Pre-Market IV Report January 29, 2025

Pre-Market IV Report January 29, 2025

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: AAOI CORZ SMCI LMND CDE ZI VRT ZETA HIMX TGTX SNOW AI COHR DELL AMBA NVDA ZM CRM CART CPNG HPE PSTG TE

Stocks expected to have increasing option volume: SYK SBUX CB FFIV QRVO NXT LC META AMZN TSLA TMUS DHR PGR ADP GD NSC NDAQ VFC EAT AAPL TEVA CP NSC URI GLW HES ROK NOW WDC VFC LEVI V MA TMO CAT BX KLAC BX INTC TSCO SHW MO NOC CI

Straddle prices into quarter results

Microsoft (MSFT) January 31 weekly 447.5 straddle priced for movement of 4.5% into the expected release of quarter results today after the bell.

Meta (META) January 31 weekly 675 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell.

Tesla (TSLA) January 31 weekly 397 straddle priced for movement of 9.5% into the expected release of quarter results today after the bell.

IBM (IBM) January 31 weekly 225 straddle priced for movement of 6.5% into the expected release of quarter results today after the bell.

Service Now (NOW) January 31 weekly 1170 straddle priced for movement of 7.5 % into the expected release of quarter results today after the bell.

Apple (AAPL) January 31 weekly 237.50 straddle priced for movement of 4.5% into the expected release of quarter results after the bell on January 30.

Visa (V) January 31 weekly 335 straddle priced for movement of 4% into the expected release of quarter results after the bell on January 30.

Mastercard (MA) January 31 weekly 545 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 30.

Option implied volatility amid headlines of Trump administration pauses assistance program payouts

Molina Healthcare (MOH) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 113. Call put ratio 1 call to 1.8 puts.

Elevance Health (ELV) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 44. Call put ratio 1 call to 1 put.

Centene (CNC) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 47. Call put ratio 1 call to 1.6 puts.

CVS Health (CVS) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 51. Call put ratio 6.8 calls to 1 put.

Cigna (CI) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 44.

Humana (HUM) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 67.

UnitedHealth (UNH) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 40. Call put ratio 2.7 calls to 1 put.

Options with decreasing option implied volatility: SOFI MSTU KODK NFLX UAL HCA ALLY AAL ELV GE ALK COF T VZ AXP RTX PG
Increasing unusual option volume: AM VNET LXRX REI IVZ NVT GLBE INFY TAC CLBT
Increasing unusual call option volume: VNET IVZ LXRX REI GLBE CLBT FROG CALM
Increasing unusual put option volume: AMTM SLS IRM JBLU NEP CAH HOG BHC DB XRX JNPR
Popular stocks with increasing volume: PLTR AVGO SOFI SMCI BA INTC TSM MU MSTR

Active options: NVDA AAPL TSLA AMZN AMD PLTR AVGO META SOFI SMCI BA INTC MSFT GOOGL TSM MU MSTR MARA CORZ RIOT
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $73, natural gas down 2.5%, gold at $2795