Pre-Market IV Report February 10, 2023

Pre-Market IV Report February 10, 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: AMC FLUX MANU GMED AZUL GEO SMCI DOCU AI ORCL ULTA LYFT PYPL NET EXPE CRSR

Stocks expected to have increasing option volume: LYFT PYPL EXPE NET YELP BE RICK DOCS NWS

IV Movers

Walt Disney (DIS) February weekly call option implied volatility is at 42, February is at 34; compared to its 52-week range of 25 to 57 into shares trading up in premarket. Call put ratio 1.2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Alphabet (GOOG) February weekly call option implied volatility is at 50, February is at 45; compared to its 52-week range of 26 to 49.

C3.ai (AI) 30-day option implied volatility is at 156; compared to its 52-week range of 54 to 162. Call put ratio 1.7 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 45 to 82.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 73.

Salesforce (CRM) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 62. Call put ratio 1.9 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 196; compared to its 52-week range of 100 to 437. Options active on 447K contracts.

Carvana Co. (CVNA) 30-day option implied volatility is at 245; compared to its 52-week range of 77 to 267.

GameStop (GME) 30-day option implied volatility is at 88; compared to its 52-week range of 86 to 157. Call put ratio 2.4 calls to 1 put.

Crypto themed stocks as Bitcoin

Coinbase (COIN) 30-day option implied volatility is at 125; compared to its 52-week range of 62 to 175. Call put ratio 1 call to 1.2 puts. Options active on 326K contracts.

Riot Blockchain (RIOT) 30-day option implied volatility is at 110; compared to its 52-week range of 90 to 176. Call put ratio 1.8 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 90; compared to its 52-week range of 70 to 221. Call put ratio 1 call to 1.8 puts.

Microvision (MVIS) 30-day option implied volatility is at 100; compared to its 52-week range of 67 to 142. Call put ratio 1 call to 1.2 puts.

Bit Digital (BTBT) 30-day option implied volatility is at 161; compared to its 52-week range of 75 to 190.

Silvergate Capital (SI) 30-day option implied volatility is at 174; compared to its 52-week range of 74 to 276.

Marathon Patent Group (MARA) 30-day option implied volatility is at 146; compared to its 52-week range of 99 to 183.

Straddle prices into quarter results

Palantir (PLTR) February 8 straddle priced for a move of 15% into the expected release of quarter results after the bell of February 13.

Check Point Software (CHKP) February 125 straddle priced for a move of 7% into the expected release of quarter results after the bell of February 13.

Avis Budget Group (CAR) February 220 straddle priced for a move of 18% into the expected release of quarter results after the bell of February 13.

Airbnb (ABNB) February 115 straddle priced for a move of 8.5% into the expected release of quarter results after the bell of February 14.

Marriott (MAR) February 175 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 14.

Coca-Cola (KO) February 60 straddle priced for a move of 3.5% into the expected release of quarter results before the bell of February 14. Call put ratio 3.1 calls to 1 put.

Options with decreasing option implied volatility: OSH SI BILL AFRM APP APPS SONO TEAM PINS GPRO UAA HTZ
Increasing unusual option volume: PTEN BCLI BKLN FOXA IFF APPH PAGP AZUL AI
Increasing unusual call option volume: VMW IFF AI BBD FLNC XM VTR APP SONO PCT
Increasing unusual put option volume: APPH BGS BKLN AI BBD APRN AYX JBHT
Popular stocks increasing options volume: DIS BBBY F AFRM AMC AMD COIN BABA UBER BAC NFLX LYFT
Active options: TSLA GOOGL GOOG NVDA AAPL AMZN DIS META BBBY F AFRM AMC AMD COIN BABA UBER BAC NFLX LYFT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $80, natural gas up 1%, gold at $1873