Pre-Market IV Report January 5, 2021

Pre-Market IV Report January 5, 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: GPRO CHL WDC HUYA PBI RSX SMTX MIC VRAY GROW

Stocks expected to have increasing option volume: MU CAG WBA BABA

Tesla (TSLA) January weekly option implied volatility is at 62, January is at 63; compared to its 52-week range of 34 to 153.

Alibaba (BABA) January weekly call option implied volatility is at 45, January is at 42; compared to its 52-week range of 22 to 63 amid headlines of founder Jack Ma disappearance. Call put ratio 1.8 calls to 1 put.

DraftKings (DKNG) January weekly call option implied volatility is at 84, January is at 77; compared to its 52-week range of 54 to 143. Call put ratio 2.7 calls to 1 put.

Stocks with volume, IV and share price movement

Baidu (BIDU) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 81.

Riot Blockchain (RIOT) 30-day option implied volatility is at 194; compared to its 52-week range of 100 to 275.

Pinduoduo (PDD) 30-day option implied volatility is at 65; compared to its 52-week range of 40 to 85.
Arcturus Therapeutics (ARCT) 30-day option implied volatility is at 124; compared to its 52-week range of 60 to 157.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 185; compared to its 52-week range of 98 to 187.

QuantumScape (QS) January weekly call option implied volatility is at 260, January is at 220; compared to its 52-week range of 76 to 232.

Laser Storm, Inc. (LAZR) January call option implied volatility is at 135, February is at 138; compared to its 52-week range of 28 to 243. Call put ratio 2 calls to 1 put.

Bloom Energy Corp. (BE) January call option implied volatility is at 110, February is at 98; compared to its 52-week range of 75 to 237 as shares sell off 3%. Call put ratio 3.6 calls to 1 put.

Social Capital Hedosophia Holdings Corp. III (IPOC) January call option implied volatility is at 201, February is at 137; compared to its 52-week range of 12 to 149. Call put ratio 7.6 calls to 1 put.

CIIG Merger Corp. (CIIC) January call option implied volatility is at 121, February is at 101; compared to its 52-week range of 108 to 182.

Blink Charging (BLNK) January weekly call option implied volatility is at 151, January is at 150; compared to its 52-week range of 97 to 265. Call put ratio 1.1 calls to 1 put.

Canoo (GOEV) January call option implied volatility is at 135, February is at 151; compared to its 52-week range of 30 to 217. Call put ratio 2 calls to 1 put.

Intrepid Potash (IPI) 30-day option implied volatility is at 112; compared to its 52-week range of 50 to 236.

Straddle prices into quarter releases this week

Bed Bath & Beyond (BBBY) January weekly `18 straddle priced for a move of 18% 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 215 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 7.

Lamb Weston (LW) January 75 straddle priced for a move of 8% into the expected release of quarter results on January 7.

Micron (MU) January weekly 74 straddle priced for a move of 8% 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 6% into the expected release of quarter results on January 7.

Options with decreasing option implied volatility: FSR AVXL FL NKLA FEYE
Increasing option volume: TRXC SUM JNK QS TIGR TSM
Increasing unusual call option volume: TRXC SUM TIGR QS LAZR FUBO
Increasing unusual put option volume: QS FIS FUBO RMO LAZR EWU
Popular stocks with increasing volume: T PLTR LI GE
Active options: AAPL TSLA NIO AMD PLTR AMZN MSFT NVDA BABA QS FUBO AAL T LI BAC BA GE FB INTC MU
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $47.69, natural gas up 4.6%, gold at $1945 an ounce