Pre-Market IV Report January 3, 2023

Market Rebellion

This article was last updated on 01/03/2023.

Pre-Market IV Report January 3, 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: LLMND FUTU BKLN ALB SLM BKLN CL

Stocks expected to have increasing option volume: TSLA AAPL SPX QQQ RUT ARKK WBA BHP STZ CAG

Movers

United States Natural Gas (UNG) 30-day option implied volatility is at 90; compared to its 52-week range of 35 to 120. Call put ratio 2.9 calls to 1 put as natural gas trends lower.

Halliburton (HAL) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 63. Call put ratio 1.8 calls to 1 put as natural gas trends lower.

SLB (SLB) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 61. Call put ratio 1.6 calls to 1 put.

General Electric (GE) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 49 into break up of three companies.

Large tech stocks option IV into 2023

Tesla (TSLA) 30-day option implied volatility is at 87; compared to its 52-week range of 49 to 96 into reporting Q4 deliveries of 405,278 on production of 439,701.

Apple (AAPL) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 45.

Verizon Communications (VZ) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 36, Call put ratio 2.2 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 62.

Intel (INTC) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 59.

Cisco Systems (CSCO) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 42.

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 36.

Comcast (CMCSA) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 47. Call put ratio 6.4 calls to 1 put into 2023.

CES 2023 keynote address

Advanced Micro Devices (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 73 into Dr. Lisa Su Chair and CEO, AMD giving CES 2023 keynote address on January 4.

Deere & Co. (DE) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 47 into John May Chairman and CEO, John Deere giving CES 2023 keynote address on January 5, 2023.

Stellantis (STLA) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 91 into Carlos Tevaras CEO, Stellantis giving CES 2023 keynote address on January 5, 2023. Call put ratio 2 calls to 1 put.

Brazil option IV amid political headlines

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 57.

Petrobras (PBR) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 103. Call put ratio 1 call to 4.8 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 40.

SPDR S&P 500 ETF Trust (SPY) volatility is at 21; compared to its 52-week range of 13 to 56.

Acer Therapeutics (ACER) 30-day option implied volatility is at 122; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023.

WeWork (WE) 30-day option implied volatility is at 150; compared to its 52-week range of 59 to 150. Call put ratio 34 calls to put on active call volume of 26K contracts.

Wheels Up Experience (UP) 30-day option implied volatility is at 90; compared to its 52-week range of 40 to 136 as shares near record low.
Straddle price into quarter results.

BHP Group (BHP) January weekly 62.50 straddle priced for a move of 5% into the expected release of quarter results today.

Constellation (STZ) January weekly 230 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 5.

Walgreens Boots Alliance (WBA) January weekly 37.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 5.

ConAgra (CAG) January weekly 39 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 5. Call put ratio 3.2 calls to 1 put.

Bed Bath & Beyond (BBBY) January weekly 2.5 straddle priced for a move of 18% into the expected release of quarter results on January 5.

Options with decreasing option implied volatility: TGTX VERU SPXS
Increasing unusual option volume: LU HEAR SJR WE IQ INVZ FUTU TIGR ELF URBN
Increasing unusual call option volume: LU WE IQ BNS TIGR TGTX HEAR BKR FUTU GRPN
Increasing unusual put option volume: FUTU GERN TIGR URBN SJR CAG NVCR IGT XRX
Popular stocks increasing options volume: MU AMC IQ NIO BAC G COIN F
Active options: TSLA AAPL AMZN NVDA NFLX META AMD MSFT FUTU BABA GOOGL AMC IQ NIO BAC GOOG COIN F AGNC MU
Global S&P Futures mixed in premarket, Nikkei unchanged, DAX unchanged, WTI Crude oil recently at $80.75, natural gas down 9%, gold at $1855

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