Pre-Market IV Report January 29, 2021

Pre-Market IV Report January 29, 2021

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: GME AMC BB OPK BBBY HL CVM FIZZ KODK APRN GPRO APR INO IRBT COTY HL SNDL KIN VOD COTY SPWR NAK OPK CSCO SPWR MUX CRSR BFT CCIV

Stocks expected to have increasing option volume: AMC GME NOK BB BBBY QS INTC NFLX BNGO XL SPY RUT QQQ

Stocks with Gamma movement

GameStop (GME) 30-day option implied volatility is at 550; compared to its 52-week range of 52 to 540. Call put ratio 1 calls to 2.7 puts.

Nokia (NOK) 30-day option implied volatility is at 176; compared to its 52-week range of 34 to 378. Call put ratio 6.5 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 415; compared to its 52-week range of 72 to 724. Call put ratio 1.6 calls to 1 put.

Macy (M) 30-day option implied volatility is at 145; compared to its 52-week range of 50 to 171. Call put ratio 2.4 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 328; compared to its 52-week range of 36 to 478. Call put ratio 2 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 91; compared to its 52-week range of 57 to 178, Call put ratio 5.4 calls to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 131; compared to its 52-week range of 29 to 195. Call put ratio 3.2 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 161; compared to its 52-week range of 61 to 146. Call put ratio 2.9 calls to 1 put.

Viacom CBS (VIAC) 30-day option implied volatility is at 91; compared to its 52-week range of 34 to 135. Call put ratio 1 call to 2.2 puts.

iRobot Corp. (IRBT) 30-day option implied volatility is at 152; compared to its 52-week range of 44 to 183. Call put ratio 1.6 call to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 178; compared to its 52-week range of 43 to 276. Call put ratio 1 call to 2.8 put.

Dillard’s (DDS) 30-day option implied volatility is at 153; compared to its 52-week range of 58 to 203. Call put ratio 1.3 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 130; compared to its 52-week range of 57 to 242. Call put ratio 1 call to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 214; compared to its 52-week range of 48 to 303. Call put ratio 1 call to 1 put.

Marvell Technology (MRVL) 30-day option implied volatility is at 53; compared to its 52-week range of 36 to 99. Call put ratio 1.9 calls to 1 put.

Gogo (GOGO) 30-day option implied volatility is at 128; compared to its 52-week range of 71 to 261. Call put ratio 19.8 calls to 1 put.

Tootsie Roll (TR) 30-day option implied volatility is at 127; compared to its 52-week range of 19 to 173.

Seritage Growth (SRG) 30-day option implied volatility is at 161; compared to its 52-week range of 25 to 302.

Sumo Logic (SUMO) 30-day option implied volatility is at 102; compared to its 52-week range of 75 to 116.

Accelerate Diagnostics (AXDX) 30-day option implied volatility is at 198; compared to its 52-week range of 61 to 206. Call put ratio 11.8 calls to 1 put.

Academy Sports (ASO) 30-day option implied volatility is at 124; compared to its 52-week range of 69 to 163.

AMC Networks (AMCX) 30-day option implied volatility is at 139; compared to its 52-week range of 38 to 137

Ligand Pharmaceuticals (LGND) 30-day option implied volatility is at 145; compared to its 52-week range of 51 to 162

Big Commerce (BIGC) 30-day option implied volatility is at 107; compared to its 52-week range of 80 to 199

DraftKings (DKNG) 30-day option implied volatility is at 91; compared to its 52-week range of 61 to 143. Call put ratio 8.6 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 184; compared to its 52-week range of 78 to 238. Call put ratio 3.1 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 141; compared to its 52-week range of 33 to 230. Call put ratio 1.7 calls to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 153; compared to its 52-week range of 48 to 237.

Stitch Fix (SFIX) 30-day option implied volatility is at 94; compared to its 52-week range of 49 to 134.

Palantir (PLTR) 30-day option implied volatility is at 133; compared to its 52-week range of 59 to 174. Call put ratio 1.3 calls to 1 put.

Straddle prices for stocks expected to release results next week

Cirrus Logic (CRUS) February weekly 95 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 1.

NXP Semiconductor (NXPI) February weekly 165 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 1.

Alphabet (GOOG) February weekly 1862 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 2.

Amazon (AMZN) February weekly 3235 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 2.

Autohome (ATHM) February 115 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 2.

Amgen (AMGN) February weekly 247.50 straddle priced for a move of 7% the expected release of quarter results after the bell on February 2.

BP (BP) February weekly 23 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 2.

ConocoPhilips (COP) February weekly 41 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 2.

Container Store (TCS) February 12.50 straddle priced for a move of 30% into the expected release of quarter results after the bell on February 2.

Electronic Arts (EA) February weekly 144 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 2.

Exxon Mobil (XOM) February weekly 46 straddle priced for a move of 5.5% into the expected release of quarter results on February 2.

FireEye (FEYE) February weekly 21 straddle priced for a move of 15% into the expected release of quarter results after the bell on February 2.

Ferrari (RACE) February weekly straddle priced for a move of % into the expected release of quarter results on February 2.

Harley Davidson (HOG) February weekly 205 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 2.

HCA Healthcare (HCA) February weekly 165 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on February 2.

Marvel (MRVL) February weekly 52.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 2.

Match Group (MTCH) February weekly 141 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 2.

Royal Caribbean (RCL) February weekly 69 straddle priced for a move of 11% into the expected release of quarter results on February 2.

Sirius XM (SIRI) February weekly 6.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 2.

United Parcel (UPS) February weekly 157.50 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on February 2.

AbbVie (ABBV) February weekly 104 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 3.

Biogen (BIIB) February weekly 267.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 3.

Coty (COTY) February weekly 6.5 straddle priced for a move of 14% into the expected release of quarter results on February 3.

eBay (EBAY) February weekly 57 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 3.

IAC/Interactive (IAC) February 212.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 3.

Options with decreasing option implied volatility: IBM TSLA NFLX MCD
Increasing option volume: MUX GSAT SENS EXPR NOK SBSW REAL
Increasing unusual call option volume: MUX GSAT SENS NOK EXPR TRVG AQMS TRIT SIRI
Increasing unusual put option volume: NOK TD BB DD GNUS ERIC FOD FIZZ GME ZTO PETS LB AMC ASHR FEZ
Popular stocks with increasing volume: AMC BB NOK CCL DD SNDL
Active options: AAPL NOK TSLA AAL AMC PLTR GME SNDL MSFT BB FB NIO AMD F CCL DKNG INTC BAC GM DD
Global S&P Futures recently down 0.9%, Nikkei down 1.7%, DAX down 1%, WTI Crude oil recently at $52.21, natural gas mixed, gold at $1842 an ounce