Pre-Market IV Report February 1, 2021

Pre-Market IV Report February 1, 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: SNDL NAK MUX XSPA CSCO SPWR AG PSTH CRSR GME AMC EXPR BB FIZZ BBBY FUBO AG APRN GPRO

Stocks expected to have increasing option volume: AMZN GOOG BABA AG PAAS SLV EXK GME AMC NOK BB BBBY

Silver stock option volume and IV as silver near eight year high

First Majestic Silver (AG) 30-day option implied volatility is at 156; compared to its 52-week range of 52 to 151. Call put ratio 6.6 calls to 1 put with focus on April calls.

Pan American Silver (PAAS) 30-day option implied volatility is at 79; compared to its 52-week range of 41 to 125. Call put ratio 5.7 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 70; compared to its 52-week range of 17 to 94. Call put ratio 5 calls to 1 put with focus on April calls.

Endeavour Silver Corp. (EXK) 30-day option implied volatility is at 143; compared to its 52-week range of 52 to 156. Call put ratio 58 calls to 1 put with focus on February 5 calls.

IV and volume movers

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 117; compared to its 52-week range 18 to 118.

Enphase Energy (ENPH) 30-day option implied volatility is at 100; compared to its 52-week range of 63 to 157.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 94; compared to its 52-week range of 57 to 124.

Exxon (XOM) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 111 into CEOs discussed merger with Chevron (CVX) last year, DJ says. XOM is expected to release quarter results on February 2.

Chevron (CVX) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 113.

Straddle prices for stocks expected to release results this week

Cirrus Logic (CRUS) February weekly 95 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 1.

NXP Semiconductor (NXPI) February weekly 160 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on February 1.

Alibaba (BABA) February weekly 252 straddle priced for a move of 6% into the expected release of quarter results on February 2.

Alphabet (GOOG) February weekly 1835 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 2.

Amazon (AMZN) February weekly 3200 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 2.

Autohome (ATHM) February 110 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 2.

Amgen (AMGN) February weekly 240 straddle priced for a move of 6% the expected release of quarter results after the bell on February 2.

BP (BP) February weekly 22 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 2.

ConocoPhilips (COP) February weekly 40 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 31% into the expected release of quarter results after the bell on February 2.

Electronic Arts (EA) February weekly 143 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 45 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 13% into the expected release of quarter results after the bell on February 2.

Ferrari (RACE) February weekly 210 straddle priced for a move of 13% into the expected release of quarter results on February 2.

Harley Davidson (HOG) February weekly 40 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 2.

HCA Healthcare (HCA) February weekly 162.5 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 51.50 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 140 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 65 straddle priced for a move of 8% into the expected release of quarter results on February 2.

Sirius XM (SIRI) February weekly 6.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on February 2.

United Parcel (UPS) February weekly 155 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 103 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 3.

Biogen (BIIB) February weekly 282.50 straddle priced for a move of 8% 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 56.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 3.

IAC/Interactive (IAC) February 210 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: NFLX QS BNGO XL BIIB
Increasing option volume: SENS MUX CATB IPOE GSAT NOK IBKR TWNK
Increasing unusual call option volume: MUX SENS GSAT IPOE CATB NOK EXPR TWNK TRVG
Increasing unusual put option volume: NOK EHTH ERIC VIR NLSN MUX BB IPOE CIM GME AMC HOG
Popular stocks with increasing volume: GME SNDL PLTR NOK CCL
Active options: AAPL NOK TSLA AMC GME AMD NIO FB SNDL AAL BB MSFT AMZN PLTR F GE BAC FUBO CCL NVDA
Global S&P Futures recently up 0.7%, Nikkei up 1.5%, DAX up 1%, WTI Crude oil recently at $52.67, natural gas up 6%, gold at $1864 an ounce