Pre-Market IV Report January 24, 2024

Pre-Market IV Report January 24, 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: MANU DWAC CART LQDA NU ADM MELI WMT RUM HOLI XRX ALIT HDB CR CNM VTRS GRCL

Stocks expected to have increasing option volume: NFLX T TXN ISRG TSLA NOW IBM LRCX CSX GD FCX KMB LVS STX ASML

BA & SPR option IV amid continued headlines

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 41.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 58; compared to its 52-week range of 38 to 104.

Straddle prices into release quarter results

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

International Business Machines (IBM) January weekly 175 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Service Now (NOW) January weekly 755 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Visa (V) January weekly 270 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on January 25.

Intel (INTC) January weekly 49 straddle priced for a move of 7% into the expected release of quarter results after the bell on January 25.

T-Mobile (TMUS) January weekly 162.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 25.

Comcast (CMCSA) January weekly 44 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 25.

Union Pacific (UNP) January weekly 242 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 25.

NextEra Energy (NEE) January weekly 57 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 25.

Blackstone (BX) January weekly 119 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 25.

KLA Corp (KLAC) January weekly 620 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 25.

Northrop Gruman (NOC) January weekly 467 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 25.

Capital One (COF) January weekly 130 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on January 25.

Southwest Airlines (LUV) January weekly 31 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 25.

American Airlines (AAL) January weekly 14 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 25.

Levi Strauss (LEVI) February straddle priced for a move of 11% into the expected release of quarter results after the bell on January 25.

Alaska Airlines (ALK) February straddle priced for a move of 8% into the expected release of quarter results before the bell on January 25.

Mobileye (MBLY) February 28 straddle priced for a move of 11% into the expected release of quarter results before the bell on January 25.

JetBlue Airways (JBLU) January weekly 5 straddle priced for a move of 8% into the expected release of quarter results on January 25.

Movers

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 220; compared to its 52-week range of 43 to 231. Call put ratio 1.8 calls to 1 put amid wide price movement.

First American Financial (FAF) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 36 with a focus in February 60 puts.

Teradata Corp. (TDC) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 81. Call put ratio 1 call to 19 puts with focus on February 45 and 47.50 puts.

Oscar Health Inc. (OSCR) 30-day option implied volatility is at 94; compared to its 52-week range of 33 to 115. Call put ratio 59 calls to 1 put with focus on October 12.50, 15 and 20 calls.

Airbnb (ABNB) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 59 into the expected release of quarter results after the bell on February 15.

Options with decreasing option implied volatility: HA ZIM JBLU ALLY UAL EDR RF DGS GE GAST CFG SCHW TSM DHI RTX
Increasing unusual option volume: ARQT RUM BKLN SATS TKO BGC LXRX DWAC INBX
Increasing unusual call option volume: TKO SATS DWAC RUM BGC LOGI TXT LXRX
Increasing unusual put option volume: BKLN DWAC RUM IBRX ETRN EWW XRX GES ACAD
Popular stocks with increasing volume: T UAL SOFI VZ MMM PYPL SNOW
Active options: TSLA BABA AMD NVDA AAPL SAVE NIO AMZN T SNOW META PLTR NFLX MSFT PYPL MARA UAL SOFI VZ MMM

Global S&P Futures mixed in premarket, Nikkei mixed to up, DAX mixed to up, WTI Crude oil recently at $74.50, natural gas up 3%, gold at $2034