Pre-Market IV Report January 22, 2025

Pre-Market IV Report January 22, 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: FTAI KODK AKAM TEM XP NNE HIMX RDW TRMD POET AKAM CVNA BYON SPCE AVDL ZETA CLMT IAG RKLB AAPU SHOP

Stocks expected to have increasing option volume: NFLX PG JNJ ABT GEV TRV TDY TXT ALLY IBKR COF UAL ST

Netflix (NFLX) January 24 weekly call option implied volatility is at 116, February is at 45; compared to its 52-week range of 21 to 51 into share price up 13% before the bell.

Chip option IV into amid wide price movement

NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 89. Call put ratio 2.2 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 67. Call put ratio 2.8 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 64. Call put ratio 2.1 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 62; compared to its 52-week range of 30 to 77. Call put ratio 2.5 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 73. Call put ratio 1.8 calls to 1 put.

Straddle prices into quarter results

Intuitive Surgical (ISRG) January 24 weekly 600 straddle priced for movement of 9.5% into the expected release of quarter results before the bell on January 23.

GE Aerospace (GE) January 24 weekly 187.50 straddle priced for movement of 5.5% into the expected release of quarter results before the bell on January 23.

Elevance (ELV) February 390 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 23.

CSX (CSX) January 24 weekly 33.50 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on January 23.

Texas Instruments (TXN) January 24 weekly 195 straddle priced for movement of 5.5% into the expected release of quarter results after the bell on January 23.

Fair Issac (FICO) February 1890 straddle priced for movement of 7% into the expected release of quarter results on January 23.

American Airlines (AAL) January 24 weekly 18.50 straddle priced for movement of 8.5% into the expected release of quarter results before the bell on January 23.

Alaska Air (ALK) February 70 straddle priced for movement of 7% into the expected release of quarter results before the bell on January 23.

Union Pacific (UNP) January 24 weekly 235 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 23.

Freeport McMoran (FCX) January 24 weekly straddle priced for movement of % into the expected release of quarter results before the bell on January 23.

Options with decreasing option implied volatility: MNKD AEHR PLCE DJT GME APLD TGTX UNG PCT NVAX CPAR ACMR
Increasing unusual option volume: XP EWC AM REI CNH FEZ
Increasing unusual call option volume: FEZ REI VERU BANC DRI TMC LXRX XLB HIMX
Increasing unusual put option volume: FTAI XP EDR PII RGTI LW CLMT RVNC
Popular stocks with increasing volume: MSTR SOFI PLTR INTC AVGO SMCI RKLB COIN MU TSM
Active options: NVDA TSLA AAPL AMZN MSTR SOFI AMD PLTR INTC RGTI MARA GOOGL AVGO SMCI RKLB COIN DJT MU TSM SOUN
Global S&P Futures mixed to up in premarket, Nikkei up 1.5%, DAX up 1%, WTI Crude oil recently at $76.20, natural gas mixed, gold at $2771