Pre-Market IV Report January 9, 2023

Market Rebellion

This article was last updated on 01/09/2023.

Pre-Market IV Report January 9, 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: AUPH SNAP BILL AMLX SI ARWR RYTM PRVB VERU AGL WWE AQN BKI VTRS

Stocks expected to have increasing option volume: M BA BGEN BBBY WWE GME AMC CNVA MSTR COIN SI

Stocks expected to have increasing option volume: M BIIB BBBY WWE GME AMC CNVA MSTR COIN SI

China implied volatility flat

Alibaba (BABA) 30-day option implied volatility is at 56; compared8 to its 52-week range of 49 to 99.

JD.com (JD) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 96.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 56. Call put ratio 3.1 calls to 1 put.

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 53; compared to its 52-week range of 37 to 103.

IV

Tesla (TSLA) 30-day option implied volatility is at 82; compared to its 52-week range of 49 to 96.

General Electric (GE) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 252 after GE HealthCare (GEHC) spin out.

AT&T (T) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 36. Call put ratio 10.2 calls to 1 put with focus on January calls.

Boeing (BA) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 63 into the expected release of orders and deliveries this week and the release of quarter results on January 25.

Macy’s (M) 30-day option implied volatility is at 55; compared to its 52-week range of 46 to 99 into guiding Q4 sales to low-end to midpoint of range.

Option Movers

Biogen (BIIB) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 97. Call put ratio 3.6 calls to 1 put with focus on January weekly 300 calls after FDA approves Leqembi.

GameStop (GME) 30-day option implied volatility is at 107; compared to its 52-week range of 86 to 157.

AMC Entertainment (AMC) 30-day option implied volatility is at 141; compared to its 52-week range of 100 to 437

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 337; compared to its 52-week range of 81 to 337.

Carvana Co. (CVNA) 30-day option implied volatility is at 182; compared to its 52-week range of 66 to 215.

Aero Space option IV

Lockheed Martin (LMT) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 39.

Raytheon Technologies (RTX) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 36.

Northrop Grumman (NOC) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 41.

General Dynamics (GD) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 36.

L3Harris Technologies (LHX) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 85. Call put ratio 7.4 calls to 1 put.

Straddle prices into quarter results

Infosys Limited (INFY) January 18 straddle priced for a move of 8% into the expected release of quarter results on before the bell on January 11.

Taiwan Semiconductor (TSM) January weekly 78 straddle priced for a move of 6% into the expected release of quarter results on January 12.

United States Oil Fund (USO) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 81 as WTI Crude Oil at $76.

United States Natural Gas (UNG) 30-day option implied volatility is at 92; compared to its 52-week range of 35 to 120.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 51. Call put ratio 3.5 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 45. Call put ratio 2.3 calls to 1 put.

Acer Therapeutics (ACER) 30-day option implied volatility is at 127; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 24 calls to 1 put.

Options with decreasing option implied volatility: IQ PSNY BITO WBA CAG COUP
Increasing unusual option volume: WWE HST RVNC GSM LBTYA SMMT WB VOYA
Increasing unusual call option volume: WWE LBTYA GSM FEZ QRTEA SMMT SCCO JBL
Increasing unusual put option volume: JNK BKLN LYB WELL AEO SIRI LAZR OSH BMBL
Popular stocks increasing options volume: T UBER BBBY NIO FCX COIN BA
Active options: TSLA AAPL AMZN AMD MSFT META NVDA BBBY NFLX GOOGL NIO BABA ET FCX MULN COIN BA T SI UBER
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.50, natural gas up 4%, gold at $1879

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