Pre-Market IV Report January 10, 2025

Pre-Market IV Report January 10, 2025

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: IRBT FUBO SNAP ADMA SYM RBLX EL PINS AFRM ELF FTNT SPOT ZI ARM NET EXPE UAA PYPL MSTY ON TWLO NVO LLY CMG F DIS EA DD BMY

Stocks expected to have increasing option volume: NVDA AMD AVGO SMH DAL UAL LUV AAL WBA

Straddle prices into quarter results

JPMorgan (JPM) January 245 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 15.

Citigroup (C) January 73.50 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 15.

Charles Schwab (SCHW) January 74 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 15.

Option volume and IV amid L.A. fires

Edison Int’l (EIX) 30-day option implied volatility is at 55; compared to its 52-week range of 14 to 67. Call put ratio 1 call to 3.3 puts with focus on January puts amid L.A. fire.

PG&E Corp. (PCG) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 34. Call put ratio 1 call to 1.9 puts with focus on January puts.

Movers

Dollar General (DG) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 70. Call put ratio 1 call to 1.3 puts amid share price near 10-year low.

Wipro (WIT) into the expected release of quarter results before the bell on January 10.
KeyCorp (KEY) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 99. Call put ratio 3.8 calls to 1 put with a focus on March 19 calls.

Arvinas Inc. (ARVN) 30-day option implied volatility is at 94; compared to its 52-week range of 55 to 129 with a focus on March 12.50 puts, March 22.25 calls and March 30 calls.

IONQ Inc (IONQ) 30-day option implied volatility is at 147; compared to its 52-week range of 57 to 139 on 387K contracts compared to its 90 day average of 66K contracts as share price down 40%.

Invesco Ltd. (IVZ) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 343 with a focus on 16,700 contracts of February 15 puts trading at 20c.

Harley-Davidson (HOG) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 53. Call put ratio 1 to 10.9 puts with a focus on May 23 and 27 puts.

Quantum computing stocks option IV

D-Wave Quantum (QBTS) 30-day option implied volatility is at 187; compared to its 52-week range of 20 to 255. Call put ratio 1.7 calls to 1 put.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 179; compared to its 52-week range of 20 to 332. Call put ratio 1 call to 1.2 puts amid wide price movement.

Rigetti Computing (RGTI) 30-day option implied volatility is at 196; compared to its 52-week range of 20 to 229. Call put ratio 1 calls to 1 put on option volume of 698K contracts compared to its 90 day average of 12K contracts.

IONQ Inc (IONQ) 30-day option implied volatility is at 146; compared to its 52-week range of 57 to 146. Call put ratio 1 call to 1.3 puts.

Arqit Quantum (ARQQ) 30-day option implied volatility is at 186; compared to its 52-week range of 20 to 253. Call put ratio 8.5 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: X CAPR PLD HUM ACI
Increasing unusual option volume: INVZ PGR DRI OPTT VIR QSI RGTI ABSI T
Increasing unusual call option volume: VRNA FUBO SPGI LNC EBAY HNRG
Increasing unusual put option volume: FND RGTI QBTS FUBO ARKG TSN PCG ALTM
Popular stocks with increasing volume: MSTR MU SMCI COIN
Active options: NVDA TSLA AMD PLTR RGTI MSTR AAPL IONQ FUBO SOUN GOOGL QUBT MU SMCI AMZN META COIN RIOT QBTS MARA
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $75.60, natural gas up 3%, gold at $2701