Pre-Market IV Report January 4, 2024

Pre-Market IV Report January 4, 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: SOFI APLS BILL SNAP WOLF ALGN MANU TEAM META CLX AMZN TSLY UPS WHR QCOM SBUX EA CAH GLW

Stocks expected to have increasing option volume: F STZ WBA LW CAG CALM ABBV

Ford Motor (F) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 569 into December sales release.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 61 as share price pulls back.

Coinbase (COIN) 30-day option implied volatility is at 87; compared to its 52-week range of 59 to 131 as Bitcoin trades as Bitcoin trades above $43,000.

Straddle prices into release quarter results

Walgreens Boots (WBA) January weekly 25.5 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

ConAgra (CAG) January weekly 29.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Lamb Weston (LW) January 105 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) January weekly 240 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 5.

Voyager Therapeutics (VYGR) 30-day option implied volatility is at 74; compared to its 52-week range of 47 to 111 amid active volume of 3400 contracts with focus on January and February calls.

Blackline Inc. (BL) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 65. Call put ratio 60 calls to 1 put with focus on February 60 and 62.50 calls.

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

Realty Income (O) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 72 with focus on January 35 puts.

UBS AG (UBS) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 74 as share price down 3.2%.

Options with decreasing option implied volatility: AVXL CYTK SIRI
Increasing unusual option volume: IMPP MFC SYY BYD AMSC CAN
Increasing unusual call option volume: SYY IMPP CYBR JPM ACAD AMSC
Increasing unusual put option volume: IGT PLL EQNR CALM VIPS IEF UBS ASHR
Popular stocks with increasing volume: C SOFI BABA COIN PYPL AAL AMC PLTR PBR NIO
Active options: TSLA AAPL NVDA SOFI AMD C MARA AMZN MSFT BABA COIN PYPL AAL META AMC PLTR PBR NIO GOOGL RIOT
Active ETFs: SPY QQQ IWM HYG TLT XLI SLV EEM TQQQ ARKK GLD MSOS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.60, natural gas up 3%, gold at $2057