Pre-Market IV Report January 26, 2021

Pre-Market IV Report January 26, 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: SNDL NOK GME SIRI PINS BB GME EXPR BNGO

Stocks expected to have increasing option volume: JNJ TSLA AAPL FB PFE MRNA NOK GME BB AMC PLTR BBBY

IV into quarter results and outlook

Tesla (TSLA) January weekly call option implied volatility is at 115, February is at 94; 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 1.8 calls to 1 put.

Apple (AAPL) January weekly call option implied volatility is at 83, February is at 62; compared to its 52-week range of 23 to 90 into the expected release of quarter results after the bell on January 27. Call put ratio 3.4 calls to 1 put.

AT&T (T) January weekly call option implied volatility is at 45, February is at 34; compared to its 52-week range of 16 to 80 into the expected release of quarter results before the bell on January 27. Call put ratio 4 calls to 1 put.

Boeing (BA) January weekly call option implied volatility is at 60, February is at 53; compared to its 52-week range of 26 to 222 into the expected release of quarter results before the bell on January 27. Call put ratio 3.1 calls to 1 put.

Movers with active out of the money option volume

Nokia (NOK) 30-day option implied volatility is at 176; compared to its 52-week range of 34 to 115. Call put ratio 5.6 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 335; compared to its 52-week range of 67 to 387. Call put ratio 4 calls to 1 put.

Macy (M) 30-day option implied volatility is at 101; compared to its 52-week range of 50 to 165. Call put ratio 3.3 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 134; compared to its 52-week range of 61 to 146. Call put ratio 2.3 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 353; compared to its 52-week range of 52 to 255. Call put ratio 1 calls to 1.7 puts.

Viacom CBS (VIAC) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 135. Call put ratio 1 call to 1.3 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 83; compared to its 52-week range of 57 to 178, Call put ratio 6.8 calls to 1 put with focus on February weekly calls.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 59; compared to its 52-week range of 36 to 126. Call put ratio 3.1 calls to 1 put.

iRobot Corp. (IRBT) 30-day option implied volatility is at 123; compared to its 52-week range of 44 to 122. Call put ratio 1 call to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 100; compared to its 52-week range of 40 to 117. Call put ratio 1.1 calls to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 91; compared to its 52-week range of 29 to 187. Call put ratio 4.5 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 110; compared to its 52-week range of 44 to 160. Call put ratio 1.8 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 94; compared to its 52-week range of 55 to 242. Call put ratio 7 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 151; compared to its 52-week range of 48 to 214. Call put ratio 1.5 calls to 1 put.

Marvell Technology (MRVL) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 99. Call put ratio 3.2 calls to 1 put.

Straddle prices for stocks expected to release results this week

Advanced Micro Devices (AMD) January weekly 94 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell

Capital One (COF) January weekly 102 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell

Freeport-McMoRan (FCX) January weekly 29 straddle priced for a move of 8.5% into the expected release of quarter results today before the bell

General Electric (GE) January weekly 11 straddle priced for a move of 9% into the expected release of quarter results today before the bell

Johnson & Johnson (JNJ) January weekly 165 straddle priced for a move of 4% into the expected release of quarter results today before the bell

Microsoft (MSFT) January weekly 230 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell

Starbucks (SBUX) January weekly 103 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell

Texas Instruments (TXN) January weekly 172.5 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

Verizon (VZ) January weekly 57.50 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell on January 26

Abbott (ABT) January weekly 115 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 27

Apple (AAPL) January weekly 139 straddle priced for a move of 6.5% 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 65 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 27

Boeing (BA) January weekly 205 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 27

Facebook (FB) January weekly 277 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 27

Tesla (TSLA) January weekly 800 straddle priced for a move of 10% into the expected release of quarter results after the bell on January 27

Whirlpool (WHR) January weekly 202 straddle priced for a move of 7% into the expected release of quarter results on January 27

Options with decreasing option implied volatility: BNGO IPOE QS DDD INTC
Increasing option volume: SENS GSAT ATOS EXPR SUNW
Increasing unusual call option volume: GSAT SENS ATOS EXPR CSPR FTAI SUNW
Increasing unusual put option volume: NOK IPOE BB GSAT TELL GME NIU
Popular stocks with increasing volume: GM GME AMD
Active options: AAPL NIO TSLA AMD MSFT FB AMZN BABA
Global S&P Futures recently mixed, Nikkei mixed to down 1%, DAX up 1%, WTI Crude oil recently at $52.78, natural gas up 2.9%, gold at $1853 an ounce