Pre-Market IV Report January 13, 2021

Pre-Market IV Report January 13, 2021

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: DDD SSYS PLUG VIPS BIIB TWTR BLDP SIRI VIPS CCJ COTY CSCO GHIV PSTH SPXS UUP BIDU FUBO CLOV LMND

Stocks expected to have increasing option volume: FCEL BLDP PLUG KBH TOL DAL PRTY URBN BHC

Tesla & NIO option implied volatility

Tesla (TSLA) January call option implied volatility is at 76, February is at 83; compared to its 52-week range of 53 to 154. Call put ratio 1.1 calls to 1 put.

NIO Inc. (NIO) January call option implied volatility is at 100, February is at 95; compared to its 52-week range of 81 to 215 as shares rally. Call put ratio 1.8 calls to 1 put.

FuelCell Energy (FCEL) January call option implied volatility is at 195, February is at 153; compared to its 52-week range of 98 to 307. Call put ratio 3.1 calls to 1 put.

Plug Power (b) December weekly call option implied volatility is at 182, February is at 130; compared to its 52-week range of 60 to 186. Call put ratio 1.9 calls to 1 put.

Ballard Power (BLDP) January call option implied volatility is at 115, February is at 95; compared to its 52-week range of 51 to 217. Call put ratio 4.1 calls to 1 put.

Straddle prices into quarter results and outlook

Delta (DAL) January 40 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 14.

Blackrock (BLK) January 775 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 14.

Taiwan Semiconductor (TSM) January 123 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 14.

Citigroup (C) January 67 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 15.

JPMorgan (JPM) January 140 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 15.

PNC Financial Services (PNC) January 162.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 15.

Wells Fargo (WFC) January 34 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 15.

Yields trend higher

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 10 to 48. Call put ratio 1 call to 1.9 puts.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 109. Call put ratio 8.9 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day call option implied volatility is at 52; compared to its 52-week range of 28 to 174 as WTI crude trades above $52.

Haliburton (HAL) 30-day call option implied volatility is at 59; compared to its 52-week range of 30 to 224.

Bausch Health Co. Inc. (BHC) 30-day call option implied volatility is at 47; compared to its 52-week range of28 to 149 into guides Q4 revenue ahead of consensus. Call put ratio 5 calls to 1 put.

Urban Outfitters (URBN) 30-day call option implied volatility is at 55; compared to its 52-week range of 35 to 109 into posting holiday sales decline.

Harley-Davidson (HOG) 30-day call option implied volatility is at 57; compared to its 52-week range of 28 to 143 into reveal strategic plan and report 2020 Results on February 2.

Party City Holdco Inc. (PRTY) 30-day call option implied volatility is at 113; compared to its 52-week range of 90 to 388 into updating its outlook for total revenue.

Teucrium Soybean Fund (SOYB) 30-day call option implied volatility is at 30; compared to its 52-week range of 15 to 45. Call put ratio 5.4 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day call option implied volatility is at 32; compared to its 52-week range of 15 to 45. Call put ratio 3.1 calls to 1 put with focus on January 15 and 16 calls.

Options with decreasing option implied volatility: SRPT HEXO BBBY BMRN DXC WORK MRNA FEYE DDD QS SRPT
Increasing option volume: GSAT GHIV ENG TTOO SLM BHF MOMO AXTA
Increasing unusual call option volume: GSAT GHIV ENG TTOO FOLD TXRC
Increasing unusual put option volume: ZTO MUX DQ DD FUBO
Popular stocks with increasing volume: GM PLUG XPEV FCEL GE UBER
Active options: AAPL TSLA NIO F AMD BAC GM FB WFC PLUG XPEV FUBO GE INTC AMZN UBER PLTR BABA FCEL TWTR
Global S&P Futures recently mixed, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $53.53, natural gas mixed, gold at $1853 an ounce