Pre-Market IV Report January 23, 2024

Pre-Market IV Report January 23, 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: BMBL ATSG DOCU OUST MANU DWAC MOR M HLF TTD ROKU PLTR ADM UPWK

Stocks expected to have increasing option volume: LOGI VZ UAL VZ TXN PG JNJ GE LMT RTX TXN ISRG RILY

Salesforce (CRM) option implied volatility low as share price near upper end of range

Salesforce (CRM) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 51 as share price near upper end of range.

Straddle prices into release quarter results

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

Texas Instruments (TXN) January weekly 175 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) January weekly 375 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Canadian National Railroad (CNI) February 125 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

D.R. Horton (DHI) January weekly 157.50 straddle priced for a move of 5% into the expected release of quarter results.

Paccar (PCAR) February 96.8 straddle priced for a move of 6% into the expected release of quarter results.

Baker Hughs (BKR) February 31 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly 210 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on January 24.

ASML Holdings (ASML) January weekly 765 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 24.

Abbott Laboratories (ABT) January weekly 115 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 24.

SAP (SAP) February 165 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 24.

International Business Machines (IBM) January weekly 172.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 24.

Service Now (NOW) January weekly 750 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 24.

AT&T (T) January weekly 17 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 24.

Lam Research (LRCX) January weekly 835 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 24.

CSX (CSX) January weekly 35 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on January 24.

General Dynamics (GD) January weekly 250 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 24.

Freeport-McMoran (FCX) January weekly 37.60 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 24.

Kimbely-Clark (KMB) January weekly 122 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 24.

Las Vegas Sands (LVS) January weekly 48 straddle priced for a move of 6.5% into the expected release of quarter results on January 24.

Seagate (STX) January weekly 87 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 24.

China option IV

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 67. Call put ratio 3.9 calls to 1 put.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 51.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 27.

Movers

EOG Resources (EOG) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 49 as share price near six-month low.

Norfolk Southern (NSC) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 34. Call put ratio 12.8 calls to 1 put with a focus on January weekly (26) 247.50 calls.

IFF (IFF) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 77. Call put ratio 1 call to 5.3 puts with a focus on February and March puts.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 80; compared to its 52-week range of 51 to 112. Call put ratio 8.3 calls to 1 put as share price up 7.2%.

Ishares 3-7 Year Treasury Bond Etf (IEI) 30-day option implied volatility is at 5; compared to its 52-week range of 5 to 31 with a focus on April 112 and 144 put spreader.

Viant Technology Inc. (DSP) 30-day option implied volatility is at 55; compared to its 52-week range of 44 to 80 with a focus on April 10 calls.

Canada Goose (GOOS) 30-day option implied volatility is at 81; compared to its 52-week range of 30 to 81. Call put ratio 2.5 calls to 1 put on active option volume of 44K contracts.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 93. Call put ratio 2.8 calls to 1 put.

Options with decreasing option implied volatility: HA SAVE JBLU BITO ALLY FAST RF DFS TSM
Increasing unusual option volume: DWAC RUM PPC FTI GOOS AVTR MDRX
Increasing unusual call option volume: RUM PPC AVTR GOOS ERIC WDC ADM DWAC
Increasing unusual put option volume: IREN GOOS UAA RUM VNET JOBY IRBT DBX DWAC LOGI
Popular stocks with increasing volume: PLTR PYPL SOFI SAVE MARA BABA AMC INTC BAC SMCI RIVN NIO
Active options: TSLA NVDA AMD AAPL PLTR PYPL AMZN SOFI MSFT SAVE MARA META BABA AMC INTC GOOGL BAC SMCI RIVN NIO
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $74.50, natural gas mixed, gold at $2030