Pre-Market IV Report January 4, 2022

Pre-Market IV Report January 4, 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: IBM BBBY GILD ATVI PFE T AMD XLNX TEVA NEGG INO

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

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 49 as shares at record high.

Alibaba (BABA) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 83 into 2022.
EV option IV

Tesla (TSLA) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 91 after sharp rally.

Rivian (RIVN) 30-day option implied volatility is at 71; compared to its 52-week range of 70 to 176.

NIO Inc. (NIO) 30-day option implied volatility is at 63; compared to its 52-week range of 48 to 114.

Li Auto Inc. (LI) 30-day option implied volatility is at 58; compared to its 52-week range of 51 to 104.

XPeng Inc. (XPEV) 30-day option implied volatility is at 65; compared to its 52-week range of 54 to 120.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 83; compared to its 52-week range of 57 to 172.

Niu Technologies (NIU) 30-day option implied volatility is at 61; compared to its 52-week range of 57 to 110.

Nikola (NKLA) 30-day option implied volatility is at 93; compared to its 52-week range of 83 to 180.

Lucid (LCID) 30-day option implied volatility is at 81; compared to its 52-week range of 69 to 289.

Workhorse (WKHS) 30-day option implied volatility is at 89; compared to its 52-week range of 87 to 235.

Fisker (FSR) 30-day option implied volatility is at 73; compared to its 52-week range of 65 to 165.

Lordstown Motors (RIDE) 30-day option implied volatility is at 105; compared to its 52-week range of 92 to 241.

Ferrari N.V (RACE) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 40.

Option IV into delivery results

General Motors (GM) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 66. Call put ratio 3.5 calls to 1 put.

Ford (F) 30-day option implied volatility is at 71; compared to its 52-week range of 33 to 76. Call put ratio 4.9 calls to 1 put.

Stellantis (STLA) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 81.

Honda (HMC) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 42.

Toyota (TM) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 33.

Ferrari N.V (RACE) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 40.

Straddle prices for stocks expected to report quarterly results this week

Bed Bath & Beyond (BBBY) January weekly 15 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 252 straddle priced for a move of +/- 4% into the expected release of quarter results on January 6.

Walgreens Boots Alliance (WBA) January weekly 53 straddle priced for a move of +/- 6% into the expected release of quarter results on January 6.

Options with decreasing option implied volatility: MRVL ADBE JWN ORCL
Increasing unusual option volume: ESSC HRTX BBIO CSCO CARG
Increasing unusual call option volume: CSCO CARG HRTX BBIO
Increasing unusual put option volume: TECL BBIO UNM AON PRTY AKAM
Popular stocks with increasing volume: CCL PFE T NIO
Active options: TSLA CSCO AAPL F AMD NVDA NIO LCID T BAC MSFT AMC AMZN PFE PLTR INTC TSM BABA FB CCL
Global S&P Futures mixed, Nikkei up 1.7%, DAX mixed, WTI Crude oil recently at $76.37, natural gas mixed, gold at $1805 an ounce