Pre-Market IV Report January 28, 2021

Pre-Market IV Report January 28, 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: VIX SPY QQQ RUT SNDL ERIC NOK BB XSPA AMC GME BBBY SKT EXPR GPRO APRN KODK OPK IRBT M LB CLR SHAK JMIA BIG FOSL SPCE

Stocks expected to have increasing option volume: SPY RUT QQQ CREE AAPL FB TSLA AMC GME NOK BB BBBY LEVI TR NOC GD RTX BA TR

Active volume and IV movement

GameStop (GME) 30-day option implied volatility is at 541; compared to its 52-week range of 52 to 409. Call put ratio 1 call to 3.3 put.

Nokia (NOK) 30-day option implied volatility is at 378; compared to its 52-week range of 34 to 176. Call put ratio 11.7 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 762; compared to its 52-week range of 71 to 387. Call put ratio 1.6 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 302; compared to its 52-week range of 48 to 214. Call put ratio 2.2 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 477; compared to its 52-week range of 36 to 284. Call put ratio 3.6 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 84; 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 230; compared to its 52-week range of 78 to 238. Call put ratio 4.6 calls to 1 put.

Macy (M) 30-day option implied volatility is at 171; compared to its 52-week range of 50 to 165. Call put ratio 4.2 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 145; 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 275; compared to its 52-week range of 44 to 123. Call put ratio 1.5 calls to 1 put.

Viacom CBS (VIAC) 30-day option implied volatility is at 98; compared to its 52-week range of 34 to 135. Call put ratio 1 call to 2.4 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 108; compared to its 52-week range of 57 to 178, Call put ratio 5.6 calls to 1 put.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 88; compared to its 52-week range of 36 to 126. Call put ratio 5.5 calls to 1 put.

iRobot Corp. (IRBT) 30-day option implied volatility is at 188; compared to its 52-week range of 44 to 122. Call put ratio 2.1 calls to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 187; compared to its 52-week range of 29 to 187. Call put ratio 1.2 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 202; compared to its 52-week range of 47 to 160. Call put ratio 3.1 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 111; compared to its 52-week range of 56 to 242. Call put ratio 2.6 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 189; compared to its 52-week range of 33 to 230. Call put ratio 1.7 calls to 1 put.

Lumen Technologies (LUMN) 30-day option implied volatility is at 106; compared to its 52-week range of 33 to 129. Call put ratio 20 calls to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 237; compared to its 52-week range of 48 to 234.

Stitch Fix (SFIX) 30-day option implied volatility is at 100; compared to its 52-week range of 49 to 134.

Palantir (PLTR) 30-day option implied volatility is at 171; compared to its 52-week range of 59 to 174. Call put ratio 2.6 calls to 1 put.

Straddle prices for stocks expected to release results this week

American Airlines (AAL) January weekly 16.50 straddle priced for a move of 8.5% into the expected release of quarter results today before the bell

Comcast (CMSCA) January weekly 48.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell

JetBlue (JBLU) February 15 straddle priced for a move of 20% into the expected release of quarter results today

Mastercard (MA) January weekly 315 straddle priced for a move of 7% into the expected release of quarter results today

McDonalds (MCD) January weekly 207 straddle priced for a move of 4% into the expected release of quarter results today before the bell

MicroStrategy (MSTR) February 540 straddle priced for a move of 20% into the expected release of quarter results today after the bell

Mondelez (MDLZ) January weekly 56.50 straddle priced for a move of 5% into the expected release of quarter results today

Southwest Airlines (LUV) January weekly 44 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell

Tractor Supply (TSCO) January weekly 152.50 straddle priced for a move of 6% into the expected release of quarter results today before the bell

United States Steel (X) January weekly 18.50 straddle priced for a move of 11.5% into the expected release of quarter results today before the bell

Visa (V) January weekly 195 straddle priced for a move of 4% into the expected release of quarter results today after the bell

Caterpillar (CAT) January weekly 180 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 29

Charter Communications (CHTR) January weekly 615 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 29

Chevron (CVX) January weekly 88 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 29

Colgate-Palmolive (CL) January weekly 78.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 29

Eli Lilly (LLY) January weekly 207.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 29

Honeywell (HON) January weekly 200 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 29

KKR (KKR) January weekly 37.50 straddle priced for a move of 13% into the expected release of quarter results before the bell on January 29

Phillips 66 (PSX) January weekly 71.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 29

Options with decreasing option implied volatility: BABA DDD QS BNGO XL
Increasing option volume: SENS EXPR TRVG GSAT NOK ANGI
Increasing unusual call option volume: GSAT SENS TRVG EXPR NOK KDP SIRI
Increasing unusual put option volume: NOK IWN BB PVH GME SBSW ERIC AMCX FOSL
Popular stocks with increasing volume: AAL BB PLTR FUBO CCL F RKT
Active options: NOK AAPL GME AMC PLTR BB AMD AAL MSFT SNDL TSLA FB SPCE FUBO GE NIO CCL T F RKT
Global S&P Futures recently down 1%, Nikkei down 1%, DAX down 2%, WTI Crude oil recently at $52.33, natural gas down 2%, gold at $1839 an ounce