Pre-Market IV Report January 26, 2024

Pre-Market IV Report January 26, 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: ADM MANU CART CPRI WMT LFST FDMT ATXS GRCL AMSC PARA HA INTC KMT HWM GNTX UNH IMGN LW MTUM ET

Stocks expected to have increasing option volume: INTC V TMUS COF AXP CL NSC KLAC

Tesla Option IV amid wide price movement

Tesla (TSLA) January weekly call option implied volatility is at 72, February is at 49; compared to its 52-week range of 42 to 74.

General Motors (GM) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 46 into expected release of quarter results on January 30.

Ford Motor (F) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 566 into the expected release of quarter results on February 6.

Stellantis (STLA) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 422.

PayPal (PYPL) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 57 into the expected release of quarter results on February 7. Call put ratio 3 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 41 amid continued headlines.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 61 into FOMC meeting begins next week.

Straddle prices into release quarter results

Nucor (NUE) February weekly 175 straddle priced for a move of 6% into the expected release of quarter results after the bell on January 29.

Super Micro Computer (SMCI) February weekly 475 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 29.

Cleveland Cliffs (CLF) February weekly 18.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 29.

F5 (FFIV) February straddle priced for a move of 7% into the expected release of quarter results after the bell on January 29.

SoFi Technologies (SOFI) February weekly 7.5 straddle priced for a move of 13% into the expected release of quarter results before the bell on January 29.

Whirlpool (WHR) February weekly 114 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 29.

Crane Company (CR) February 114 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 29.

Microsoft (MSFT) February weekly 405 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 30.

Alphabet (GOOG) February weekly 154 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 30.

Advanced Micro Devices (AMD) February weekly 180 straddle priced for a move of 8% into the expected release of quarter results after the bell on January 30.

Movers

Humana (HUM) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 1.3 puts as share price down 11.4% after quarter results and outlook.

nVent Electric (NVT) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 44 with a focus on February 60 calls.

Vista Outdoor (VSTO) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 57. Call put ratio 509 calls to 1 put with a focus on September call spreaders.

HDFC Bank Ltd (HDB) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 45. Call put ratio 9.4 calls to 1 put with focus on March and April 60 calls.

Options with decreasing option implied volatility: IRBT IOVA SAVE EDR NFLX EDU STX
Increasing unusual option volume: AMSC LXRX DWAC ENTG TXT
Increasing unusual call option volume: AMSC LXRX TXT DWAC IBM
Increasing unusual put option volume: VLY DWAC IOVA BKR RUM LEVI
Popular stocks with increasing volume: AAL IBM BABA LVS
Active options: TSLA AMD NVDA PYPL AAPL AMZN GOOGL INTC BA AAL IBM MSFT MARA NFLX META RIVN GOOG PLTR BABA LVS
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $76.50, natural gas up 3%, gold at $2020