Pre-Market IV Report January 14, 2021

Pre-Market IV Report January 14, 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: GME PLUG TAK PLUG FCEL BLDP GHIV BIDU PLUG FUBO PSTH SIRI TLRY

Stocks expected to have increasing option volume: BAC C WFC PNC GS MS JPM C

Tesla & NIO option implied volatility, volume and share price movement

Tesla (TSLA) January call option implied volatility is at 69, February is at 81; compared to its 52-week range of 53 to 154. Call put ratio 1.6 calls to 1 put.

NIO Inc. (NIO) January call option implied volatility is at 79, February is at 94; compared to its 52-week range of 81 to 215 as shares rally. Call put ratio 2.6 calls to 1 put.

Plug Power (PLUG) 30-day option implied volatility is at 157; compared to its 52-week range of 61 to 186.

FuelCell Energy (FCEL) 30-day option implied volatility is at 164; compared to its 52-week range of 98 to 266.

Ballard Power (BLDP) 30-day option implied volatility is at 98; compared to its 52-week range of 64 to 217.

Intel (INTC) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 99.

VMware (VMW) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 88.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 91.

GameStop (GME) 30-day option implied volatility is at 182; compared to its 52-week range of 52 to 227 amid wide price movement.

Shake Shack (SHAK) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 185 as shares trend higher.

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. Call put ratio 3.2 calls to 1 put.

Haliburton (HAL) 30-day call option implied volatility is at 58; compared to its 52-week range of 30 to 224 as WTI crude trades above $52.

Chewy (CHWY) 30-day option implied volatility is at 64; compared to its 52-week range of 42 to 116 into Petco (WOOF) 48M share IPO. Options active on 77K contracts.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 89. Options active on total volume of 1.4M contracts.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 164 as WTI crude oil trades above $52.

iShares Russell 2000 ETF (IWM) January call option implied volatility is at 28, February 27; compared to its 52-week range of 12 to 81 as shares near record high. Call put ratio 1 call to 2.2 puts.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 105.

Straddle prices into quarter releases this week

Blackrock (BLK) January 780 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Taiwan Semiconductor (TSM) January 119 straddle priced for a move of 4% into the expected release of quarter results today.

Citigroup (C) January 67 straddle priced for a move of 4% 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 160 straddle priced for a move of 4% 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.

Options with decreasing option implied volatility: XL QS DDD SRPT FEYE BBBY
Increasing option volume: ABBV FUBO MOMO EWJ LAZR CLOV MNST VMW GSAT GHIV GLNG GME
Increasing unusual call option volume: GSAT SAVA MOMO ABBV SNBR
Increasing unusual put option volume: GOEV SFM GME MARA
Popular stocks with increasing volume: ABBV NKLA FCEL GME
Active options: AAPL GME PLTR AMD NIO PLUG F ZM GM FUBO FB AMZN TLRY ABBV NKLA FCEL MSFT
Global S&P Futures recently mixed, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $52.67, natural gas up 1%, gold at $1842 an ounce