Pre-Market IV Report January 21, 2022

Pre-Market IV Report January 21, 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 TWTR NET INTC NFLX SEAH UVXY APRN PTON RBAC VXX BENE RBOT VIXY PPC

Stocks expected to have increasing option volume: NFLX DIS CMCSA DISCA VIAC T AMZN PTON ALLY SLB HAL HBAN

Option movers amid Netflix (NFLX)

Netflix (NFLX) January call option implied volatility is at 199, February is at 50; compared to its 52-week range of 21 to 47 into shares trading 20% lower in premarket.

Disney (DIS) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 48 into Netflix (NFLX) trading 20% lower in premarket.

Discovery, Inc (DISCA) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 117.

ViacomCBS (VIAC) 30-day option implied volatility is at 52; compared to its 52-week range of 32 to 105.

Comcast (CMCSA) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 40.

Roku (ROKU) 30-day option implied volatility is at 80; compared to its 52-week range of 43 to 83.

Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 44.

Meta Platforms (FB) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 51.

Amazon (AMZN) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 47.

AT&T (T) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 31.

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 49.

Zoom (ZM) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 81.

Peloton (PTON) January call option implied volatility is at 290, February is at 140; compared to its 52-week range of 50 to 133 amid sharp pull back.

Straddle prices for stocks expected to report quarterly results next week

Halliburton (HAL) January weekly 28 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on January 24.

IBM (IBM) January weekly 131 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on January 24.

3M (MMM) January weekly 172 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 25.

American Express (AXP) January weekly 160 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 25.

Johnson & Johnson (JNJ) January weekly 165 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 25.

Lockheed Martin (LMT) January weekly 375 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 25.

Microsoft (MSFT) January weekly 300 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on January 25.

Polaris (PII) February straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on January 25. Call put ratio 1 call to 2.4 puts.

Raytheon (RTX) January weekly 88 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 25.

Texas Instruments (TXN) January weekly 172 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on January 25.

Verizon (VZ) January weekly 53.50 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 25.

Options with decreasing option implied volatility: ORCL ATVI ZNGA KBH
Increasing unusual option volume: BKLN EVTL CG BCS RWT CS APRN
Increasing unusual call option volume: EVTL CG COOP PVH CS APRN CL
Increasing unusual put option volume: BKLN TIP EVTL RY CSPR OSH
Popular stocks with increasing volume: PTON SOFI PLTR AFRM
Active options: F AAPL SOFI TSLA AMD PTON NVDA LCID MSFT BBIG AMC AAL AMZN FB NIO BABA PLTR BAC T AFRM
Global S&P Futures mixed, Nikkei down 0.9%, DAX down 1.4%, WTI Crude oil recently at $83.81, natural gas mixed, gold at $1833 an ounce