Pre-Market IV Report January 7, 2021

Pre-Market IV Report January 7, 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 amid shares close at new record high

Tesla (TSLA) January weekly option implied volatility is at 61, January is at 56; compared to its 52-week range of 34 to 153.

Large cap tech stocks option implied volatility flat

Facebook (FB) January weekly call option implied volatility is at 41, January is at 37; compared to its 52-week range of 24 to 82.

Apple (AAPL) January weekly call option implied volatility is at 44, January is at 37; compared to its 52-week range of 21 to 90.

Netflix (NFLX) January weekly call option implied volatility is at 44, January is at 41; compared to its 52-week range of 29 to 99.

Alphabet (GOOG) January weekly call option implied volatility is at 26, January is at 23; compared to its 52-week range of 16 to 75.

Amazon (AMZN) January weekly call option implied volatility is at 34, January is at 31; compared to its 52-week range of 22 to 69.

Microsoft (MSFT) January weekly call option implied volatility is at 33, January is at 29; compared to its 52-week range of 20 to 90.

Pinterest (PINS) January weekly call option implied volatility is at 59, January is at 56; compared to its 52-week range of 41 to 155.

Snap (SNAP) January weekly call option implied volatility is at 60, January is at 55; compared to its 52-week range of 38 to 127.

Twitter (TWTR) January weekly call option implied volatility is at 45, January is at 43; compared to its 52-week range of 29 to 126.

Zoom (ZM) January weekly call option implied volatility is at 61, January is at 60; compared to its 52-week range of 37 to 137.

Palantir (PLTR) January weekly call option implied volatility is at 91, January is at 85; compared to its 52-week range of 58 to 173.

Alibaba (BABA) January weekly call option implied volatility is at 59, January is at 46; compared to its 52-week range of 22 to 63.

Straddle prices into quarter releases this week

Bed Bath & Beyond (BBBY) January weekly 21 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Conagra (CAG) January weekly 35.50 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) January weekly 225 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

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

Micron (MU) January weekly 77 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Walgreens Boots Alliance (WBA) January weekly 43 straddle priced for a move of 6% into the expected release of quarter results today.

Options with decreasing option implied volatility: FEYE DIS XL QS BB CODX FCEL
Increasing option volume: CBAT SQM MUR MAS SUM CHNG
Increasing unusual call option volume: CBAT MAS SQM MUR SUM PGR
Increasing unusual put option volume: ITUB QS CBAT TRIP ICLN DGLY
Popular stocks with increasing volume: GE PLTR DKNG X TEVA
Active options: AAPL TSLA NIO BAC GE WFC BABA T TLRY MSFT AMZN AMD ACB PLTR FB DKNG QS X TEVA BBBY
Global S&P Futures recently up 0.3%, Nikkei up 1.6%, DAX mixed, WTI Crude oil recently at $51.20, natural gas mixed, gold at $1926 an ounce