Report January 27, 2021

Pre-Market IV Report January 27, 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 PBI CCJ BBBY LUMN SOL NKLA CLVS GPRO JMIA VIAC SPCE GOGO SDC FLR CLR SHAK RKT DPZ FIZZ BB

Stocks expected to have increasing option volume: GD GLW TXT MSFT T ABT BA BX EAT SBUX AMD MSFT SBUX FB TSLA AAPL NOK AMC BB GME DKNG BBBY

IV into quarter results and outlook

Tesla (TSLA) January weekly call option implied volatility is at 115, February is at 91; compared to its 52-week range of 53 to 154 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Apple (AAPL) January weekly call option implied volatility is at 90, February is at 63; compared to its 52-week range of 23 to 90 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Facebook (FB) January weekly call option implied volatility is at 90, February is at 61; compared to its 52-week range of 23 to 81 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Active out of the money strikes with IV movement

GameStop (GME) 30-day option implied volatility is at 409; compared to its 52-week range of 52 to 409. Call put ratio 1 call to 1 put. Shares are trading at $320 in the premarket.

Nokia (NOK) 30-day option implied volatility is at 144; compared to its 52-week range of 34 to 176. Call put ratio 7.5 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 350; compared to its 52-week range of 71 to 387. Call put ratio 3.9 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 167; compared to its 52-week range of 48 to 214. Call put ratio 1.75 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 270; compared to its 52-week range of 36 to 284. Call put ratio 3.1 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 81; compared to its 52-week range of 61 to 143. Call put ratio 5 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 137; compared to its 52-week range of 78 to 238. Call put ratio 5.6 calls to 1 put.

Macy (M) 30-day option implied volatility is at 106; compared to its 52-week range of 50 to 165. Call put ratio 3.1 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 142; compared to its 52-week range of 61 to 146. Call put ratio 2.3 calls to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 123; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 2 put.

Viacom CBS (VIAC) 30-day option implied volatility is at 82; compared to its 52-week range of 34 to 135. Call put ratio 1 call to 2.9 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 83; compared to its 52-week range of 57 to 178, Call put ratio 5 calls to 1 put.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 126. Call put ratio 1.9 calls to 1 put.

iRobot Corp. (IRBT) 30-day option implied volatility is at 118; compared to its 52-week range of 44 to 122. Call put ratio 1 call to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 122; compared to its 52-week range of 29 to 187. Call put ratio 3.7 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 125; compared to its 52-week range of 47 to 160. Call put ratio 2.7 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 100; compared to its 52-week range of 56 to 242. Call put ratio 2.9 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 134; compared to its 52-week range of 33 to 230. Call put ratio 2.5 calls to 1 put with focus on February and March 20 calls.

Lumen Technologies (LUMN) 30-day option implied volatility is at 127; compared to its 52-week range of call put ratio 15 calls to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 234; compared to its 52-week range of 48 to 234.Call put ratio 9.7 calls to 1 put.

Stitch Fix (SFIX) 30-day option implied volatility is at 86; compared to its 52-week range of 49 to 134. Call put ratio 1 call to 1.5 puts.

Palantir (PLTR) 30-day option implied volatility is at 139; compared to its 52-week range of 59 to 174. Call put ratio 2.2 calls to 1 put.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 58; compared to its 52-week range of 18 to 97.Call put ratio 1 call to 3.5 puts with focus on March 65 and 75 puts.

Straddle prices for stocks expected to release results this week

Apple (AAPL) January weekly 143 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Boeing (BA) January weekly 202.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Facebook (FB) January weekly 282.50 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly 880 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell

Cree (CREE) January weekly 130 straddle priced for a move of % into the expected release of quarter results today after the bell

Whirlpool (WHR) January weekly 202 straddle priced for a move of 7% into the expected release of quarter results today

American Airlines (AAL) January weekly 15.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 28

Beazer Homes (BZH) February 19 straddle priced for a move of 10% into the expected release of quarter results after the bell on January 28

Comcast (CMSCA) January weekly 50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 28

JetBlue (JBLU) February 15 straddle priced for a move of % into the expected release of quarter results before the bell on January 28

Mastercard (MA) January weekly 130 straddle priced for a move of 13% into the expected release of quarter results on January 28

McDonalds (MCD) January weekly 215 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 28

MicroStrategy (MSTR) February 560 straddle priced for a move of 25% into the expected release of quarter results after the bell on January 28

Mondelez (MDLZ) January weekly 57.50 straddle priced for a move of 3.5% into the expected release of quarter results on January 28

Murphy Oil (MUR) February 12.50 straddle priced for a move of 20% into the expected release of quarter results before the bell on January 28

Northrop Grumman (NOC) January weekly 295 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 28

Nucor (NUE) January weekly 53 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 28

PulteGroup (PHM) January weekly 47.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 28

Southwest Airlines (LUV) January weekly 45 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 28

Tractor Supply (TSCO) January weekly 150 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 28

United States Steel (X) January weekly 18 straddle priced for a move of 12.5% into the expected release of quarter results before the bell on January 28

Western Digital (WDC) January weekly 52 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 28

Visa (V) January weekly 202.50 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on January 28

Options with decreasing option implied volatility: AUPH WORK
Increasing option volume: SENS ATOS SLM VIR OEG TTOO PBI
Increasing unusual call option volume: NOK REV AB SUNW LUMN GILT SIRI
Increasing unusual put option volume: NLSN GSAT NOK LNG GME FIZZ BB BGS SBSW IRM MARK
Popular stocks with increasing volume: AMC NKLA PLUG DKNG BBBY NOK BB
Active options: NOK GME AAPL GE AMC AMD MSFT BB TSLA SPCE PLTR WKHS NIO NKLA PLUG FB DKNG BBBY TWTR F
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $53.05, natural gas mixed, gold at $1843 an ounce