Pre-Market IV Report January 30, 2023

Pre-Market IV Report January 30, 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: AMC LCID BYND AI FSR HUM BKLN HZNP COUP AMC RETA ICVX ITOS RDFN BYND CVNA RIVN

Stocks expected to have increasing option volume: GM F SOFI NXPI WHR XOM AMD SPOT

Electric vehicle option IV into FOMC meeting

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 96.

General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 60. Call put ratio 3.1 calls to 1 put.

Ford (F) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 63. Call put ratio 2.5 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 74; compared to its 52-week range of 63 to 132. Call put ratio 5.2 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 70; compared to its 52-week range of 58 to 119. Call put ratio 4.3 calls to 1 put.

XPeng Inc. (XPEV) 30-day option implied volatility is at 88; compared to its 52-week range of 70 to 129. Call put ratio 6.2 calls to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 95.

Niu Technologies (NIU) 30-day option implied volatility is at 70; compared to its 52-week range of 47 to 122.

Nikola (NKLA) 30-day option implied volatility is at 169; compared to its 52-week range of 81 to 169. Call put ratio 4 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 104; compared to its 52-week range of 73 to 120. Call put ratio 7 calls to 1 put.

Fisker (FSR) 30-day option implied volatility is at 114; compared to its 52-week range of 73 to 119. Call put ratio 2.7 calls to 1 put.

Lordstown Motors (RIDE) 30-day option implied volatility is at 110; compared to its 52-week range of 84 to 165. Call put ratio 42 calls to 1 put.

Lucid Group (LCID) 30-day option implied volatility is at 173; compared to its 52-week range of 70 to 173. Call put ratio 2.7 calls to 1 put.

Ferrari N.V (RACE) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 45.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 103; compared to its 52-week range of 51 to 126. Call put ratio 62 calls to 1 put.

Canoo (GOEV) 30-day option implied volatility is at 134; compared to its 52-week range of 78 to 172. Call put ratio 24 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 76; compared to its 52-week range of 68 to 107. Call put ratio 3.4 calls to 1 put.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 73; compared to its 52-week range of 63 to 108.

Bloom Energy (BE) 30-day option implied volatility is at 73; compared to its 52-week range of 58 to 133.

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 today after the bell. Call put ratio 3.3 calls to 1 put.

Whirlpool (WHR) February weekly 155 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

SoFi (SOFI) February weekly 6 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

General Motors (GM) February weekly 38 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 116 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 102 straddle priced for a move of 12% into the expected release of quarter results before the bell on January 31. Call put ratio 3.6 calls to 1 put.

Caterpillar (CAT) February weekly 265 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 31.

UPS (UPS) February weekly 18 straddle priced for a move of 7% into the expected release of quarter results before the bell on Januar2y 31.

McDonalds (MCD) February weekly 272.5 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 4.5% 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 5.5% into the expected release of quarter results after the bell on January 31. Call put ratio 1 call to 2.7 puts.

Chubb (CB) February 230 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on January 31.

Mondelez (MDLZ) February weekly 64 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 31.

Marathon (MPC) February weekly 133 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 31.

Corning (GLW) February weekly 37 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 31.

Boston Properties (BXP) February 75 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 31.

PulteGroup (PHM) February weekly 55 straddle priced for a move of 8% into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 4 puts.

Sysco (SYY) February weekly 78 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 31.

Canadian Pacific (CP) February weekly 77.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 31.

India stocks opton IV

Wipro (WIT) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 46.

MakeMyTrip Limited (MMYT) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 78.

HDFC Bank Ltd (HDB) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 90. Call put ratio 1 call to 12.3 puts.

Dr. Reddys Labs (RDY) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 37.

Icici Bank Limited (IBN) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 70.

Tata Motors (TTM) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 92.

Options with decreasing option implied volatility: PRU SAVA GS WOLF AVXL INTC NOW STX SYF COF
Increasing unusual option volume: AI BKLN PAGP BBW KD CNX GFF CX
Increasing unusual call option volume: AI KD PATH DBI GOEV PAA DT RADI
Increasing unusual put option volume: BBW PSTG RETA BKLN AI INDA IBN HAS EXC AXP
Popular stocks increasing options volume: INTC BBBY COIN NIO RIVN AMC GME BABA
Active options: TSLA AMZN AAPL INTC NVDA LCID META BBBY COIN AMD NIO MSFT RIVN AMC GME GOOGL F GOOG NFLX BABA
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas down 6%, gold at $1921