Pre-Market IV Report January 15, 2025

Pre-Market IV Report January 15, 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: DJT PCG UPST LYFT APP TTD FTAI GENI DASH SHOP GNRC ABR GEHC CSCO DLR SONY DE USO KHC ETNB QUBT XP EWTX SKYT NAIL GKOS LQDA GENI TSPY GILT ACCD

Stocks expected to have increasing option volume: JPM C WFC BLK BK BAC GS UNH

Eli Lilly & Co. (LLY) option IV as share price pulls back. NVIDIA (NVDA)

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 55. Call put ratio 1.4 calls to 1 put as share price trends lower.

Novo Nordisk (NVO) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 59. Call put ratio 1 call to 1 put.

Viking Therapeutics (VKTX) 30-day option implied volatility is at 83; compared to its 52-week range of 70 to 234. Call put ratio 1.3 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 89. Call put ratio 2.1 calls to 1 put.

Straddle prices into quarter results

Taiwan Semiconductor (TSM) January 200 straddle priced for movement of 6.5% into the expected release of quarter results before the bell on January 16.

UnitedHealthcare (UNH) January 545 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on January 16.

Bank of America (BAC) January 46 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 16. Call put ratio 3.5 calls to 1 put

Morgan Stanely (MS) January 125 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 16.

PNC Financial (PNC) January 195 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 16. Call put ratio 19.8 call to 1 put with a focus on January 155 and 160 calls.

U.S. Bancorp (USB) January 49 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 16.

M&T Bank (MTB) January 195 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 16.

J.B. Hunt (JBHT) January 180 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on January 16.

First Horizon National (FHN) January 21 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 16. Call put ratio 14.6 calls to 1 put with a focus on January 22 calls.

Bank of Ozark (OZK) January 44 straddle priced for movement of 6.5% into the expected release of quarter results after the bell on January 16. Call put ratio 4.3 calls to 1 put.

Options Movers

United States Oil Fund (USO) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 52. Call put ratio 1 call to 2.3 puts with a focus on February 75 and 80 puts.

KB Home (KBH) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 88. Call put ratio 1.2 calls to 1 put with a focus on January 65 and 70 calls.

HanesBrands (HBI) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 90 with a focus on February 9 calls as share price up 3.1%.

Eastman Chemical (EMN) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 64 with a focus on January and February 95 calls.

Las Vegas Sands (LVS) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 42. Call put ratio 2.8 calls to 1 put with a focus on January 46.50 calls as share price down 4.3%.

Honda Motor (HMC) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 36 with a focus on 3700 contracts of April 27.50 puts.

Perrigo (PRGO) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 80 with a focus on a buyer of 10K contracts of February 25 calls.

SM Energy (SM) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 69 with a focus on August 55 and 60 calls.

Royalty Pharma plc (RPRX) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 48 with a focus on 2900 contracts of July 32.50 calls.

Crexendo, Inc. (EXE) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 63 with a focus on a spreader of January 65 puts, January 105 calls, January 150 calls and February 105 calls.

Options with decreasing option implied volatility: AEHR MNKD NNOX CONY CVNA WBA JWN PARA ACI DAL
Increasing unusual option volume: OPFI IMPP PRGO INVZ WIX NVT MCHI EIX
Increasing unusual call option volume: PRGO PNC WIX INVZ PCG ABBV OPFI MCHI TSEM SM
Increasing unusual put option volume: FEZ RGTI MCHI SIG XP TRIP FUBO CRNC EXE BTG
Popular stocks with increasing volume: MSTR PLTR GME HOOD SOFI SNAP
Active options: NVDA TSLA AAPL AMD RGTI META MSTR PLTR AMZN GME HOOD DJT MPW AI FUBO SOFI RIOT MSFT SNAP MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.40, natural gas mixed, gold at $2708