Pre-Market IV Report January 13, 2022

Pre-Market IV Report January 13, 2022

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: DWAC IPOF GPRO NEGG GILD HTA SNDL IBM ABBV PTON DT NET TTWO

Stocks expected to have increasing option volume: AMC DAL KBH C JPM BAC WFC BLK COIN

Straddle prices for stocks expected to report quarterly results this week

Delta (DAL) January weekly 41 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Taiwan Semiconductor (TSM) January weekly 132 straddle priced for a move of +/- 5% into the expected release of quarter results today.

Blackrock (BLK) January weekly 885 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 14.

Citigroup (C) January weekly 67 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 14.

JPMorgan (JPM) January weekly 167.50 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 14.

Well Fargo (WFC) January weekly 56 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on January 14.

WTI Crude Oil trades above $82

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 62. Call put ratio 1 call to 1.7 puts as WTI Crude Oil trades above $82.

Freeport-McMoran (FCX) 30-day option implied volatility is at 47; compared to its 52-week range of 41 to 64. Call put ratio 13 calls to 1 put.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 52. Call put ratio 1.8 calls to 1 put.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 55. Call put ratio 1 call to 15 puts.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 2.3 puts.

Uber (UBER) January weekly call option implied volatility is at 51, January is at 43, February is at 53; compared to its 52-week range of 37 to 72. Call put ratio 1.4 calls to 1 put into a company hosted investor meeting on February 10.

Crypto option IV

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 65 to 154. Call put ratio 2.5 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 108; compared to its 52-week range of 88 to 276. Call put ratio 3.7 calls to 1 put.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 111; compared to its 52-week range of 89 to 275. Call put ratio 4.1 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 81.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) 30-day option implied volatility is at 69; compared to its 52-week range of 69 to 96.

Options with decreasing option implied volatility: CRM ADBE ORCL ZNGA DOCU BIIB
Increasing unusual option volume: HTA FATH AVCT ZH OVV
Increasing unusual call option volume: HTA OVV EOG ZH ABBV
Increasing unusual put option volume: MCMJ CHTR ITB CZOO RBOT
Popular stocks with increasing volume: AAL ABBV FCX LCID BA
Active options: TSLA AAPL LCID F MSFT NVDA FCX AMD NIO FB BABA WFC ABBV BAC BA AMC AMZN PLTR UBER AAL
Global S&P Futures mixed, Nikkei down 0.9%, DAX mixed, WTI Crude oil recently at $82.50, natural gas down 2%, gold at $1820 an ounce