Pre-Market IV Report January 31, 2024

Pre-Market IV Report January 31, 2024

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Pre-Market IV Report January 31, 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: AI U OKTA CPNG DELL NTAP ZM BBY IOVA MANU ATXS ATGE RILY INGN IEP SIRI NU GEL CVI

Stocks expected to have increasing option volume: MSFT GOOG GOOGL AMD SBUX MTCH

Straddle prices into release quarter results

Apple (AAPL) February weekly 190 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 7.5% into the expected release of quarter results after the bell on February 1.

Merck (MRK) February weekly 121 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 1.

Honeywell (HON) February weekly 205 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 1.

Ferrari (RACE) February weekly 350 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 1.

Altria (MO) February weekly 40.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 1.

Royal Caribbean (RCL) February weekly 126 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 1.

Sirius (SIRI) February weekly 5straddle priced for a move of 8.5% into the expected release of quarter results before the bell on February 1.

Clorox (CLX) February weekly 145 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 1.

Skecher (SKX) February 65 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 1.

Exxon Mobil (XOM) February weekly 105 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on February 2.

Option IV into Senate Judiciary Committee hearing

Meta Platforms (META) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 60 into Senate Judiciary Committee hearing and quarter results.

Snap (SNAP) 30-day option implied volatility is at 94; compared to its 52-week range of 41 to 116 into Senate Judiciary Committee hearing.

Movers

Paramount Global (PARA) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 68 amid headlines.

Telephone & Data Systems (TDS) 30-day option implied volatility is at 117; compared to its 52-week range of 34 to 118.

U.S. Cellular (USM) 30-day option implied volatility is at 110; compared to its 52-week range of 35 to 132.

Options with decreasing option implied volatility: DWAC IRBT MANU SOFI XRX SMCI NFLX STX T INTC
Increasing unusual option volume: SABR ZTO JNPR BKR SYY ETRN SMCI SANM UPS KURA NU AXTA
Increasing unusual call option volume: JNPR UWMC CP ETRN SYY ATMU
Increasing unusual put option volume: SABR ZTO BKR SYY NU ACAD VNET UGI RUM
Popular stocks with increasing volume: SOFI C BAC PFE LCID SMCI GM PYPL MARA BA
Active options: TSLA AMD NVDA AAPL MSFT SOFI AMZN C GOOG BAC PFE LCID NU GOOGL SMCI GM META PYPL MARA BA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.50, natural mixed, gold at $2055

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