Pre-Market IV Report January 21, 2021

Pre-Market IV Report January 21, 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

Tesla, GM, F, UBER & LYFT option implied volatility as shares trend higher

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 50, February is at 52; compared to its 52-week range of 21 to 188. Call put ratio 4.5 calls to 1 put with focus on January weekly 57 calls.

Ford (F) January call option implied volatility is at 61, February is at 52; compared to its 52-week range of 26 to 195. Call put ratio 7.9 calls to 1 put with focus on February 11 and 12 calls.

Uber (UBER) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 201.

Lyft (LYFT) 30-day option implied volatility is at 61; compared to its 52-week range of 41 to 196.

Volume and IV Movers

Roku (ROKU) 30-day option implied volatility is at 69; compared to its 52-week range of 55 to 130.

Peloton (PTON) 30-day option implied volatility is at 73; compared to its 52-week range of 65 to 158.

Etsy (ETSY) January weekly call option implied volatility is at 61, February is at 57; compared to its 52-week range of 35 to 125 as shares near record high. Call put ratio 1 call to 1.3 puts.

Teladoc (TDOC) January weekly call option implied volatility is at 54, February is at 50; compared to its 52-week range of 36 to 109. Call put ratio 3.9 calls to 1 put with focus on January weekly 250 calls.

Marvell Technology (MRVL) January weekly call option implied volatility is at 45, February is at 44; compared to its 52-week range of 39 to 99. Call put ratio 5.5 calls to 1 put.

Under Armour Inc (UAA) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 148. Call put ratio 22 calls to 1 put with focus on April 22.50 calls.

Laser Storm, Inc. (LAZR) January weekly call option implied volatility is at 128, February is at 123; compared to its 52-week range of 28 to 243. Call put ratio 4 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 110.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 90.

Farfetch Limited (FTCH) January weekly calls option implied volatility is at 65; compared to its 52-week range of 57 to 125. Call put ratio 4.7 calls to 1 put with focus on February 70 calls.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 80 as shares near record high.

DraftKings (DKNG) 30-day option implied volatility is at 65; compared to its 52-week range of 53 to 143. Call put ratio 3.8 calls to 1 put with focus on February calls.

Straddle prices into quarter releases

IBM (IBM) January weekly 130 straddle priced for a move of 4% into the expected release of quarter results today.

FuelCell (FCEL) February 18 straddle priced for a move of 30% into the expected release of quarter results today.

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

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

Intel (INTC) January weekly 59 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) January weekly 800 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

JetBlue (JBLU) February 16 straddle priced for a move of 14% into the expected release of quarter results today.

KeyCorp (KEY) February 18.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Union Pacific (UNP) January weekly 217.50 straddle priced for a move of 4% into the expected release of quarter results today.

Baker Hughes (BKR) February 23 straddle priced for a move of 8% into the expected release of quarter results today.

Truist Financial (TFC) February 50 straddle priced for a move of 8% into the expected release of quarter results today.

Huntington Bancshares (HBAN) February 15 straddle priced for a move of 9% into the expected release of quarter results today.

Ally Financial (ALLY) February 41 straddle priced for a move of 9% into the expected release of quarter results before the bell on January 22.

Kansas City Southern (KSU) January weekly 215 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.

Options with decreasing option implied volatility: LOGI UNH NFLX TSLA GOEV BNGO XL QS DDD
Options with increasing option implied volatility: GME CSCO PINS SNDL NOK WMT MJ BB SENS CLOV GRPN OLED
Stocks expected to have increasing option volume: AA KMI IBM INTC UAL
Increasing option volume: GSAT ADMP CRNT TRXC BKLN GHIV LAUR BB BLMN
Increasing unusual call option volume: GSAT ADMP CRNT TRXC GHIV LAUR SBH BB HP
Increasing unusual put option volume: NYMT BKLN MFA IPOE BB VUZI GSAT RL EPR RSX LAC
Popular stocks with increasing volume: F BB AMC GME PLTR SNAP
Active options: AAPL NFLX F TSLA BABA MSFT FB NIO AMZN BB GM AMC AMD GME PLTR SNAP PLUG BAC TWTR NOK
Global S&P Futures recently mixed, Nikkei up 0.8%, DAX up 0.4%, WTI Crude oil recently at $52.98, natural gas down 1.8%, gold at $1869 an ounce