Pre-Market IV Report January 26, 2023

Pre-Market IV Report January 26, 2023

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: MPW FL DPZ COUP HZNP WMT RETA AMC MPW BYND SUMO WBD CNO RBA BHC SILV NEE ORA ENB AUY WBD

Stocks expected to have increasing option volume: CVX LVS META ATVI PLUG STLD IBM TSLA NSC GD STX NOW LUV AAL BX V MA DOW VLO WBD STX

Movers into GDP

Tesla (TSLA) January weekly call option implied volatility is at 144, March is at 75; compared to its 52-week range of 49 to 96 into shares trading up before the bell after quarter results.
Straddle prices into quarter results

Visa (V) January weekly 225 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

Intel (INTC) January weekly 30 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Comcast (CMCSA) January weekly 40 straddle priced for a move of 5% into the expected release of quarter results today before the bell on January 26.

Southwest Airlines (LUV) January weekly 37 straddle priced for a move of 6% into the expected release of quarter results today before the bell. Call put ratio 1 call to 2 puts.

American Airlines (AAL) January weekly 16 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell

Mastercard (MA) January weekly 382 straddle priced for a move of 3.5% into the expected release of quarter results today.

Northrop (NOC) January weekly 465 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Blackstone (BX) January weekly 89 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

Valero (VLO) January weekly 145 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Dow (DOW) January weekly 58 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Nucor (NUE) January weekly 155 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Rockwell (ROK) January weekly 280 straddle priced for a move of 7% into the expected release of quarter results today before the bell. Call put ratio 1 call to 2 puts.

Mobileye (MBLY) February 35 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Tractor Supply (TSCO) January weekly 215 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Alaska Air (ALK) February 50 straddle priced for a move of 7% into the expected release of quarter results today before the bell. Call put ratio 3.9 call to put.

Chevron (CVX) January weekly 180 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 27.

American Express (AXP) January weekly 155 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 27.

Charter (CHTR) January weekly 400 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 27.

Colgate (CL) February 70 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 27.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 68; compared to its 52-week range of 50 to 113. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: UVIX SAVA NFLX DFS GE ISRG JEPI T DHR KMB MSFT VZ KMI PG JNJ
Increasing unusual option volume: ABEV GLOB BKLN PTEN RYAM WWE DK RBA
Increasing unusual call option volume: DK ABEV LC RADI ESTC RETA NIU BEN APPH
Increasing unusual put option volume: XP BKLN CSX LEVI FOUR APPH XRX IMGN BHC MBLY
Popular stocks increasing options volume: SHOP BA T NFLX COIN BBBY SNAP INTC BAC AAL
Active options: TSLA MSFT AAPL NVDA GOOGL SHOP AMD AMC META BA GOOG NFLX T COIN BBBY SNAP INTC BAC AAL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas down 7%, gold at $1936