Pre-Market IV Report January 14, 2025

Pre-Market IV Report January 14, 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: LYFT DJT SNAP PCG PINS APP FTAI TTD EL BILL EXPE NET QURE RBLX FTNT SPOT COHR DASH ON PYPL HBAN DE BP SONY EA EMR GEHC DD CLX PRU PM BTI AIG

Stocks expected to have increasing option volume: JPM C WFC BLK BK BAC GS UNH DHR HOOD KBH IAC ANGI TDOC

Airline option IV as WTI crude trades $79 and interest rates trend higher

American Airlines (AAL) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 57. Call put ratio 1 call to 3.3 puts as WTI crude trades $79 and interest rates trend higher.

Southwest Airlines (LUV) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 48. Call put ratio 5.6 calls to 1 put with a focus on January 35 calls.

Delta Air Lines (DAL) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 53.

United Airlines (UAL) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 59.

Chevron (CVX) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 30 as WTI crude oil trades $79.

ExxonMobil (XOM) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 32. Call put ratio 2 calls to 1 put as WTI crude oil trades $79.

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 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 15.

Charles Schwab (SCHW) January 72.50 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 15.

Goldman Sachs (GS) January 565 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 15.

Movers

Option Care Health (OPCH) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 52 with a focus on January 25 calls as share price up 15%.

Wix.com (WIX) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 98. Call put ratio 5.8 calls to 1 put with a focus on March and April 260 calls as share price up 4.7%.

Halliburton (HAL) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 41 with a focus on January 28.50 calls.

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 91 with a seller of 4999 contracts of February 105 puts.

TransUnion (TRU) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 74 with a spreader of 5500 contracts of January 90 and 95 puts.

Sempra Energy (SRE) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 28 with a spreader of 10K contracts of April 85 calls, 10K contracts of April 95 calls and 10K contracts of April 75 puts.

Comstock Resources (CRK) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 91 with a spreader of February 19 and 20 calls.

Merus N.V. (MRUS) 30-day option implied volatility is at 47; compared to its 52-week range of 41 to 136 with a focus on 1300 contracts of February 40 calls as share price down 7.5%.

Honeywell (HON) 30-day option implied volatility is at 30; compared to its 52-week range of 13 to 28. Call put ratio 6.1 calls to 1 put with a focus on January 210 and 230 calls amid Honeywell set to breakup amid urging from activist, Bloomberg says.

Freeport-McMoran (FCX) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 48.

Teladoc (TDOC) 30-day option implied volatility is at 64; compared to its 52-week range of 42 to 96. Call put ratio 5.3 calls to 1 put into announcing new Amazon (AMZN) collaboration.

IAC (IAC) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 59 into announced today its Board of Directors has approved a plan to spin off IAC’s full stake in Angi (ANGI), a leading platform for home services, to IAC shareholders.

Options with decreasing option implied volatility: NNOX CAPR WBA CVNA PLD PARA
Increasing unusual option volume: EWC EIX SRE IMPP GRRR UMC AMKR OPTT
Increasing unusual call option volume: SRE GRRR TSEM DHT UMC OPTT PGNY OZK BBIO WSC
Increasing unusual put option volume: RGTI RSP AVDL PCG QBTS TRU SIG FUBO PTLO AEHR
Popular stocks with increasing volume: PLTR MSTR SMCI X INTC MRNA SOFI RIVN COIN
Active options: NVDA TSLA AAPL PLTR AMD MSTR RGTI AMZN DJT META SMCI X INTC MRNA SOFI RIOT GOOGL RIVN COIN MARA
Global S&P Futures mixed in premarket, Nikkei down 1.8%, DAX mixed, WTI Crude oil recently at $78.40, natural gas down 3.5%, gold at $2679