Pre-Market IV Report February 1, 2023

Pre-Market IV Report February 1, 2023

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: VERI LTRN LCID BYND ZM JWN BURL TGT ROST KR AI GETY PAYO AMC GHL EC FHN WEN VTRS

Stocks expected to have increasing option volume: AMD F EA SNAP TMO TMUS BSX WM META AAPL AMZN GOOG GOOGL F SNAP WDC

Straddle prices into quarter results into FOMC Meeting

Meta Platforms (META) February weekly 149 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Apple (AAPL) February weekly 144 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) February weekly 100 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 2.

Eli Lilly (LLY) February weekly 345 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 2.

Amazon (AMZN) February weekly 103 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on February 2. Call put ratio 2.4 calls to 1 put.

Qualcomm (QCOM) February weekly 133 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 2.

ConocoPhillips (COP) February weekly 122 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Merck (MRK) February weekly 107 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 2.

Bristol Meyers (BMY) February weekly 73 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Starbucks (SBUX) February weekly 109 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 2.

Honeywell (HON) February weekly 208 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Gilead (GILD) February weekly 84 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 2.

Ford (F) February weekly 13.5 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 2.

Hershey (HSY) February weekly 225 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 2.

Ralph Lauren (RL) February 120 straddle priced for a move of 10% into the expected release of quarter results on February 2.

United States Steel (X) February weekly 28.50 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on February 2.

Harley-Davidson (HOG) February weekly 46 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 2.

Penn Entertainment (PENN) February weekly 35 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 2.

MicroStrategy (MSTR) February weekly 250 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 2.

Canada Goose (GOOS) February weekly 24 straddle priced for a move of 14% into the expected release of quarter results before the bell on February 2.

Deckers Outdoor (DECK) February 430 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 2.

Estee Lauder (EL) February 280 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 2.

Skechers (SKX) February weekly straddle priced for a move of 8% into the expected release of quarter results after the bell on February 2.

Cirrus (CRUS) February 90 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 2.

SkyWest (SKYW) February 20 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 2. Call put ratio 3.3 calls to 1 put.

GoPro (GPRO) February weekly 6 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 2.

Cigna (CI) February weekly straddle priced for a move of % into the expected release of quarter results before the bell on February 3.

Options with decreasing option implied volatility: SAVA SOFI CFLT SPOT INTC STX UPS IBM CMCSA T ISRG COUP
Increasing unusual option volume: AI HZO PTEN GSM FAZE PETS ALGM
Increasing unusual call option volume: AI FAZE GSM PATH WEN SPOT RSP DT FIGS ATER
Increasing unusual put option volume: HZO AI RVLV VSCO IRBT SLG SMG ARKF LHCG
Popular stocks increasing options volume: SNAP F PLTR BBBY GM LCID SOFI PFE AMC XOM INTC CAT
Active options: TSLA AMZN AAPL AMD NVDA SNAP F PLTR BBBY META GM LCID SOFI PFE AMC XOM CNVA INTC COIN CAT
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas mixed, gold at $1939