Pre-Market IV Report January 15, 2021

Pre-Market IV Report January 15, 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: BB GME PLUG ACB DASH BIDU BIIB IRBT DDD GME CSCO GHIV NOK PINS BNGO CCIV PINS

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

Tesla option implied volatility

Tesla (TSLA) January call option implied volatility is at 65, February is at 64; compared to its 52-week range of 53 to 154 after market close on Wednesday, January 27, 2021.

Movers

GameStop (GME) January call option implied volatility is at 360, February is at 189; compared to its 52-week range of 52 to 217.

Bed Bath & Beyond (BBBY) January call option implied volatility is at 149, February is at 76; compared to its 52-week range of 47 to 214.

Beyond Meat (BYND) January call option implied volatility is at 91, February is at 63; compared to its 52-week range of 51 to 130.

Straddle prices into quarter releases 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 141 straddle priced for a move of 3% 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 3% into the expected release of quarter results before the bell on January 15.

Wells Fargo (WFC) January 35 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 15.

Straddle prices into quarter releases next week

Logitech (LOGI) February straddle priced for a move of 11% into the expected release of quarter results on January 18.

Schwab (SCHW) January weekly straddle 59 priced for a move of 6% into the expected release of quarter results on January 18.

Goldman Sachs (GS) January weekly straddle priced for a move of 5% into the expected release of quarter results before the bell on January 19.

Halliburton (HAL) January weekly 21.50 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on January 19.

Interactive Brokers (IBKR) February 70 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 19.

Netflix (NFLX) January weekly 500 straddle priced for a move of 8% into the expected release of quarter results on January 19.

State Street (STT) February 80 straddle priced for a move of 7% into the expected release of quarter results on January 19.

Zion Bancorporation (ZION) February 50 straddle priced for a move of 10% into the expected release of quarter results on January 19.

Alcoa (AA) January weekly straddle priced for a move of % into the expected release of quarter results after the bell on January 20.

Bank of New York (BK) January weekly 25 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 20.

Fastenal (FAST) February 49.60 straddle priced for a move of 8% into the expected release of quarter results on January 20.

FuelCell (FCEL) February 18 straddle priced for a move of 39% into the expected release of quarter results on January 20.

Kinder Morgan (KMI) January weekly 15.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 20.

Morgan Stanley (MS) January weekly 77 straddle priced for a move of 5% into the expected release of quarter results on January 20.

Procter & Gamble (PG) January weekly 135 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20.

U.S. Bancorp (USB) January weekly 50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 20.

United Airlines (UAL) January weekly 46 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 20.

UnitedHealth (UNH) January weekly straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 20.

Options with decreasing option implied volatility: ACIA DAL TSM XL QS DDD SRPT HEXO
Increasing option volume: DDD ACIA ERJ CCX NAVI GHIV
Increasing unusual call option volume: GSAT CSX PNC DDD BB
Increasing unusual put option volume: FIS ACIA ERIC VIPS BKLN LMND MAC FUBO
Popular stocks with increasing volume: SPCE PLTR BBBY GM GME
Active options: AAPL TSLA GME INTC NIO SPCE FB BABA AMD WFC BB TLRY AAL PLTR BAC BBBY GM TSM
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $52.96, natural gas up 2%, gold at $1852 an ounce