Pre-Market IV Report January 28, 2022

Pre-Market IV Report January 28, 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: HOOD CAT X AAPL XELA SNDL VXX HYG CSCO AMD IYR WDC XBI V

Stocks expected to have increasing option volume: HOOD AAPL WDC TSLA CVX CHTR PSX VLO CAT CL AMD X V

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 52; compared to its 52-week range of 39 to 58 as WTI Crude oil near 7-year lows.

Tech IV up

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 71; compared to its 52-week range of 28 to 72.

Tuttle Capital Short Innovation ETF (SARK) 30-day option implied volatility is at 75; compared to its 52-week range of 40 to 75 as shares trend higher.

Tech Option IV near upper end of range as shares trend lower

Snap (SNAP) 30-day option implied volatility is at 102; compared to its 52-week range of 43 to 102.

Uber (UBER) 30-day option implied volatility is at 70; compared to its 52-week range of 37 to 72.

Teladoc (TDOC) 30-day option implied volatility is at 84; compared to its 52-week range of 38 to 90.

PayPal (PYPL) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 56.

Block (SQ) 30-day option implied volatility is at 82; compared to its 52-week range of 35 to 83.

Affirm Holdings (AFRM) 30-day option implied volatility is at 131; compared to its 52-week range of 60 to 132.

DoorDash (DASH) 30-day option implied volatility is at 90; compared to its 52-week range of 44 to 107.

Zoom (ZM) 30-day option implied volatility is at 76; compared to its 52-week range of 34 to 81.

Zillow (Z) 30-day option implied volatility is at 80; compared to its 52-week range of 40 to 83.

Coinbase (COIN) 30-day option implied volatility is at 92; compared to its 52-week range of 45 to 93.

Straddle prices for stocks expected to report quarterly results next week

Cirrus Logic (CRUS) February 85 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on January 31.

NXP Semiconductors (NXPI) February weekly 187 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on January 31.

Advanced Micro Devices (AMD) February weekly 102 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on February 1.

Sirius XM (SIRI) February weekly 6 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on February 1.

Alphabet (GOOG) February weekly 2580 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on February 1.

Electronic Arts (EA) February weekly 130 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on February 1.

Exxon Mobil (XOM) February weekly 75 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 1.

Gilead (GILD) February weekly 68 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on February 1.

Match (MTCH) February weekly 106 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on February 1.

MicroStrategy (MSTR) February weekly 320 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on February 1.

Starbucks (SBUX) February weekly 95 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on February 1.

General Motors (GM) February weekly 51 straddle priced for a move of +/- 8% into the expected release of quarter results on February 1.

Options with decreasing option implied volatility: JD LVS NFLX KSS ATVI
Increasing unusual option volume: SGMS BKLN TIP GNPX FATH TRVN
Increasing unusual call option volume: FATH GNPX VRAY EPD IAA LEVI HTA
Increasing unusual put option volume: PACB BKLN TIP SKIN COMM VFC SIRI FATH
Popular stocks with increasing volume: NIO SOFI DKNG AAL
Active options: TSLA AAPL AMD NVDA INTC MSFT F LCID NFLX NIO AMC T FB BAC SOFI AMZN HOOD EPD DKNG AAL
Global S&P Futures up 0.4%, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $87.32, natural gas mixed, gold at $1796 an ounce