Pre-Market IV Report January 7, 2022

Pre-Market IV Report January 7, 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: ATVI IBM TLRY SAVA PTON DT LABU AMD ATVI VXRT VLD NEGG DWAC IBM RIVN

Stocks expected to have increasing option volume: SPY QQQ RUT IWM GME AMC

Movers

GameStop (GME) 30-day option implied volatility is at 99; compared to its 52-week range of 69 to 553 into WSJ report of new NFT unit.

AMC Entertainment (AMC) 30-day option implied volatility is at 131; compared to its 52-week range of 95 to 726.

Robinhood (HOOD) 30-day option implied volatility is at 94; compared to its 52-week range of 51 to 226 as bitcoin near low end of range.

Coinbase (COIN) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 81 as bitcoin near low end of range.

Option IV amid crude oil trades above $80.

Halliburton (HAL) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 72.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 63. Call put ratio 3.6 calls to 1 put amid crude oil trades above $80.

Exxon Mobil (XOM) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 47.

Chevron (CVX) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 45. Call put ratio 2 calls to 1 put.

EOG Resources (EOG) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 66.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 61.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 58.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 58. Call put ratio 2.5 calls to 1 put into bank quarter results.

Movers

IBM (IBM) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 35.

Rivian Automotive (RIVN) 30-day option implied volatility is at 84; compared to its 52-week range of 70 to 176. Call put ratio 1 call to 1.8 puts.

Adobe Systems (ADBE) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 51. Call put ratio 1 call to 1.2 puts.

Straddle prices for stocks expected to report quarterly results this week

Albertson (ACI) January 31 straddle priced for a move of +/- 9% into the expected release of quarter results on January 10. Call put ratio 6 calls to 1 put.

Tilray (TLRY) January weekly 6.5 straddle priced for a move of +/- 17% into the expected release of quarter results before the bell on January 10. Call put ratio 3.7 calls to 1 put.

Infosys (INFY) January weekly 24 straddle priced for a move of +/- 6% into the expected release of quarter results on January 12. Call put ratio 8.5 calls to 1 put.

KB Home (KBH) January 42 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on January 12. Call put ratio 1 call to 2 puts.

Delta (DAL) January weekly 40 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on January 13. Call put ratio 1.9 calls to 1 put.

Taiwan Semiconductor (TSM) January weekly 129 straddle priced for a move of +/- 5% into the expected release of quarter results on January 13. Call put ratio 1.8 calls to 1 put.

10-year yields have risen into December employment report

Options with decreasing option implied volatility: CRM VIX ORCL DOCU ADBE BBBY
Increasing unusual option volume: TD DOGZ SKYY ESSC GIS
Increasing unusual call option volume: TD ESSC GIS DT IAA
Increasing unusual put option volume: TRQ LW ARKF PWR HUM ARVL
Popular stocks with increasing volume: T F RIVN HOOD DKNG VZ SOFI
Active options: T TSLA AAPL F NVDA AMD FB MSFT AMC LCID PLTR BABA NIO RIVN HOOD BAC DKNG AMZN VZ SOFI
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80, natural gas up1.5%, gold at $1789 an ounce