Pre-Market IV Report January 19, 2022

Pre-Market IV Report January 19, 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: GILD IBM SAVA HTA PTON NET RSX XBI BBIG SEAH DWAC RBOT PVG

Stocks expected to have increasing option volume: BAC UAL AAL UNH PG MS USB

Movers

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 35 as shares trades below 200-day moving average.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 71 as shares close below $77.

United States Oil Fund (USO) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 59 as WTI Crude oil trading near 2014 highs.

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on January 27.

Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 35.

Gamers-Entertainers IV after ZNGA & ATVI deals

Electronic Arts (EA) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 43.

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 51.

Roblox (RBLX) 30-day option implied volatility is at 90; compared to its 52-week range of 46 to 131. Call put ratio 2.4 calls to 1 put.

Unity Software Inc. (U) 30-day option implied volatility is at 76; compared to its 52-week range of 44 to 100.

Sony (SONY) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 44. Call put ratio 1 call to 2.8 puts after Microsoft (MSFT) deal for Activision Blizzard (ATVI).

Activision Blizzard (ATVI) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 47 after Microsoft (MSFT) to acquire for $95 per share in cash.

Zynga (ZNGA) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 279.

Skillz (SKLZ) 30-day option implied volatility is at 103; compared to its 52-week range of 75 to 166. Call put ratio 3.4 calls to 1 put as shares near low end of range.

GameStop (GME) 30-day option implied volatility is at 114; compared to its 52-week range of 69 to 553 as shares off record highs.

AMC Entertainment (AMC) 30-day option implied volatility is at 131; compared to its 52-week range of 95 to 726. Call put ratio 1.1 calls to 1 put as shares close below $19.

Straddle prices for stocks expected to report quarterly results this week

American Airlines (AAL) January 18 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on January 20.

Bank of OZK (OZK) January 50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on January 20.

CSX (CSX) January 35 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on January 20.

Netflix (NFLX) January 510 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on January 20.

Union Pacific (UNP) January 237 straddle priced for a move of +/- 3.5% into the expected release of quarter results on January 20.

Ally Financial (ALLY) January 50 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 21.

Options with decreasing option implied volatility: ATVI BIIB KBH ZNGA ORCL
Increasing unusual option volume: IHI FATH STAR INDA EWY ESSC UL RSX
Increasing unusual call option volume: UL ESSC NTR EGO CSPR FTCH
Increasing unusual put option volume: INDA ESSC ARCC ONON EWY AU
Popular stocks with increasing volume: F AMC ATVI BAC UBER XOM SOFI KSS GPS XOM
Active options: AAPL TSLA ATVI BBIG F AMC NVDA AMD MSFT BAC FB LCID T BA UBER PLTR JPM XOM AMZN SOFI
Global S&P Futures mixed, Nikkei down 2.6%, DAX mixed, WTI Crude oil recently at $86, natural gas mixed, gold at $1812 an ounce