Pre-Market IV Report February 10, 2022

Pre-Market IV Report February 10, 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: ORCL DOCU NKLA DIS AFRM TWTR HYG BKLN NEGG

Stocks expected to have increasing option volume: AFRM UBER TWLO MAT LYFT TWTR KO PEP DDOG GPN K TPR IRBT

Option IV into Consumer Price Indicator CPI

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 1.6 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 2.2 puts.

Straddle prices for stocks expected to report quarterly results

Aurora Cannabis (ACB) February weekly 4.5 straddle priced for a move of +/- 17% into the expected release of quarter results on February 10.

Expedia Group (EXPE) February weekly 197.5 straddle priced for a move of +/- 10% into the expected release of quarter results today.

Affirm Holdings (AFRM) February weekly 75 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

Yelp (YELP) February weekly 35 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on February 10.

Zillow Group (Z) February weekly 50 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on February 10.

Cleveland Cliffs (CLF) February weekly 21 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on February 11. Call put ratio 4.3 calls to 1 put.

Options with decreasing option implied volatility: FB SNAP ATVI NFLX
Increasing unusual option volume: PFF AES CRCT NEWR MAT BHC
Increasing unusual call option volume: AES AJRD FOXA GCI
Increasing unusual put option volume: MAT CFVI NEWR NCR K ARKF IRBT
Popular stocks with increasing volume: FB AAPL F TSLA NVDA AMD AMC UBER DIS PTON PLTR NIO SNAP MSFT CCJ FCX TWTR PYPL AAL BBIG
Global S&P Futures mixed to higher, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at $90.52, natural mixed, gold at $1832 an ounce