Pre-Market IV Report January 25, 2022

Pre-Market IV Report January 25, 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: UVXY HUT SOFI NEGG POSH IPOD

Stocks expected to have increasing option volume: IBM JNJ AXP ADM VZ JNJ COH GE LOGI MSFT TSLA AMC GME

Movers into quarter results, FOMC and Russian headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 1.3 puts.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.4 puts.

ARK Innovation ETF (ARKK) January weekly call option implied volatility is at 103, February is at 74; compared to its 52-week range 28 to 71. Call put ratio 1 call to 1.5 puts.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 69; compared to its 52-week range of 18 to 62. Call put ratio 3.1 call to 1 put.

Netflix (NFLX) January weekly call option implied volatility is at 73, February is at 54; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Microsoft (MSFT) January weekly 295 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on January 25.

Texas Instruments (TXN) January weekly 177 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

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 930 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on January 26.

AT&T (T) January weekly 26.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 26.

General Dynamics (GD) January weekly 207 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 26.

Freeport-McMoRan (FCX) January weekly 40 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on January 26.

Corning (GLW) January weekly 35 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 26.

Norfolk Southern (NSC) January weekly 277 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 26.

Intel (INTC) January weekly 52 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on January 26.

Whirlpool (WHR) January weekly 207 straddle priced for a move of +/- 7.5% into the expected release of quarter results on January 26.

Lam Research (LRCX) January weekly 620 straddle priced for a move of +/- 8% into the expected release of quarter results on January 26.

Seagate (STX) January weekly 97 straddle priced for a move of +/- 8.5% into the expected release of quarter results on January 26.

Levi Strauss (LEVI) February 22 straddle priced for a move of +/- 12% into the expected release of quarter results on January 26.

Las Vegas Sands (LVS) January weekly 45 straddle priced for a move of +/- 7% into the expected release of quarter results on January 26.

Xilinx (XLNX) January weekly 185 straddle priced for a move of +/- 12% into the expected release of quarter results on January 26.

Alaska Air (ALK) February straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on January 27.

Apple (AAPL) January weekly 160 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on January 27.

Options with decreasing option implied volatility: NFLX ORCL ATVI ESSC ZNGA
Increasing unusual option volume: BKLN HOFV SGMS QQQJ PIXY TGNA ARCC
Increasing unusual call option volume: HOFV TGNA PIXY DT CTXS
Increasing unusual put option volume: BKLN NOVA ARCC PACB
Popular stocks with increasing volume: PLTR AMC UBER PTON PFE T SNAP
Active options: AAPL TSLA NVDA F AMD MSFT PLTR AMC SOFI FB BAC NIO UBER NFLX PTON LCID PFE T AMZN SNAP