Pre-Market IV Report January 8, 2021

Pre-Market IV Report January 8, 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: DDD GPRO SSYS SNAP MIC IPOE MU MSTR GHIV PSTH GSX ICLN SPXS DDD LMND IPOC RIOT ROKU APT

Stocks expected to have increasing option volume: BA MU FB SNAP TWTR PINS GOOGL BABA SRPT PLUG DDD FEYE KO

Tesla (TSLA) option implied volatility, shares at record high

Tesla (TSLA) January weekly option implied volatility is at 65, January is at 64; compared to its 52-week range of 34 to 153.

Option implied volatility into keynote addresses at CES 2021

General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 188 into GM Chairman and CEO Mary Barra will present the opening keynote address during CES 2021 on January 12. Call put ratio 3.4 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 117 into AMD President and CEO Dr. Lisa Su keynote during CES 2021 on January 12. Call put ratio 2.2 calls to 1 put.

Best Buy (BBY) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 107 into Best Buy, CEO Corie Barry discusses her vision for the future of tech at CES 2021 on January 12.

Walmart (WMT) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 68 into a Conversation with Walmart’s CEO Doug McMillon at CES 2021 on January 13. Call put ratio 2.8 calls to 1 put.

Microsoft (MSFT) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 90 into MSFT Brad Smith President Keynote at CES 2021 on January 13.

Crypto theme stocks as bitcoin near record high

Marathon Patent Group (MARA) 30-day option implied volatility is at 254; compared to its 52-week range of 139 to 475. Call put ratio 2.5 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 211; compared to its 52-week range of 98 to 274.

Microvision (MVIS) 30-day option implied volatility is at 191; compared to its 52-week range of 122 to 463. Call put ratio 5 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 109; compared to its 52-week range of 52 to 162.

Overstock.com (OSTK) 30-day option implied volatility is at 103; compared to its 52-week range of 75 to 214.

Ideanomics (IDEX) 30-day option implied volatility is at 206; compared to its 52-week range of 108 to 387. Call put ratio 5.9 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 126; compared to its 52-week range of 22 to 126.

Straddle prices into quarter releases next week

Carnival Cruise Lines (CCL) January 20 straddle priced for a move of 10% into the expected release of quarter results on January 11.

Commercial Metals (CMC) January 23 straddle priced for a move of 6% into the expected release of quarter results on January 11.

Albertsons (ACI) January 17.50 straddle priced for a move of 10% into the expected release of quarter results before the bell on January 12.
Delta (DAL) January 40 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 12.

KB Home (KBH) January 34 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 12

Infosys (INFY) January 17 straddle priced for a move of 7% into the expected release of quarter results before the bell on January 13.

Blackrock (BLK) January 750 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 14.

Schwab (SCHW) January 59 straddle priced for a move of 4.5% into the expected release of quarter results on January 14.

Taiwan Semiconductor (TSM) January 120 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 14.

Citigroup (C) January 66 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 15.

JPMorgan (JPM) January 135 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 15.

PNC Financial Services (PNC) January 160 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 15.

Wells Fargo (WFC) January 33 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 15.

Sarepta (SRPT) 30-day option implied volatility is at 168; compared to its 52-week range of 41 to 176 into Study SRP-9001-102 results.

Options with decreasing option implied volatility: BB FEYE DIS XL QS CODX CVM GOEV ENDP WORK
Increasing option volume: KO GHIV QGEN XNET ENG NXTD DDD CBAT
Increasing unusual call option volume: XNET CBAT DDD ENG URBN
Increasing unusual put option volume: DDD OLLI MGNI ICLN CBAT SOL MARA QS IFF
Popular stocks with increasing volume: KO PLUG SNAP PLTR TLRY FCEL
Active options: TSLA AAPL BABA NIO BAC PLUG AMD WFC RIOT PLTR SNAP MSFT MARA AMZN TLRY FB FCEL JPM SNDL NVDA
Global S&P Futures recently mixed, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $51.30, natural gas down 1%, gold at $1910 an ounce