Pre-Market IV Report January 26, 2022

Pre-Market IV Report January 26, 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: FSR SNLD GILD CMCSA AMAT COST INTC MSFT NVDA RBAC MCMJ FSR

Stocks expected to have increasing option volume: MSFT TXN T NOW INTC TSLA FCX BA LRCX XLNX LVS STX

Movers into FOMC decision, quarter results and Russia headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 27; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.2 puts.

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

Russell 2000 ETF (RUT) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1.4 puts.

ARK Innovation ETF (ARKK) January weekly call option implied volatility is at 111, February is at 76; compared to its 52-week range 28 to 71. Call put ratio 1 call to 1.8 puts.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 66; compared to its 52-week range of 18 to 62. Call put ratio 1 call to 4.7 puts.

Straddle prices for stocks expected to report quarterly results this week

Tesla (TSLA) January weekly 920 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

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.

Blackstone (BX) January weekly 110 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 27.

Comcast (CMCSA) January weekly 50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 27.

Master Card (MA) January weekly 340 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on January 27.

McDonalds (MCD) January weekly 250 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on January 27.

Mondelez (MDLZ) January weekly 67 straddle priced for a move of +/- 4% into the expected release of quarter results on January 27.

Northrup (NOC) January weekly 402.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 27.

Nucor (NUE) January weekly 94 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on January 27.

RobinHood (HOOD) January weekly 13 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on January 27.

Southwest Airlines (LUV) January weekly 44 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 27.

Tractor Supply (TSCO) January weekly 212 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on January 27.

Visa (V) January weekly 202 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on January 27.

Western Digital (WDC) January weekly 55 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on January 27.

Valero Energy (VLO) January weekly straddle priced for a move of +/- % into the expected release of quarter results after the bell on January 27.

US Steel (X) January weekly 81 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on January 27.

Stryker (SYK) February 250 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on January 27.

KLA Corp (KLAC) January weekly 370 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on January 27.

Canadian Pacific (CP) January weekly 73 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on January 27.

Phillips 66 (PSX) February 85 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on January 27.

VF Corp (VFC) January weekly 67 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on January 27.

Caterpillar (CAT) January weekly 215 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on January 27.

Colgate (CL) January weekly 82 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 27.

Chevron (CVX) January weekly 133 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 27.

Charter Communications (CHTR) January weekly 565 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on January 27.

Phillips 66 (PSX) January weekly 86 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on January 27.

Options with decreasing option implied volatility: NFLX UNG LSS ATVI ZNGA
Increasing unusual option volume: MPLN MGI PIXY PPC AJRD DSX PAGS
Increasing unusual call option volume: MPLN MGI DSX PIXY PPC PAGS CTXS
Increasing unusual put option volume: BLL LOGI UMC ERIC CZOO HBAN
Popular stocks with increasing volume: F PTON IBM UBER PLTR
Active options: TSLA AAPL MSFT NVDA F AMD BAC T SOFI AMC FB NIO C PTON AMZN IBM UBER XOM PLTR NFLX