Pre-Market IV Report January 3, 2022

Pre-Market IV Report January 3, 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: BBBY SNDL IBM GILD PFE AMD XLNX T CEI PTON AMRS VXRT NEGG

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK

IV into 2022

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 49.

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 91.

Alibaba (BABA) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 83.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 31 into S&P 500 Up 27% for the Year.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 35 into Nasdaq Up 21% for 2021.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 71 into CES 2022.

United States Oil Fund (USO) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 59.

Straddle prices for stocks expected to report quarterly results next week

Niu Technologies (NIU) January 15 straddle priced for a move of +/- 15% into the expected release of quarter results on January 5.

Bed Bath & Beyond (BBBY) January weekly 14.5 straddle priced for a move of +/- 21% into the expected release of quarter results on January 6.

ConAgra Brands (CAG) January weekly 34 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 6.

Lamb Weston (LW) January 65 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on January 6.

Constellation Brands (STZ) January weekly 250 straddle priced for a move of +/- 3.5% into the expected release of quarter results on January 6.

Walgreens Boots Alliance (WBA) January weekly 52 straddle priced for a move of +/- 6% into the expected release of quarter results on January 6.

Options with decreasing option implied volatility: ADBE ORCL BBIO DOCU
Increasing unusual option volume: XEL AKBA BBIO XERS ELAN
Increasing unusual call option volume: AKBA BBIO XERS CZOO BDSI
Increasing unusual put option volume: PACB GSAT UNM TECL BBIO LEV
Popular stocks with increasing volume: CCL PLTR DKNG LCID SOFI RBLX
Active options: TSLA AAPL AMD NVDA NIO PFE F BABA AMC AMZN FB MSFT RBLX SOFI LCID CCL PLTR DKNG MRNA BAC Global S&P Futures mixed to higher, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at $76.04, natural gas mixed, gold at $1822 an ounce