Pre-Market IV Report January 24, 2022

Pre-Market IV Report January 24, 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 MSFST INTC AMD VXX UVXY

Stocks expected to have increasing option volume: KSS HAL IBM GE VZ T INTC AAPL CAT TSLA IBM NFLX PTON COIN

Movers

Netflix (NFLX) January weekly call option implied volatility is at 65, February is at 51; compared to its 52-week range of 21 to 48 amid sharp sell off. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) January weekly call option implied volatility is at 76, February is at 66; compared to its 52-week range 28 to 71 as shares trade below $72. Call put ratio 1 call to 1.3 puts.

Peloton (PTON) 30-day option implied volatility is at 123; compared to its 52-week range of 50 to 1333. Call put ratio 1 call to 1.3 puts.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 61; compared to its 52-week range of 18 to 62. Call put ratio 1 call to 1.4 puts.

Kohl’s (KSS) January weekly call option implied volatility is at 74, February is at 67; compared to its 52-week range 39 to 79 into Starboard-backed group made $64 per share bid to buy, WSJ reports. Call put ratio 39 to 77. Call put ratio 1 call to 3 puts.

Straddle prices for stocks expected to report quarterly results this week

Halliburton (HAL) January weekly 27.5 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell.

IBM (IBM) January weekly 129 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

3M (MMM) January weekly 172 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 25.

American Express (AXP) January weekly 157.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 25.

General Electric (GE) January weekly 96 straddle priced for a move of +/- 6% 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 +/- 2.5% into the expected release of quarter results before the bell on January 25.

Lockheed Martin (LMT) January weekly 370 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 295 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on January 25.

Polaris (PII) February 105 straddle priced for a move of +/- 11% into the expected release of quarter results before the bell on January 25.

Raytheon (RTX) January weekly 87 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 25.

Texas Instruments (TXN) January weekly 175 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on January 25.

Verizon (VZ) January weekly 53 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 25.

Boeing (BA) January weekly 205 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on January 26.

Tesla (TSLA) January weekly 945 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on January 25.

Coinbase (COIN) 30-day option implied volatility is at 81; compared to its 52-week range of 45 to 81. Call put ratio 1 call to 1.4 puts amid share pull back.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) 30-day option implied volatility is at 81; compared to its 52-week range of 65 to 96. Call put ratio 1 call to 2.6 puts.

MP Materials (MP) 30-day option implied volatility is at 77; compared to its 52-week range of 58 to 123. Call put ratio 2.1 calls to 1 put with focus on February 40 calls into the expected release of quarter results on March 16.

Options with decreasing option implied volatility: ORCL NFLX ESSC ZNGA ATVI
Increasing unusual option volume: HZON BKLN TIP CLOU HOFV ONEM
Increasing unusual call option volume: ONEM CSPR DT PSQ
Increasing unusual put option volume: ARVL TIP BKLN XLC ABR UMC OZON YNDX
Popular stocks with increasing volume: PLTR DIS INTC BABA CCL
Active options: TSLA AAPL NVDA F NFLX AMD PTON MSFT AMC SOFI AMZN FB LCID BAC PLTR DIS INTC BABA CCL NIO
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85.54, natural gas mixed, gold at $1841 an ounce