Pre-Market IV Report January 27, 2023

Pre-Market IV Report January 27, 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: UVIX LHCG TREE VMW DPZ HZNP COUP INTC V CHTR CVX BBBY

Stocks expected to have increasing option volume: INTC AMD V MA AXP HCA BAH HAS MAT CHTR CVX XOM BBBY KLAC

Intel (INTC) Movers

Intel (INTC) January weekly call option implied volatility is at 168, February is at 49; compared to its 52-week range of 27 to 58 into shares trading lower after quarter results and near-term guidance.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 80.

Micron Technology (MU) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 67.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 49.

Tesla (TSLA) January weekly call option implied volatility is at 77, March is at 60; compared to its 52-week range of 49 to 96 after sharp rally.

Straddle prices into quarter results

NXP Semiconductor (NXPI) February weekly 180 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 30.

Whirlpool (WHR) February weekly 150 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 30.

SoFi (SOFI) February weekly 5.5 straddle priced for a move of 13% into the expected release of quarter results after the bell on January 30.

General Motors (GM) February weekly 36.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 31.

Exxon Mobil (XOM) February weekly 118 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 31.

Advanced Micro Devices (AMD) February weekly 75 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 31.

Spotify (SPOT) February weekly 101 straddle priced for a move of 12% into the expected release of quarter results before the bell on January 31. Call put ratio 2.1 calls to 1 put.

Caterpillar (CAT) February weekly 262 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 31.

UPS (UPS) February weekly 180 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 31.

McDonalds (MCD) February weekly 275 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 31.

Pfizer (PFE) February weekly 44 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 31.

Electronic Arts (EA) February weekly 129 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 31.

Peloton (PTON) February weekly 12 straddle priced for a move of 13% into the expected release of quarter results before the bell on February 1.

Apple (AAPL) February weekly 144 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) February weekly 99 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 2.

Eli Lilly (LLY) February weekly 347 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Amazon (AMZN) February weekly 100 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on February 2.

Qualcomm (QCOM) February weekly 134 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 2.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 451; compared to its 52-week range of 93 to 632.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 56.

Options with decreasing option implied volatility: SAVA NFLX WOLF TSLA STX NOW LVS ISRG CMCSA T
Increasing unusual option volume: EWC EWY XM PHG HZO COOP IGT OTIS
Increasing unusual call option volume: EWY LC IGT XM CP RADI VYM
Increasing unusual put option volume: EWC SHLS COOP RL VSCO HRB ARRY
Popular stocks increasing options volume: BBBY INTC AMC PFE IBM AAL SHOP BAC XOM
Active options: TSLA AAPL AMZN NVDA MSFT BBBY INTC META AMC AMD GOOGL NFLX PFE ET IBM AAL SHOP BAC XOM GOOG
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas down 1%, gold at $1927