Pre-Market IV Report January 5, 2023

Market Rebellion

This article was last updated on 01/05/2023.

Pre-Market IV Report January 5, 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: GE AUPH SNAP FUTU ALGN META UPS CLX EA HUM TMUS SMMT TZOO OLK JD VTRS BGS GOGL BKLN UBS

Stocks expected to have increasing option volume: WBA CAG STZ GERN

China’s BABA and JD option implied volatility

Alibaba (BABA) 30-day option implied volatility is at 61; compared8 to its 52-week range of 49 to 99 after rallying 12.9% amid headlines.

JD.com (JD) 30-day option implied volatility is at 67; compared to its 52-week range of 46 to 96 after shares rally 14.6%.

Cloud stocks option IV

Amazon (AMZN) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 61 into WSJ reports to lay off over 17,000 workers. Call put ratio 1 call to 2.6 puts.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 82; compared to its 52-week range of 65 to 120 as shares near low end of range.

Cloudflare (NET) 30-day option implied volatility is at 80; compared to its 52-week range of 68 to 107. Call put ratio 1 call to 7.2 puts.

Akamai (AKAM) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 67. Call put ratio 1 call to 20 puts with focus on January 82.50 calls.

DocuSign (DOCU) 30-day option implied volatility is at 65; compared to its 52-week range of 50 to 114. Call put ratio 1 call to 4.9 puts.

CrowdStrike (CRWD) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 93. Call put ratio 1 call to 4.4 puts.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 68; compared to its 52-week range of 55 to 100.

Pure Storage (PSTG) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 94. Call put ratio 1 call to 4.1 puts.

Option implied volatility for Gold stocks

Barrick Gold (GOLD) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 50.

Newmont Mining (NEM) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 50.

AngloGold Ashanti (AU) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 102.

Yamana Gold (AUY) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 63. Call put ratio 39 calls to 1 put as gold trends higher.

Kinross Gold (KGC) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 65. Call put ratio 3.7 calls to 1 put as gold trades $1855.

Royal Gold (RGLD) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 85. Call put ratio 3.3 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 31.

Oatly (OTLY) 30-day option implied volatility is at 90; compared to its 52-week range of 62 to 122. Call put ratio 39 calls to 1 put with focus on January and February call spreaders.

ACI Worldwide, Inc. (ACIW) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 50 amid talks with private equity firms about a potential sale, according to a report from Bloomberg. Call put ratio 1.5 calls to 1 put with focus on January 25 calls.

Jefferies Financial Group (JEF) January call option implied volatility is at 45, February is at 39; compared to its 52-week range 26 to 87 following a report by Nikkei Asia that Japan’s Sumitomo Mitsui Financial is considering raising its stake in the group. Call put ratio 2.2 calls to 1 put with focus on January 37.50 calls.

Acer Therapeutics (ACER) 30-day option implied volatility is at 128; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 14 calls to 1 put.

Straddle price into quarter results.

Bed Bath & Beyond (BBBY) January weekly 2.5 straddle priced for a move of 22% into the expected release of quarter results on January 10.

Options with decreasing option implied volatility: TGTX PRVB
Increasing unusual option volume: EWC IGT IMGN GERN SMMT GES OTLY WE FORG SPB
Increasing unusual call option volume: IGT GERN OTLY GES TD SMMT WE NVCR FORG
Increasing unusual put option volume: EWC MCHI GERN XP BHC ZI OSH PSTG ENVX
Popular stocks increasing options volume: JPM C BBBY COIN AMC
Active options: TSLA AAPL AMZN MSFT BABA META NVDA NFLX AMD LAZR GOOGL JPM BAC NIO GOOG MU C BBBY COIN AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74, natural gas down 1.5%, gold at $1857

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