Pre-Market IV Report January 16, 2025

Pre-Market IV Report January 16, 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: MESO INFN GENI RDNT JNPR EC DESP UUP QUBT FTAI UPST LYFT PCG KODK APP TTD DASH SHOP GNRC CSCO GEHC SONY KHC DLR DE

Stocks expected to have increasing option volume: BAC UNH USB PNC JBHT OZK FHN MTB TSM RKLB

WTI crude approaches $80

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 1.4 puts as WTI crude approaches $80.

Meta Platforms (META) 30-day option implied volatility into Tik Tok ruling

Meta Platforms (META) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 53. Call put ratio 2 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 120. Call put ratio 3.4 calls to 1 put.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 121; compared to its 52-week range of 92 to 768. Call put ratio 3.6 calls to 1 put.

Straddle prices into quarter results

Truist Financial (TFC) January 45 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 17.

Schlumberger (SLB) January 40 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on January 17.

Fastenal (FAST) January 74.62 straddle priced for movement of 6% into the expected release of quarter results before the bell on January 17. Call put ratio 4 calls to 1 put.

State Street (STT) January 100 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 17.

Huntington Bancshares (HBAN) January 17 straddle priced for movement of 6% into the expected release of quarter results before the bell on January 17. Call put ratio 7.5 calls to 1 put.

Regions (RF) January 25 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 17. Call put ratio 8.5 calls to 1 put.

Citizens Financial (CFG) January 47.50 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 17. Call put ratio 4 calls to 1 put.

Quantum computing stocks option IV

D-Wave Quantum (QBTS) 30-day option implied volatility is at 187; compared to its 52-week range of 20 to 254. Call put ratio 3.5 calls to 1 put.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 223; compared to its 52-week range of 20 to 332. Call put ratio 2.1 call to 1 put amid wide price movement.

Rigetti Computing (RGTI) 30-day option implied volatility is at 204; compared to its 52-week range of 20 to 229. Call put ratio 2.2 calls to 1 put on option volume of 534K contracts compared to its 90 day average of 26K contracts.

IONQ Inc (IONQ) 30-day option implied volatility is at 145; compared to its 52-week range of 57 to 146. Call put ratio 1.5 calls to 1 put.

Bio-tech equipment suppliers option IV

Danaher (DHR) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 31. Call put ratio 1 call to 2.2 puts with a focus on January 235 puts.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 30. Call put ratio 1 call to 1.4 puts with a focus on January 545 and 550 puts.

Agilent Technologies (A) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 67. Call put ratio 1 call to 2 puts with a focus on January 140 puts as share price down 1.3%.

Waters Corp. (WAT) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 41. Call put ratio 2 calls to 1 put as share price down 2.2%.

Movers

CenterPoint Energy (CNP) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 63. Call put ratio 6.4 calls to 1 put with a focus on January 33 calls.

Keros Therapeutics (KROS) 30-day option implied volatility is at 85; compared to its 52-week range of 56 to 121. Call put ratio 2.4 calls to 1 put with a focus on January 10 puts and calls as share price down 15%.

Grab Holdings (GRAB) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 76. Call put ratio 1 call to 1.4 puts with a focus on January calls and puts as share price up 2.8%.

Calumet (CLMT) 30-day option implied volatility is at 64; compared to its 52-week range of 29 to 107 with a focus on 3K contracts of May 17 puts.

Options with decreasing option implied volatility: MNKD AEHR AUR GME IRBT ADMA CONY
Increasing unusual option volume: EWC EDR EIX SRE IMPP ALHC CNP TSEM AM BCS
Increasing unusual call option volume: SRE ALHC XLI AM TSEM DBI BCS INVZ SHLS MSTY LZ
Increasing unusual put option volume: EDR RGTI KODK FTAI VTRS MLCO XP CGSP XLI
Popular stocks with increasing volume: MSTR PLTR C SMCI MU HOOD COIN BAC SOFI TSM JPM
Active options: NVDA TSLA AAPL RGTI RIOT AMD META MSTR PLTR AMZN C SMCI MU HOOD COIN MSFT BAC SOFI TSM JPM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.80, natural gas mixed, gold at $2735