Pre-Market IV Report January 18, 2022

Pre-Market IV Report January 18, 2022

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: PTON HTA GILD SNDL BBIG IBM LABU NET RSX XBI SEAH DWAC ADPT SEAC RBAC

Stocks expected to have increasing option volume: ARKK BAC MS GS SCHW RSX HMHC MTN APRN

High growth IV bid into quarter results

Netflix (NFLX) January call option implied volatility is at 69, February is at 43; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on January 20.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 71.

WTI Crude Oil trades above $85 and Russian headlines

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 45; compared to its 52-week range of 18 to 55. Call put ratio 2.5 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 59. Call put ratio 2.7 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 47. Call put ratio 2.7 calls to 1 put as WTI Crude Oil trades above $85.

MP Materials (MP) 30-day option implied volatility is at 65; compared to its 52-week range of 58 to 123.

Straddle prices for stocks expected to report quarterly results this week

Goldman Sachs (GS) January 380 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Alcoa (AA) January 61.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on January 19.

Bank of America (BAC) January 48 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on January 19.

Morgan Stanley (MS) January 99 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 19.

Proctor & Gamble (PG) January 160 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on January 19.

U.S. Bancorp (USB) January 63 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 19.

Houghton Mifflin Harcourt (HMHC) call put ratio 64 calls to 1 put after exploring sale, Bloomberg says.

Options with decreasing option implied volatility: KBH ADBE ORCL ZNGA DOCU
Increasing unusual option volume: CZOO DLR PIXY TIP IAA REE CSPR HMHC
Increasing unusual call option volume: CZOO RSX IAA PIXY CSPR TECS HMGC
Increasing unusual put option volume: PACB TIP IVV ARCC YNDX
Popular stocks with increasing volume: AMC GME TSLA LVS SNAP
Active options: TSLA AAPL NVDAF AMD AMC BBIG MSFT LCID WFC BAC FB JPM TSM LVS AMZN DIS T UBER SNAP
Equity and Commodity Markets Movements
Global S&P Futures down 0.4%, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $85.21, natural gas mixed, gold at $1814 an ounce