Pre-Market IV Report January 14, 2022

Pre-Market IV Report January 14, 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: SNDL IBM PTON NET XBI LABU ATVI HTA SEAH GWH DCGO

Stocks expected to have increasing option volume: SAM SAP BHC MNST BA WFC C JPM BAC BLK

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 36 to 87. Call put ratio 1.3 calls to 1 put amid Tesla pushes Cybertruck production start to early 2023, Reuters reports.

Ford (F) 30-day option implied volatility is at 52; compared to its 52-week range of 33 to 76. Call put ratio 2.8 calls to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 71 as shares close below $80.

Snap (SNAP) 30-day option implied volatility is at 84; compared to its 52-week range of 43 to 118. Call put ratio 1 call to 1.1 puts as shares pull back 10%.

Pinterest (PINS) 30-day option implied volatility is at 72; compared to its 52-week range of 38 to 109 as shares close below $33.

NVIDIA (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 63.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 43.

Teladoc (TDOC) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 78.

Roku (ROKU) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 83.

Zoom (ZM) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 81.

Affirm Holdings (AFRM) 30-day option implied volatility is at 106; compared to its 52-week range of 60 to 126.

PayPal (PYPL) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 58.

Block (SQ) 30-day option implied volatility is at 56; compared to its 52-week range of 35 to 73.

SoFi Technologies (SOFI) 30-day option implied volatility is at 73; compared to its 52-week range of 50 to 151. Call put ratio 3.1 call to 1 put.

WTI Crude Oil trades above $82 and Russian headlines

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 55. Call put ratio 1 call to 1.8 puts.

Straddle prices for stocks expected to report quarterly results this week

Bank of New York (BK) January 64 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 18.

Goldman Sachs (GS) January 390 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on January 18.

Interactive Broker Group (IBKR) January straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on January 18.

J.B. Hunt Transport (JBHT) January 200 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on January 18.

Schwab (SCHW) January 74 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 18.

Biohaven Pharma (BHVN) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 120.

Aurinia Pharmaceuticals (AUPH) 30-day option implied volatility is at 116; compared to its 52-week range of 58 to 201. Call put ratio 4.8 calls to 1 put.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 72; compared to its 52-week range of 37 to 172.

Options with decreasing option implied volatility: ADBE ORCL ZNGA DOCU KBH
Increasing unusual option volume: PLTK KBH PNC CHTR RSX
Increasing unusual call option volume: PNC KBH EFX CHTR RSX
Increasing unusual put option volume: KBH TRQ CHTR ARVL
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 1%, DAX lower, WTI Crude oil recently at $82.64, natural gas down 2%, gold at $1822 an ounce