Pre-Market IV Report January 19, 2021

Pre-Market IV Report January 19, 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: CSCO AMC GHIV NOK CCIV GME ACB MAC FLR BIIB MOMO BB PSTH BIDU CLOV

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

Tesla option implied volatility

Tesla (TSLA) January call option implied volatility is at 61, February is at 81; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on Wednesday, January 27, 2021.

Movers

BlackBerry (BB) 30-day option implied volatility is at 158; compared to its 52-week range of 32 to 160.

Wayfair (W) 30-day option implied volatility is at 72; compared to its 52-week range of 41 to 210.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 94; compared to its 52-week range of 78 to 238.

GameStop (GME) 30-day option implied volatility is at 194; compared to its 52-week range of 52 to 227.

Beyond Meat (BYND) 30-day option implied volatility is at 63; compared to its 52-week range of 51 to 130.

Palantir (PLTR) 30-day option implied volatility is at 109; compared to its 52-week range of 59 to 174.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 76; compared to its 52-week range of 47 to 214.

Illumina (ILMN) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 78.

Spotify (SPOT) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 83 after shares pull back recent reports of Apple (AAPL) podcast ambitions.

Netflix (NFLX) January weekly call option implied volatility is at 71, February is at 46; compared to its 52-week range of 29 to 99 into the expected release of quarter results today after the bell.

iQIYI (IQ) January weekly call option implied volatility is at 51, February is at 57; compared to its 52-week range of 44 to 133 into the expected release of Netflix (NFLX) quarter results today. Call put ratio 1 call to 1.8 puts

American Eagle (AEO) January weekly call option implied volatility is at 64, February is at 50; compared to its 52-week range of 34 to 189 into hosting a virtual investor day on January 21.

Taiwan Semi (TSM) January weekly call option implied volatility is at 34, February is at 38; compared to its 52-week range of 22 to 75 after quarter results.

Straddle prices into quarter releases

Bank of America (BAC) January weekly 33 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) January weekly 300 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Halliburton (HAL) January weekly 20.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Interactive Brokers (IBKR) February 70 straddle priced for a move of 9% into the expected release of quarter results today.

Netflix (NFLX) January weekly 500 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

State Street (STT) February 77.50 straddle priced for a move of 10% 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 today.

Alcoa (AA) January weekly 23 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 20.

Bank of New York (BK) January weekly 45 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 15 straddle priced for a move of 32% 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 75 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 49 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20.

United Airlines (UAL) January weekly 44 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 20.

UnitedHealth (UNH) January weekly 350 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 20.

IBM (IBM) January weekly 128 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 21.

Options with decreasing option implied volatility: XL QS DDD SRPT HEXO CLVS KNDI
Increasing option volume: CRNT BB GSAT CNX CCX IMMR
Increasing unusual call option volume: GHIV VHC CRNT GSAT IMMR BB
Increasing unusual put option volume: NYMT BB IVZ LMND DDD FUBO HL
Popular stocks with increasing volume: BB ZM XOM PLTR GME TLRY BWA JETS
Active options: AAPL TSLA PLTR NIO WFC AMD FB BB GME AMZN TLRY AMC CCIV BAC ZM F BABA PLUG MSFT XOM
Global S&P Futures recently mixed to higher, Nikkei up 1.2%, DAX mixed, WTI Crude oil recently at $52.29, natural gas down 3.8%, gold at $1837 an ounce