Pre-Market IV Report January 21, 2025

Pre-Market IV Report January 21, 2025

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: GENI FTAI HNST KODK AMRX PBA NRIX LUCK AB TRU MLTX WBA CTLP KRYS ENFN

Stocks expected to have increasing option volume: NFLX COF UAL SCHW META SNAP RDDT PINS GOOGL GOOG MRNA WBA

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 37. Call put ratio 1.3 calls to 1 put amid share price near two-month low

China option IV amid U.S. President Trump

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 40 to 76.

General Motors (GM) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 47.

Ford Motor (F) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 49. Call put ratio 6.2 calls to 1 put.

Pinduoduo (PDD) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 77. Call put ratio 3.7 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 80. Call put ratio 5.1 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 62. Call put ratio 6.3 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 52. Call put ratio 1 call to 1.8 puts as WTI crude at $76.30.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 112; compared to its 52-week range of 64 to 220. Call put ratio 2.4 calls to 1 put into Bitcoin above $102,000.

Straddle prices into quarter results

Netflix (NFLX) January 24 weekly 860 straddle priced for movement of 8.5% into the expected release of quarter results after the bell on January 21.

Procter & Gamble (PG) January 24 weekly 160 straddle priced for movement of 3.5% into the expected release of quarter results before the bell on January 22.

Johnson & Johnson (JNJ) January 24 weekly 147 straddle priced for movement of 3% into the expected release of quarter results before the bell on January 22.

Movers

Intel (INTC) 30-day option implied volatility is at 67; compared to its 52-week range of 29 to 77. Call put ratio 3 calls to 1 put with a focus on January 22.50 and 23 calls as share price up 8.8%.

Roivant Sciences (ROIV) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 92 with a focus on 30K contracts of January 15 2026 calls.

KE Holdings Inc. (BEKE) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 99. Call put ratio 13 calls to 1 put with a focus on February 18 and 19 calls.

Lithium Americas Corp (LAC) 30-day option implied volatility is at 76; compared to its 52-week range of 52 to 112 with a focus on 14K contracts of August 2 puts.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 62. Call put ratio 1 call to 1.5 puts on 14K contracts compared to its 90-day average of 1200 contracts into expected release of quarter results on January 21.

Smith & Nephew (SNN) 30-day option implied volatility is at 69; compared to its 52-week range of 16 to 68 with a focus on January 30 calls as share price up 4.3%.

Options with decreasing option implied volatility: AEHR MNKD AVXL ADMA GME APLD ZI EXAS PGY TEM TMDX
Increasing unusual option volume: TMC ROIV EDR IVZ XND REI AMCR JBHT IGT SANA ATEC
Increasing unusual call option volume: XND ROIV TMC EDR AMCR FEZ PPL SLS ATEC
Increasing unusual put option volume: EDR NMM SMST EWY NEXT RVNC RGTI JNPR CSGP
Popular stocks with increasing volume: MSTR INTC COIN RIVN JD PLTR BABA SOFITSM HOOD
Active options: NVDA TSLA AAPL MSTR INTC MARA AMD META AMZN COIN RIVN JD PLTR BABA SOFI RIOT TSM GOOGL HOOD DJT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.30, natural gas down 3%, gold at $2733