Pre-Market IV Report January 18, 2024

Pre-Market IV Report January 18, 2024

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: IRBT MOR DWAC MANU TTD PLTD HLF TWLO ROKU ANET

Stocks expected to have increasing option volume: AA NTRS KEY FAST TFC FHN PLUG IRBT TRV

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 35 into June World Wide Developers conference.

Straddle prices into release quarter results

Bank (OZK) January 46 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Traveler (TRV) January 195 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 19.

State Street (STT) January 75 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 19.

Fifth Third (FITB) January 34 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 19.

Regions Financial (RF) January 18 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 19.

Ally Financial (ALLY) January 32.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on January 19.

Comerica (CMA) January 52.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 19. Call put ratio 1 call to 1.3 puts.

Movers

Instacart (CART) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 72.

Canada Goose (GOOS) 30-day option implied volatility is at 81; compared to its 52-week range of 30 to 74. Call put ratio 13.4 calls to 1 put.

US Foods (USFD) 30-day option implied volatility is at 27; compared to its 52-week range of 28 to 37 with a focus on April 45 puts.

WillScot Mobile Mini Holdings (WSC) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 75.

LifeStance Health Group, Inc. (LFST) 30-day option implied volatility is at 56; compared to its 52-week range of 35 to 88 with a focus on April and June 7.5 puts.

Heico Corp. (HEI) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 69.

Options with decreasing option implied volatility: SAVE AEHR AUPH UNG BITO HA SWN KBH BK ACI X
Increasing unusual option volume: SATS ETRN PGR EWY DWAC IRBT WSM
Increasing unusual call option volume: WSM WTRN ETRN VLY DWAC BIRK ESPR IRBT
Increasing unusual put option volume: ICLN NTES OVV MBLY ZI IQ RH GES DWAC PLL EXC GSK EOG IRBT BIRK
Popular stocks with increasing volume: BA JBLU DIS BAC PYPL RIVN COIN
Active options: TSLA NVDA AMD AAPL SAVE MSFT AMZN BA JBLU MARA META DIS BAC PYPL BABA AMC RIVN COIN GOOGL RIOT
Global S&P Futures lower in premarket, Nikkei lower, DAX down 1%, WTI Crude oil recently at $73, natural gas up 2.5%, gold at $2012