Pre-Market IV Report January 8, 2025

Pre-Market IV Report January 8, 2025

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: AUR SNAP ADMA RBLX SYM AFRM PINS EL ELF FTNT SPOT EXPE ARM PYPL ZI NET TWLO IRBT

Stocks expected to have increasing option volume: DAL UAL LUV AAL WBA ACI

Option implied volatility for Health Care Select Sect Fd into the annual J.P. Morgan Healthcare Conference

XLV Health Care (XLV) 30-day option implied volatility is at 1; compared to its 52-week range of 9 to 23. Call put ratio 1.4 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 30. Call put ratio 2.4 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Moderna (MRNA) 30-day option implied volatility is at 78; compared to its 52-week range of 43 to 93. Call put ratio 5.1 calls to 1 put with focus on January 10 weekly calls as share price up 12.5%.

GSK (GSK) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 31. Call put ratio 3.3 calls to 1 put with a focus on January 10 weekly 34 calls.

Pfizer (PFE) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 31. Call put ratio 2.8 calls to 1 put as share price up 1.1%.

CureVac N.V. (CVAC) 30-day option implied volatility is at 112; compared to its 52-week range of 45 to 174. Call put ratio 17 calls to 1 put with a focus on January 5 calls as share price up 4.9%.

Novavax (NVAX) 30-day option implied volatility is at 95; compared to its 52-week range of 69 to 173. Call put ratio 8.1 calls to 1 put with a focus on 2K contracts of January 10 calls and 3K contracts of July 17.50 calls.

Straddle price into quarter results

Albertsons (ACI) January 19,50 straddle priced for a move of 5% into the expected release of quarter results today before the bell on January 8. Call put ratio 1.3 calls to 1 put.

Delta Air Lines (DAL) January 10 weekly 61 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 10.

Walgreens Boots Alliance (WBA) January 10 weekly 9.5 straddle priced for a move of 11% into the expected release of quarter results before the bell on January 10.

Option Movers

Carvana (CVNA) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 128. Call put ratio 1 call to 1 put on 100K contracts, compared to 90 day average of 52K contracts as share price up 7%.

Ulta Beauty (ULTA) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 53. Call put ratio 1.9 calls to 1 put with a focus on January 10 weekly calls.

DHT Holdings (DHT) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 74 with a focus on January 10 and 12 calls as share price up 6.4%.

Dine Brands Global (DIN) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 72. Call put ratio 1 call to 1.2 puts as share price down 6.3%.

Dick’s Sporting Goods (DKS) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 33 puts with a focus on January 24 weekly 220 puts.

PENN Entertainment (PENN) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 86. Call put ratio 3 calls to 1 put with a focus on January 22 calls as share price down 2.4%.

3M Co. (MMM) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 41. Call put ratio 11 calls to 1 put with a focus on February 130, 135 and 140 calls.

Option IV amid Shipping stocks as share price’s rally

DHT Holdings (DHT) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 74. Call put ratio 59 calls to 1 put with a focus on January 12 calls as share price up 6.4%.

International Seaways (INSW) 30-day option implied volatility is at 40; compared to its 52-week range of 18 to 47. Call put ratio 32 calls to 1 put with a focus on February 40 and 45 calls as share price up 6.9%.

Scorpio Tankers (STNG) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 50. Call put ratio 14 calls to 1 put with a focus on January 45 calls as share price up 7.8%.

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 52. Call put ratio 62 calls to 1 put with a focus on May 50 calls as share price up 5.1%.

Nordic American Tanker (NAT) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 86. Call put ratio 8 calls to 1 put as share price up 4.7%.

Options with decreasing option implied volatility: CAPR X UNG PLD KODK PARA
Increasing unusual option volume: INVZ OPTT FBTC CRNC HNRG NNDM QSI
Increasing unusual call option volume: OPTT CRNC NNDM QSI RVPH FUBO FBTC
Increasing unusual put option volume: RGTI FUBO XLRE CARR NXE ALK EXE EQNR OVV
Popular stocks with increasing volume: MU MSTR MRNA COIN INTC RIVN UBER AVGO SMCI SOFI
Active options: NVDA TSLA PLTR MU FUBO AAPL AMD MSTR GOOGL AMZN META MRNA COIN INTC RIVN MARA UBER AVGO SMCI SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.60, natural gas up 4.5%, gold at $2667