Pre-Market IV Report January 4, 2021

Pre-Market IV Report January 4, 2021

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: RMO LMND TECK APT WDC ALGN MIC TECK SLDB IPI PBI FUBO IPOC

Stocks expected to have increasing option volume: TSLA NIO XPEV LI QS FUBO MGM

Tesla (TSLA) January weekly option implied volatility is at 58, January is at 59; compared to its 52-week range of 34 to 153 into Tesla reports 499,550 deliveries for 2020.

MGM Resorts (MGM) 30-day call option implied volatility is at 39; compared to its 52-week range of 20 to 337 into MGM seeks to buy Ladbrokes owner Entain, WSJ reports. Call put ratio 4 calls to 1 put.
Stocks of year

Winners, IV

Amazon (AMZN) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 69

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 90

Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 90

Zoom (ZM) 30-day option implied volatility is at 59; compared to its 52-week range 37 to 137

Peloton (PTON) 30-day option implied volatility is at 66; compared to its 52-week range 66 to 158

Sector mover

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 91Investment trend of year

Straddle prices into quarter releases this week

Calm Maine Foods (CALM) January 37.50 straddle priced for a move of 7.5% into the expected release of quarter results on January 4.

Bed Bath & Beyond (BBBY) January weekly `18 straddle priced for a move of 17% into the expected release of quarter results before the bell on January 7.

Conagra (CAG) January weekly 36 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 7.

Constellation Brands (STZ) January weekly 220 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 7.

Lamb Weston (LW) January 80 straddle priced for a move of 8% into the expected release of quarter results on January 7.

Micron (MU) January weekly 75 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 7.

Walgreens Boots Alliance (WBA) January weekly 40 straddle priced for a move of 61 into the expected release of quarter results on January 7.

Options with decreasing option implied volatility: BABA DIS FEYE BB VOD MVIS XL GPRO ABNB FEYE MGM
Increasing option volume: LC QS VNQ SLDB VNO FUBO IMMR JETS
Increasing unusual call option volume: LC VNO QS IMMR K FUBO TIGR LAZR
Increasing unusual put option volume: BBD QS VNQ FUBO ARKG ATUS EQT RMO
Popular stocks with increasing volume: WDC NVDA SMH INTC DIS CSCO ZM PLTR AMD CSCO
Active options: TSLA AAPL NIO BABA PLTR AMZN AAL MSFT FUBO NFLX SNAP QS FB INTC AMD RIOT MU CSCO BIDU ZM
Global S&P Futures recently higher, Nikkei lower, DAX higher, WTI Crude oil recently at $48.60, natural gas up 3%, gold at $1936 an ounce