Pre-Market IV Report January 20, 2022

Pre-Market IV Report January 20, 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 HTA IBM TWTR UVXY TTWO NET RSX TTD AMC PTON SEAH

Stocks expected to have increasing option volume: NFLX AAL UAL AA SOFI

Option IV Moving

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 28; compared to its 52-week range 14 to 35.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 29; compared to its 52-week range 18 to 37 as shares near 52-week low.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 56; compared to its 52-week range 28 to 71 as shares close below $76.
Consumer Disc Sel Spdr Fd (XLY) 30-day option implied volatility is at 28; compared to its 52-week range 14 to 37.

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on January 27.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 63; compared to its 52-week range 18 to 61.

Yandex (YNDX) 30-day option implied volatility is at 74; compared to its 52-week range 25 to 69.

Gold IV as gold near two-month high

Newmont (NEM) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 45 as gold near two-month high. Call put ratio 3.2 calls to 1 put.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 40; compared to its 52-week range 30 to 57.

Kinross Gold (KGC) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 82 as gold trends higher.

AngloGold Ashanti (AU) 30-day option implied volatility is at 85; compared to its 52-week range of 38 to 60 as gold above $1841.

Barrick Gold (GOLD) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 49.

Yamana Gold (AUY) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 178 as gold near two-month high.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 45 as gold trades above $1840. Call put ratio 3.2 calls to 1 put.

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.

United States Natural Gas (UNG) 30-day option implied volatility is at 52; compared to its 52-week range 30 to 219 amid wide price movement.

Ford Motor (F) 30-day option implied volatility is at 55; compared to its 52-week range 33 to 76.

Rivian Automotive (RIVN) 30-day option implied volatility is at 92; compared to its 52-week range of 70 to 176. Call put ratio 1 call to 1.2 puts as shares close below $70.

Starbucks (SBUX) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 35. Call put ratio 1.7 calls to 1 put as shares trend lower.

Stitch Fix (SFIX) 30-day option implied volatility is at 77; compared to its 52-week range of 51 to 147. Call put ratio 2 calls to 1 put as shares trade near 18-month low.

Straddle prices for stocks expected to report quarterly results this week

American Airlines (AAL) January 17.5 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell.

Bank of OZK (OZK) January 50 straddle priced for a move of +/- 6% into the expected release of quarter results today.

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

Netflix (NFLX) January 515 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Union Pacific (UNP) January 240 straddle priced for a move of +/- 3.5% into the expected release of quarter results today.

Ally Financial (ALLY) January 50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 21.

Huntington Bancshares (HBAN) January 17 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 21.

Schlumberger Ltd. (SLB) January 37 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 21.

Options with decreasing option implied volatility: ZNGA ATVI KBH ORCL
Increasing unusual option volume: QD TGNA BNS CLOU FATH CCJ BCRX
Increasing unusual call option volume: TGNA CSPR PG PIXY CVS
Increasing unusual put option volume: PACB ELY HBAN ITB CSTM SONY USB
Popular stocks with increasing volume: CVS SOFI LCID UBER AMC UBER AAL UAL
Active options: AAPL TSLA F CVS SOFI NVDA MSFT BBIG AMD BAC LCID FB UBER AMC PG UBER AAL T C PLTR
Global S&P Futures mixed, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $86.55, natural gas mixed, gold at $1841 an ounce