Pre-Market IV Report February 10, 2021

Pre-Market IV Report February 10, 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: PSTH CRM CSCO FSR TLRY MJ APHA TWTR UBER LYFT DIS GM CCIV FUTU VERU APHA

Stocks expected to have increasing option volume: LYFT UBER GM DIS TWTR CSCO TSN

Cannabis Stocks movement

Tilray, Inc. (TLRY) 30-day option implied volatility is at 260; compared to its 52-week range of 69 to 288. Call put ratio 2.3 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 100; compared to its 52-week range of 55 to 184.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 99; compared to its 52-week range of 73 to 174. Call put ratio 3 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 113; compared to its 52-week range of 54 to 556. Call put ratio 8.9 calls to 1 put with focus on February calls.

HEXO Corp. (HEXO) 30-day option implied volatility is at 151; compared to its 52-week range of 20 to 307. Call put ratio 9 calls to 1 put with focus on February calls.

Aurora Cannabis (ACB) 30-day option implied volatility is at 164; compared to its 52-week range of 91 to 307. Call put ratio 4.5 calls to 1 put.

ETFMG Alternative Harvest ETF (MJ) 30-day option implied volatility is at 102; compared to its 52-week range of 42 to 90. Call put ratio 2.7 calls to 1 put with focus on March 35 calls.

IV movers

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 244; compared to its 52-week range of 145 to 261. Call put ratio 3.5 calls to 1 put with focus on March 40 calls.

Pershing Square Tontine (PSTH) 30-day option implied volatility is at 128; compared to its 52-week range of 32 to 123. Call put ratio 3.5 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 97. Call put ratio 2 calls to 1 put.

Fisker (FSR) 30-day option implied volatility is at 100; compared to its 52-week range of 71 to 205. Call put ratio 15.3 calls to 1 put with focus February 15.50 calls.

Aphria (APHA) 30-day option implied volatility is at 201; compared to its 52-week range of 67 to 157. Call put ratio 4.8 calls to 1 put with focus on March and April calls.

Futureone, Inc. (FUTO) 30-day option implied volatility is at 149; compared to its 52-week range of 74 to 159.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 160; compared to its 52-week range of 65 to 200. Call put ratio 3 calls to 1 put with focus February and March 30 calls.

Straddle prices into quarter releases

Uber (UBER) February weekly 59.50 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

General Motors (GM) February weekly 56 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Teva (TEVA) February weekly 12.50 straddle priced for a move of 9% into the expected release of quarter results today.

Annaly (NLY) February weekly 8.5 straddle priced for a move of 3% into the expected release of quarter results today after the bell.

CME Group (CME) February weekly 192.50 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Coca-Cola (KO) February weekly 50 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

iRobot (IRBT) February weekly 126 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February weekly 36 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Under Armour (UA) February weekly 17.50 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

XPO Logistics (XPO) February weekly 120 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Zynga (ZNGA) February weekly 11.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Cloudflare (NET) February weekly 95 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 11.

Expedia (EXPE) February weekly 145 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on February 11.

Generac (GNRC) February 280 straddle priced for a move of 8% into the expected release of quarter results before the bell on February 11.

Kellogg (K) February 57.50straddle priced for a move of 5% into the expected release of quarter results before the bell on February 11.

JFrog (FROG) February 65 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 11.

Molson Coors (TAP) February weekly 48.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 11.

PepsiCo (PEP) February weekly 140 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 11.

Kraft Heinz (KHC) February weekly 34 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 11.

Tyson Foods (TSN) February weekly 69.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 11.

Walt Disney (DIS) February weekly 187.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 11.

Yeti Holdings (YETI) February weekly 78 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 11.

Newell Brands (NWL) February 27 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on February 12.

Options with decreasing option implied volatility: GLUU GME AMC BBBY NOK GLUU SIRI VXRT GPRO SNAP
Increasing option volume: GSAT AEZS KALV GTE EVOK TDC HUGE VERU
Increasing unusual call option volume: GSAT AEZS EVOK GTE HUGE ORTX
Increasing unusual put option volume: KALV VERU HIMX GSAT APO XLC TRXC GLUU UA
Popular stocks with increasing volume: F TLRY GME AMC PLTR
Active options: SNDL NIO AAPL GSAT TSLA F TWTR TLRY GME AMD AMC PLTR RIOT FB MARA XOM BA MSFT BABA ACB
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $58.57, natural gas down 2.6%, gold at $1845 an ounce