Pre-Market IV Report January 22, 2021

Pre-Market IV Report January 22, 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: CSCO PINS ZNGA NOK GHIV BB BIDU F OLED SPCE IBM INTC SPWR GME PDD

Stocks expected to have increasing option volume: INTC IBM SLB KSU ALLY RF ACB STX HBAN CSX

Apple (AAPL) January weekly call option implied volatility is at 35, February is at 42; compared to its 52-week range of 23 to 90 into the expected release of quarter results after the bell on January 27.

Advanced Micro Devices (AMD) January weekly call option implied volatility is at 56, February is at 56; compared to its 52-week range of 43 to 117 into the expected release of quarter results after the bell on January 26.

Tesla, GM, F option implied volatility

Tesla (TSLA) January weekly call option implied volatility is at 48, February is at 73; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021. Call put ratio 1.3 calls to 1 put.

General Motors (GM) January weekly call option implied volatility is at 47, February is at 52; compared to its 52-week range of 21 to 188. Call put ratio 3.5 calls to 1 put with focus on January weekly (29) calls. EPS expected on January 27.

Ford (F) January call option implied volatility is at 91, February is at 66; compared to its 52-week range of 26 to 195. Call put ratio 6.9 calls to 1 put with focus on February and September options. EPS expected on February 4.

Straddle prices for stocks expected to release results next week

Kimberly-Clark (KMB) January weekly 130 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 25

3M (MMM) January weekly 170 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26

Advanced Micro Devices (AMD) January weekly 91 straddle priced for a move of 9% into the expected release of quarter results after the bell on January 26

Alaska Airlines (ALK) February 55 straddle priced for a move of 15% into the expected release of quarter results before the bell on January 26

American Express (AXP) January weekly 127 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 26

Capital One (COF) January weekly 109 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 26

D.R. Horton (DHI) January weekly 76.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 26

Freeport-McMoRan (FCX) January weekly 30 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 26

General Electric (GE) January weekly 11 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on January 26

Johnson & Johnson (JNJ) January weekly 160 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 26

Lockheed Martin (LMT) January weekly 330 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26

Microsoft (MSFT) January weekly 225 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 26

NextEra Energy (NEE) February 82.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 26

Polaris (PII) January weekly 120 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 26

Raytheon (RTX) January weekly 68 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 26

Rockwell Automation (ROK) January weekly 270 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 26

Starbucks (SBUX) January weekly 105 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 26

Texas Instruments (TXN) January weekly 175 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 26

Varian (VAR) January weekly 175 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 26

Verizon (VZ) January weekly 57 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26

Xilinx (XLNX) January weekly 141 straddle priced for a move of 12% into the expected release of quarter results on January 26

Abbott (ABT) January weekly 112 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 27

Apple (AAPL) January weekly 136 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 27

AT&T (T) January weekly 29 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 27

Blackstone (BX) January weekly 66 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 27

Boeing (BA) January weekly 207 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 27

Increasing option volume: QTT GSAT ATOS SUWN GENE
Increasing unusual call option volume: QTT GSAT ATOS NGL FOLD
Increasing unusual put option volume: MTDR ZTO BILL IVR CBAT GSAT EAT BB
Popular stocks with increasing volume: F VIAC SNAP PLTR PFE BB GM UAL
Active options: AAPL F TSLA AMZN AMD NIO INTC GME FB ZNGA FUBO NFLX MSFT PLTR SNAP BABA PFE BB GM UAL
Global S&P Futures recently down 0.3%, Nikkei down 0.4%, DAX down 0.4%, WTI Crude oil recently at $52.32, natural gas down 2.3%, gold at $1861 an ounce