Pre-Market IV Report January 30, 2024

Pre-Market IV Report January 30, 2024

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Pre-Market IV Report January 30, 2024

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: OKTA IOVA NTAP BBY DPZ BUD ARLP AKRO TDS AI QS ETNB HLIT U CALM UGI

Stocks expected to have increasing option volume: MSFT GOOG GOOGL AMD DHR PFE UPS SYK SBUX MDLZ CB CP MPC GM SYY EA GLW MTCH FFIV CLF NUE HP WHR

Straddle prices into release quarter results

Microsoft (MSFT) February weekly 410 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Alphabet (GOOG) February weekly 155 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) February weekly 177 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Starbucks (SBUX) February weekly 94 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Match Group (MTCH) February weekly 38.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Nova Nordisk (NVO) February weekly 110 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 31.

Mastercard (MA) February weekly 440 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 31.

Novartis (NVS) February 110 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 31.

Thermo Fisher Scientific (TMO) February weekly 555 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 31.

Qualcomm (QCOM) February weekly 150 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 31.

Boeing (BA) February weekly 205 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 31.

Boston Scientific (BSX) February weekly 61 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 31.

Phillips 66 (PSX) February weekly 140 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on January 31.

Teva (TEVA) February weekly 12 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 31.

Apple (AAPL) February weekly 192.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on February 1.

Amazon (AMZN) February weekly 160 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 1.

Meta (META) February weekly 400 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 1.

Movers

Telephone & Data Systems (TDS) 30-day option implied volatility is at 116; compared to its 52-week range of 34 to 118. Call put ratio 5.7 calls to 1 put.

U.S. Cellular (USM) 30-day option implied volatility is at 108; compared to its 52-week range of 35 to 132.

Academy Sports and Outdoor (ASO) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 62. Call put ratio 6.6 calls to 1 put with focus on February options.

Dollar Tree (DLTR) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 49. Call put ratio 10 calls to 1 put with focus on March 140 and 150 calls.

Albemarle (ALB) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 57.

Ready Capital Corp. (RC) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 55. Call put ratio 1 call to 5.6 puts with a focus on July 7.5 puts.

Viavi Solutions (VIAV) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 44 with a focus on February 9 puts.

Baxter (BAX) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 5.5 puts with a focus on March weekly (1) 34 puts.

KKR & Co. (KKR) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 56. Call put ratio 73 calls to 1 put with a focus on February weekly (20) 90 calls.

Options with decreasing option implied volatility: IRBT DWAC MANU SOFI AVXL NFLX STX XRX EDU T
Increasing unusual option volume: SATS PAGP PAA ITUB ATMU
Increasing unusual call option volume: PAA PAGP ATMU RUM IRBT SATS
Increasing unusual put option volume: BKR SABR IRBT ICLN UGI RUM DWAC
Popular stocks with increasing volume: SOFI RIVN LCID INTC COIN PFE BABA DIS PLTR PDD
Active options: SOFI TSLA NVDA AMD AAPL AMZN MSFT MARA INTC META COIN NFLX WDC PLTR PFE PDD DIS IRBT BABA AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.50, natural mixed, gold at $2037

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