Pre-Market IV Report January 17, 2025

Pre-Market IV Report January 17, 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: FTAI KODK UPST LYFT TTD DASH GENI SHOP CSCO USO GEHC BKKT ARQQ ETNB FSLY SPIR SWTX SSSS BLCO GLPG VTSI LFST IONS HNST EOSE CVNA DAWN SYM HEES ASTL EDR SQM LZ VTRS VRN GEL AAPU

Stocks expected to have increasing option volume: SLB FAST TFC STT HBAN RF CFG JBHT RIVN

Apple (AAPL) option IV as share price pulls back

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 37. Call put ratio 1.4 calls to 1 put as share price pulls back.

Straddle prices into quarter results

Netflix (NFLX) January 24 weekly 840 straddle priced for movement of 9% into the expected release of quarter results after the bell on January 21.

Capital One (COF) January 24 weekly 190 straddle priced for movement of 5.5% into the expected release of quarter results after the bell on January 21.

United Airlines (UAL) January 24 weekly 106 straddle priced for movement of 11% into the expected release of quarter results after the bell on January 21.

Charles Schwab (SCHW) January 24 weekly 75 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on January 21.

China option IV amid puts more active than calls

Pinduoduo (PDD) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 77. Call put ratio 1 call to 3.4 puts.

JD.com (JD) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 80. Call put ratio 1 call to 2.5 puts.

Alibaba (BABA) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 62. Call put ratio 1 call to 3.5 puts.

Movers

First Solar (FSLR) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 85. Call put ratio 4.9 calls to 1 put with focus on February 215 calls.

Netflix (NFLX) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 51 into expected release of quarter results after the bell on January 21.

Southwest Airlines (LUV) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 48. Call put ratio 1 call put ratio 1.1 puts as share price down 2.9%.

Xerox Corp. (XRX) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 91 with a focus on 5K contracts of October 5 puts.

Ingersoll-Rand (IR) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 67 with a focus on February 95 calls.

Akero Therapeutics (AKRO) 30-day option implied volatility is at 276; compared to its 52-week range of 45 to 236 with a focus on 2275 contracts of March 27.50 calls.

International Paper Company (IP) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 42 with a focus on 2K contracts of February 55 calls.

Options with decreasing option implied volatility: AEHR GME APLD MNKD ADMA WBA AVXL ZI PGY NVAX JPM BLK C PNC BAC WFC
Increasing unusual option volume: CNX AVTR EOG EDR PAGP EIX BXMT CRC
Increasing unusual call option volume: EOG CRC PAGP TMC WSM GD CYTK PGNY
Increasing unusual put option volume: BXMT CNX EDR SIG LW RITM RGTI CRBG RIO TECK
Popular stocks with increasing volume: TSM SOFI MSTR BAC AVGO UBER RGTI CVNA RIVN AAL HOOD COIN
Active options: NVDA TSLA AAPL TSM PLTR SOFI AMD MSTR BAC AMZN AVGO UBER RGTI META QUBT CVNA RIVN AAL HOOD COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas down 3%, gold at $2732