Pre-Market IV Report January 6, 2021

Pre-Market IV Report January 6, 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: TLRY MJ PINS SNAP AMAT CMG XLB XLU LQD MIC WVE VERU CHL RIOT GHIV SPXS HYG IPOC LMND RMO XL

Stocks expected to have increasing option volume: BABA JD PDD BIDU MU CAG WBA TSLA ROKU BBBY STZ

Tesla (TSLA) option implied volatility into price target raised to $810 from $540 at Morgan Stanley

Tesla (TSLA) January weekly option implied volatility is at 50, January is at 54; compared to its 52-week range of 34 to 153 into price target raised to $810 from $540 at Morgan Stanley.

IV into President Trump orders ban on transactions with 8 Chinese apps

Alibaba (BABA) January weekly call option implied volatility is at 45, January is at 41; compared to its 52-week range of 22 to 63 into President Trump orders ban on transactions with 8 Chinese apps.

JD (JD) January weekly call option implied volatility is at 60, January is at 51; compared to its 52-week range of 28 to 80

Baidu (BIDU) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 81

Pinduoduo (PDD) 30-day option implied volatility is at 70; compared to its 52-week range of 40 to 85

Oil stock IV as WTI crude oil trades above $50

United States Oil Fund (USO) January weekly option implied volatility is at 42, January is at 36; compared to its 52-week range of 23 to 246 as WTI crude oil near ten-month high.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 16 to 131.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 190.

Exxon (XOM) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 111.

BP plc (BP) 30-day option implied volatility is at 44; compared to its 52-week range of 19 to 155.

Chevron (CVX) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 113.

ConocoPhillips (COP) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 151.

Phillips 66 (PSX) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 119.

Marathon Oil (MRO) 30-day option implied volatility is at 70; compared to its 52-week range of 34 to 269.

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 43; compared to 52-week range of 17 to 112.

Straddle prices into quarter releases this week

Bed Bath & Beyond (BBBY) January weekly `20 straddle priced for a move of 16% 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 77 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 41 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 BPY XL FEYE BB QS XPEV
Increasing option volume: TRXC DAN QS HLF CCJ TRIT FUBO TGNA
Increasing unusual call option volume: DAN TRXC CCJ OVV EQT TIGR QS SUM FUBO
Increasing unusual put option volume: QS FUBO SIL EGHT IWN ICPT HST
Popular stocks with increasing volume: TEVA BA JD PLTR GE
Active options: AAPL TSLA NIO BABA TEVA BA FUBO JD QS AAL PLTR MU XOM FB BAC AMZN AMD MSFT T GE
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $50.12, natural gas down 2.7%, gold at $1951 an ounce