Pre-Market IV Report January 19, 2024

Pre-Market IV Report January 19, 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: PLTR SAVE HLF ANET ROKU EDR IRBT MOR DWAC MANU TTD

Stocks expected to have increasing option volume: TRV STT FITB RF ALLY CMA IRBT JBHT

Market Vectors Semiconductor ETF (SMH) option IV as share price near record high

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 36.

Straddle prices into release quarter results

United Airlines (UAL) January weekly 40 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on January 22.

Zions Bancorp (ZION) January weekly 40 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 22.

Logitech (LOGI) February 95 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on January 22.

Johnson & Johnson (JNJ) January weekly 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23.

Proctor & Gamble (PG) January weekly 148 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23.

Netflix (NFLX) January weekly 485 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 23.

Verizon (VZ) January weekly 39 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23.

Texas Instruments (TXN) January weekly 165 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 23.

General Electric (GE) January weekly 128 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 23.

Halliburton (HAL) January weekly 33 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 23.

Tesla (TSLA) January weekly 210 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 24.

Movers

Humana (HUM) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 38 after lowering EPS outlook.

UnitedHealth Group (UNH) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 27.

Norfolk Southern (NSC) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 34 as price up. Call put ratio 6.6 calls to 1 put with focus on January weekly (26) calls.

Novocure (NVCR) 30-day option implied volatility is at 81; compared to its 52-week range of 44 to 139 as share price up.

Peabody Energy (BTU) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 77 as share price up.

Spdr S&P Oil & Gas Equipment & Services Etf (XES) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 95 amid active March 85 calls.

PG&E Corp. (PCG) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 32. Call put ratio 3.9 calls to 1 put with a focus on September calls.

Knight-Swift Transportation (KNX) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 80. Call put ratio 5.4 calls to 1 put with focus on January 55 calls.

Options with decreasing option implied volatility: BITO JBLU HA UNG SWN KBH DFS SCHW BK FAST JPM X
Increasing unusual option volume: PTEN INVZ BVN INVZ MCHI CL BK TXT
Increasing unusual call option volume: CL INVZ MCHI BK TXT CMRE
Increasing unusual put option volume: PTEN PSEC BMBL JBHT FOUR OMF
Popular stocks with increasing volume: BA PYPL COIN RIVN BABA SOFI PTEN AMC NIO
Active options: TSLA AMD NVDA AAPL SAVE MARA TSM MSFT AMZN META PLUG BA PYPL COIN RIVN BABA SOFI PTEN AMC NIO
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $74, natural gas down 2.5%, gold at $2028