Pre-Market IV Report January 20, 2021

Pre-Market IV Report January 20, 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: BB GME FUTU STLA WORK CSCO BB PINS WMT NOK SENS BIDU CLOV GME

Stocks expected to have increasing option volume: BABA NFLX MS UNH UAL

Alibaba (BABA) January weekly call option implied volatility is at 41, February is at 40; compared to its 52-week range of 22 to 63 into Jack Ma makes first public appearance in three months.

Netflix (NFLX) January weekly call option implied volatility is at 87, February is at 43; compared to its 52-week range of 29 to 99 into tops 200M subscribers. Call put ratio 1.8 calls to 1 put.

iQIYI (IQ) January weekly call option implied volatility is at 54, February is at 50; compared to its 52-week range of 44 to 133 into better than expected Netflix (NFLX) results.

Tesla option implied volatility

Tesla (TSLA) January weekly call option implied volatility is at 59, February is at 77; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021.

General Motors (GM) January weekly call option implied volatility is at 66, February is at 55; compared to its 52-week range of 21 to 188 after Microsoft (MSFT) invests in Cruise. Call put ratio 5.5 calls to 1 put.

Straddle prices into quarter releases this week

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

Bank of New York (BK) January weekly 46 straddle priced for a move of 5% into the expected release of quarter results before the bell today.

Fastenal (FAST) February 49.60 straddle priced for a move of 8% into the expected release of quarter results today.

Kinder Morgan (KMI) January weekly 15.50 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Morgan Stanley (MS) January weekly 75 straddle priced for a move of 5% into the expected release of quarter results today.

Procter & Gamble (PG) January weekly 134 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

U.S. Bancorp (USB) January weekly 48 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

United Airlines (UAL) January weekly 45 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

UnitedHealth (UNH) January weekly 352 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

FuelCell (FCEL) February 18 straddle priced for a move of 32% into the expected release of quarter results on January 21.

Bank OZK (OZK) February 35 straddle priced for a move of 11% into the expected release of quarter results after the bell on January 21.

CSX (CSX) January weekly 93 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 21.

Intel (INTC) January weekly 58 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 21.

Intuitive Surgical (ISRG) January weekly 777 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 21.

JetBlue (JBLU) February 15 straddle priced for a move of 15% into the expected release of quarter results on January 21.

IBM (IBM) January weekly 129 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 21.

KeyCorp (KEY) February 18.50 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 21.

Union Pacific (UNP) January weekly 215 straddle priced for a move of 4% into the expected release of quarter results on January 21.

Ally Financial (ALLY) February 41 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 22.

Kansas City Southern (KSU) January weekly 212.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 22.

Schlumberger (SLB) January weekly 25.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 22.

American Eagle (AEO) January weekly call option implied volatility is at 80, February is at 50; compared to its 52-week range of 34 to 189 into hosting a virtual investor day on January 21.

Options with decreasing option implied volatility: DDD HEXO XL QS XL QS DDD SRPT HEXO CLVS KNDI
Increasing option volume: CRNT XP TRXC GSAT ACRX BKLN JBHT
Increasing unusual call option volume: CRNT GSAT TRXC SKX
Increasing unusual put option volume: SFM BKLN NCR TPR BILL BBSKZ FTCH
Popular stocks with increasing volume: UAL F AMC MRVL LYFT PLTN GM PLTR BB PLUG
Active options: AAPL TSLA GM AMC PLTR NIO GME FB BB AMD BAC MSFT NFLX BABA AMZN GE F TWTR WFC PLUG
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $53.49, natural gas down 1.8%, gold at $1856 an ounce