Pre-Market IV Report February 11, 2021

Pre-Market IV Report February 11, 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: TRLY OPK APHA PSTH FTI MJ FUTU AYRO HEXO YRD

Stocks expected to have increasing option volume: SMH DIS PEP KHC YETI TAP ELY XPO ZG Z UBER LYFT MGM TLRY

Cannabis options movement

Tilray, Inc. (TLRY) 30-day option implied volatility is at 359; compared to its 52-week range of 70 to 289. Call put ratio 1.8 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 111; compared to its 52-week range of 55 to 184.
SNDL 30-day option implied volatility is at 443; compared to its 52-week range of 152 to 655. Call put ratio 6.8 calls to 1 put.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 111; compared to its 52-week range of 73 to 174. Call put ratio 4.2 calls to 1 put.

Aphria (APHA) 30-day option implied volatility is at 281; compared to its 52-week range of 67 to 202. Call put ratio 4.5 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 146; compared to its 52-week range of 54 to 556. Call put ratio 5.8 calls to 1 put with focus on February calls.

HEXO Corp. (HEXO) 30-day option implied volatility is at 188; compared to its 52-week range of 20 to 307. Call put ratio 10 calls to 1 put.

Aurora Cannabis (ACB) 30-day option implied volatility is at 193; compared to its 52-week range of 91 to 307. Call put ratio 5.2 calls to 1 put.

ETFMG Alternative Harvest ETF (MJ) 30-day option implied volatility is at 151; compared to its 52-week range of 42 to 103. Call put ratio 1.3 calls to 1 put.

Crypto themed stocks

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 154; compared to its 52-week range of 22 to 126. Call put ratio 2.1 calls to 1 put.

Marathon Patent Group (MARA) 30-day option implied volatility is at 218; compared to its 52-week range of 139 to 475.

Riot Blockchain (RIOT) 30-day option implied volatility is at 208; compared to its 52-week range of 98 to 274. Call put ratio 2 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 209; compared to its 52-week range of 122 to 463. Call put ratio 4.1 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 156; compared to its 52-week range of 139 to 260. Call put ratio 1.9 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 138; compared to its 52-week range of 94 to 128. Call put ratio 3.6 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 114; compared to its 52-week range of 52 to 162 as Bitcoin movement continues. Call put ratio 3.8 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 134; compared to its 52-week range of 75 to 214. Call put ratio 1.2 calls to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 180; compared to its 52-week range of 96 to 263. Call put ratio 6.4 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 205; compared to its 52-week range of 108 to 387. Call put ratio 5.6 calls to 1 put.

IV mover

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 246; compared to its 52-week range of 145 to 261. Call put ratio 3.1 calls to 1 put.

Straddle prices into quarter releases

Cloudflare (NET) February weekly 90 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Expedia (EXPE) February weekly 149 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

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

Kellogg (K) February 57.50 straddle priced for a move of 4% into the expected release of quarter results today.

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

Molson Coors (TAP) February weekly 49 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

PepsiCo (PEP) February weekly 138 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Kraft Heinz (KHC) February weekly 34 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

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

Walt Disney (DIS) February weekly 190 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

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

Newell Brands (NWL) February 26 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: SIRI SAVA GME GLUU AMC FOSL GPRO UA BBBY NOK
Increasing option volume: GSAT GTE RKDA STAY CG
Increasing unusual call option volume: GSAT GTE RKDA STAY ZYNE
Increasing unusual put option volume: GSAT TRXC DXC ICLN SNDL HIMX
Popular stocks with increasing volume: AMC TLRY NVDA GME GM PLTR ACB
Active options: SNDL TSLA AAPL NIO AMC TWTR TLRY GSAT AMD NVDA GME GM PLTR UBER F AMZN ACB MSFT FB APHA
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed to lower, WTI Crude oil recently at $58.50, natural gas up 4%, gold at $1842 an ounce