Pre-Market IV Report January 25, 2024

Pre-Market IV Report January 25, 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: DWAC LQDA CART ADM WMT MANU

Stocks expected to have increasing option volume: TSLA BA SPR F NOW IBM PARA CSX LRCX LVS STX V TMUS KLAC NOC KLAC COF LUV AAL ALK MBLY CMCSA NEE UNP

Option IV amid price movement

Tesla (TSLA) January weekly call option implied volatility is at 127, February is at 57; compared to its 52-week range of 42 to 74 into share price lower in before the bell.

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

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

Paramount Global (PARA) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 68 into reports David Ellison has made a preliminary offer to buy National Amusements Inc, as a way to take control of Paramount Global.

Straddle prices into release quarter results

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

Intel (INTC) January weekly 49 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

T-Mobile (TMUS) January weekly 162.50 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Comcast (CMCSA) January weekly 44 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Capital One (COF) January weekly 131 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

American Express (AXP) January weekly 185 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 26.

Colgate-Palmolive (CL) January weekly 80 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 26.

Norfolk Southern (NSC) January weekly 237 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 26.

Movers

DuPont (DD) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 33. 52K option contracts trade as share price down 13.4%.

Baker Hughes Company (BKR) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 89. Call put ratio 1 call to 2.5 puts as share priced down 4.5%.

Ishares Msci Hong Kong Etf (EWH) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 71. June 17 and 18 calls active.

Coca-Cola European Partners plc (CCEP) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 67.

Clear Secure, Inc. (YOU) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 88. Call put ratio 18 calls to 1 put with focus on February 20.45 calls.

Entegris (ENTG) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 113. Call put ratio 1 call to 2.9 puts with a focus on April puts.

Options with decreasing option implied volatility: NFLX UAL RF GE ZION T ISRG
Increasing unusual option volume: SATS LXRX CMC DWAC BKLN
Increasing unusual call option volume: DWAC SATS LXRX BWA EWH
Increasing unusual put option volume: BKR DWAC FXE INDA FHN RUM BKLN BB UBS
Popular stocks with increasing volume: BABA PYPL MARA DKNG INTC BA PLTR RIVN TSM
Active options: NVDA AMD TSLA NFLX AMZN AAPL MSFT BABA META NKLA PYPL GOOGL MARA DKNG INTC BA PLTR RIVN TSM NIO
Active ETFs: SPY QQQ IWM FXI TQQQ KWEB EEM SOXL SQQQ HYG SMH TLT SLV XLF
Global S&P Futures mixed in premarket, Nikkei mixed to up, DAX mixed, WTI Crude oil recently at $76.30, natural gas up 8%, gold at $2018