Pre-Market IV Report January 30, 2025

Pre-Market IV Report January 30, 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: RCAT MNKD PLCE CORZ ZETA NVDA LMND ZI CDE HIMX JNPR AI TGTX NVAX SNOW AMBA CPNG HE ZS AVGO TSM CIEN MU DPZ PSTG CARD WDAY CEG WBD JBL MNST HD APH LOW JWN IGN LIN HPQ HPE SMH

Stocks expected to have increasing option volume: META AMZN TSLA AAPL MSFT IBM NOW C AM TMO CAT BX KLAC TSCO SHW MO NOC DB CI SIRI CHKP UPS CMCSA CI LHX DGX MA V LHX UPS LRCX WHR LVS CHRW WOLF ETH LEVI AAL DAL UAL LUV ALGT JBLU

NVIDIA (NVDA) option volumes active

NVIDIA (NVDA) 30-day option implied volatility is at 72; compared to its 52-week range of 33 to 89. Call put ratio 1.2 calls to 1 put amid wide price movement on 5.9K contracts.

Straddle prices into quarter results

Apple (AAPL) January 31 weekly 240 straddle priced for movement of 4.5% into the expected release of quarter results today after the bell.

Visa (V) January 31 weekly 335 straddle priced for movement of 3.5% into the expected release of quarter results today after the bell.

KLA Corporation (KLAC) February 710 straddle priced for movement of 8% into the expected release of quarter results today after the bell.

Intel (INTC) January 31 weekly 19.50 straddle priced for movement of 11% into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Exxon Mobil (XOM) January 31 weekly 109 straddle priced for movement of 2.5% into the expected release of quarter results before the bell on January 31.

AbbVie (ABBV) January 31 weekly 175 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 31.

Chevron (CVX) January 31 weekly 155 straddle priced for movement of 3% into the expected release of quarter results before the bell on January 31.

Novartis (NVS) February 105 straddle priced for movement of 5% into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 15.6 puts with a focus on February 95 puts.

Eaton (ETN) January 31 weekly 320 straddle priced for movement of 6% into the expected release of quarter results before the bell on January 31.

Colgate (CL) January 31 weekly 90 straddle priced for movement of 4.5% into the expected release of quarter results before the bell on January 31.

Charter (CHTR) January 31 weekly 350 straddle priced for movement of 7.5% into the expected release of quarter results before the bell on January 31.

Phillips 66 (PSX) January 31 weekly 122 straddle priced for movement of 4% into the expected release of quarter results before the bell on January 31. Call put ratio 4.3 calls to 1 put.

Movers

LendingClub (LC) 30-day option implied volatility is at 52; compared to its 52-week range of 32 to 84 with focus on April 18, May 17 and May 19 calls as share price down 16% to $14.11.

Hallador Energy (HNRG) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 125 with focus on March 11, March 12 and May 13 calls.

XPLR Infrastructure, LP (NEP) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 70. Call put ratio 1 call to 5.1 puts with a focus on January 5, January 10 and February 11 puts as share price down 10.6%.

H World Group (HTHT) 30-day option volatility is at 40; compared to its 52-week range of 25 to 84 with a focus on February 30 puts trading on the bid.

Danaher (DHR) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 31. Call put ratio 1.9 calls to 1 put with a focus on February 235 and 245 calls as share price down 9%.

American Airlines (AAL) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 57.

Embraer (ERJ) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 57.

Options with decreasing option implied volatility: LC SOFI ELV TAL AAL VFC GE HCA SBUX ALK QRVO T VZ ISRG TMUS ADP RTX AXP
Increasing unusual option volume: VNET HNRG EIX CYH LXRX MOMO EWC UMC XFOR CBRE ALK LC DESP COMM FLEX TPX CRBG KOPN DT HASI AON NXT TMUS SBUX EAT TSEM BMO SLQT LOGI NARI NOTE DOV LRN XLC NOK FIS PHM CM HOG CNR EXTR TSCO GMED IP TEVA HBAN BXP OPFI PCG DBRG TEM CLS BPMC ATEC GNW CAH SYK BZUN
Increasing unusual call option volume: HRNG LXRX EIX VNET XFOR TPX CRBG ALK UMC
Increasing unusual put option volume: CARR EWC NOK NEP IP ALK DT ARCC NXT JNPR ASO
Popular stocks with increasing volume: MSTR SBUX AVGO PLTR BA SMCI INTC UBER SOFI MU TEVA
Active options: NVDA BABA TSLA AMD AAPL MSTR SBUX META MSFT AMZN AVGO PLTR GOOGL BA SMCI INTC UBER SOFI MU TEVA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.40, natural gas mixed, gold at $2786