Pre-Market IV Report January 31, 2023

Pre-Market IV Report January 31, 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: TWND CVNA UPST IQ ETNB ZM ALT SJT NVAX BROS LCID AI ZM BURL TGT DLTR HZNP ROST BKLN

Stocks expected to have increasing option volume: XOM PFE MCD UPS CAT GLW WHR AMD GM F TSLA NXPI SPOT AIG

Straddle prices into quarter results into FOMC Meeting

Advanced Micro Devices (AMD) February weekly 73 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on January 31.

Electronic Arts (EA) February weekly 129 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 31.

Meta Platforms (META) February weekly 147 straddle priced for a move of 10.5% into the expected release of quarter results after the bell on February 1.

Thermo Fisher Scientific (TMO) February weekly 565 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 1.

T-Mobile (TMUS) February weekly 147 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 1.

Altria (MO) February weekly 44.50 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 1.

Boston Scientific (BSX) February weekly 46 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 1. Call put ratio 3.4 calls to 1 put.

Humana (HUM) February weekly 485 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 1.

Waste Management (WM) February weekly 152.5 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 1.

Suncor (SU) February weekly 34 straddle priced for a move of 4% into the expected release of quarter results on February 1.

Allstate (ALL) February weekly 128 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 1. Call put ratio 8 calls to 1 put.

Scotts Miracle Grow (SMG) February 65 straddle priced for a move of 13% into the expected release of quarter results before the bell on February 1.

Peloton (PTON) February weekly 12.5 straddle priced for a move of 18% into the expected release of quarter results before the bell on February 1.

Apple (AAPL) February weekly 143 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) February weekly 98 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 2.

Eli Lilly (LLY) February weekly 340 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Amazon (AMZN) February weekly 101 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on February 2.

Qualcomm (QCOM) February weekly 131 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 2.

Digital real-estate stocks option IV into FOMC meeting

Opendoor (OPEN) 30-day option implied volatility is at 136; compared to its 52-week range of 80 to 140. Call put ratio 3.3 calls to 1 put.

Redfin (RDFN) 30-day option implied volatility is at 127; compared to its 52-week range of 68 to 148. Call put ratio 3.5 calls to 1 put.

Zillow (Z) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 91. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: SAVA WOLF SJR INTC IBM T CMCSA VZ
Increasing unusual option volume: VRM REM ALGM POOL RVLV HZO XM MUR
Increasing unusual call option volume: VRM MUR FIGS TTCF ATER XM PBI
Increasing unusual put option volume: REM RVLV COTY HZO RETA SKX PFSI
Popular stocks increasing options volume: SOFI AMC BBBY LCID CVNA INTC UPST COIN SNAP F NIO
Active options: TSLA SOFI AMZN AAPL NVDA AMC BBBY LCID CVNA META MSFT AMD INTC BABA UPST COIN SNAP F GOOGL NIO SNAP
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77, natural gas mixed, gold at $1905