Pre-Market IV Report February 1, 2022

Pre-Market IV Report February 1, 2022

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: HTA HYG MGI XELA UPS BOIL CERN BYND PFE SNAP GM GILD

Stocks expected to have increasing option volume: AMZN CRUS NXPI EA ATVI AMD XOM AMZN FB GM UPS SNAP GOOG GOOGL FB QCOM PYPL

Straddle prices for stocks expected to report quarterly results

Advanced Micro Devices (AMD) February weekly 114 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Alphabet (GOOG) February weekly 2710 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

PayPal (PYPL) February weekly 172.50 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Starbucks (SBUX) February weekly 98 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

General Motors (GM) February weekly 53 straddle priced for a move of +/- 6.5% into the expected release of quarter results on today.

Canadian Goose (GOOS) February weekly 31 straddle priced for a move of +/- 13% into the expected release of quarter results on February 2.

Capri (CPRI) February weekly 60 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on February 2.

Spotify (SPOT) February weekly 197 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on February 2.

T-Mobile (TMUS) February weekly 108 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 2.

Wynn Resorts (WYNN) February weekly 85 straddle priced for a move of +/- 6% into the expected release of quarter results on February 2.

Snap (SNAP) February weekly 32 straddle priced for a move of +/- 16.5% into the expected release of quarter results after the bell on February 3.

Ford (F) February weekly 20 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on February 3.

Qualcomm (QCOM) February weekly 175 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on February 3.

Meta Platforms (FB) February weekly 312 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on February 3.

Honeywell (HON) February weekly 205 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on February 3.

Amazon (AMZN) February weekly 2990 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 3.

Options with decreasing option implied volatility: TSM KSS NFLX ZNGA BYND CTXS VIX UVXY
Increasing unusual option volume: FLEX FOSL GES IBKR MIR CTXS
Increasing unusual call option volume: FLEX MIR FOSL CTXS IFF PLTK
Increasing unusual put option volume: NKTR FATH SKIN CERN
Popular stocks with increasing volume: HOOD PLTR SOFI LCID XOM PFE
Active options: AAPL TSLA NVDA AMD NIO F MSFT HOOD NFLX PLTR AMC SOFI INTC LCID BA FB BABA XOM BAC PFE
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88.09, natural gas mixed, gold at $1804 an ounce