Pre-Market IV Report February 12, 2021

Pre-Market IV Report February 12, 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: OPK HYLN APHA FUTU MJ DNN GTE PSTH IQ CCIV HYLN DIS NET FROG DDOG

Stocks expected to have increasing option volume: DIS EXPE NET FROG D NWL DDOG NET GDDY BHC PYPL

Twitter (TWTR) February weekly call option implied volatility is at 58, February is at 52; compared to its 52-week range of 28 to 125 into a investor meeting on February 25. Call put ratio 1.5 calls to 1 put.

PayPal (PYPL) February weekly call option implied volatility is at 43, February is at 37; compared to its 52-week range 20 to 90 as shares near record high. Call put ratio 3.1 calls to 1 put.

Pinterest (PINS) February weekly call option implied volatility is at 55, February is at 54; compared to its 52-week range of 46 to 145. Call put ratio 4.8 calls to 1 put after reports Microsoft (MSFT) had talks with Pinterest for potential deal.

Bausch Health Co. Inc. (BHC) February weekly call option implied volatility is at 43, February is at 42; compared to its 52-week range of 33 to 149 into reports Carl Icahn has taken a position. Call put ratio 3.7 calls to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 245; compared to its 52-week range of 145 to 261. Call put ratio 3.7 calls to 1 put.

Straddle prices into quarter releases

Advance Auto Parts (AAP) February 155 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 16.

Agilent (A) February 125 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 16.

American International Group (AIG) February 42 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on February 16.

AutoNation (AN) February 80 straddle priced for a move of 8% into the expected release of quarter results before the bell on February 16.

Avis Budget (CAR) February 43 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 16.

Boyd Gaming (BYD) February 22.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 16.

Continental Resources (CLR) February straddle priced for a move of % into the expected release of quarter results after the bell on February 16.

CVS Health (CVS) February 74 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 16.

Ecolab (ECL) February 220 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 16.

Devon Energy (DVN) February 19.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 16.

Groupon (GRPN) February 37.50 straddle priced for a move of 16% into the expected release of quarter results on February 16.

Lattice Semiconductor (LSCC) February 45 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 16.

Occidental Petroleum (OXY) February 25 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on February 16.

Palantir (PLTR) February 165 straddle priced for a move of 6% into the expected release of quarter results on February 16.

Yandex (YNDX) February 72.5 straddle priced for a move of 6.5% into the expected release of quarter results on February 16.

Zoetis (ZTS) February 165 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 16.

Albemarle (ALB) February 160 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 17.

Analog Devices (ADI) February 157 straddle priced for a move of 5% expected release of quarter) into the results before the bell on February 17.

Baidu (BIDU) February 310 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 17.

Cheesecake Factory (CAKE) February 50 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 17.

Fastly (FAST) February 47 straddle priced for a move of 3% into the expected release of quarter results after the bell on February 17.

Herbalife (HLF) February 57 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 17.

Hilton (HLT) February 110 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 17.

Hyatt (H) February 75 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 17.

iQIYI (IQ) February 26.50 straddle priced for a move of 17% into the expected release of quarter results after the bell on February 17.

Marathon (MRO) February 9 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 17.

Shopify (SHOP) February 1460 straddle priced for a move of 8% into the expected release of quarter results on February 17.

Sunpower (SPWR) February 50 straddle priced for a move of 18% into the expected release of quarter results on February 17.

Twilio (TWLO) February 435 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 17.

Options with decreasing option implied volatility: SIRI GME SAVA GLUU AMC GPRO KO COTY SNAP PINS CHGG
Increasing option volume: DNN GSAT GTE AGTC QTT RKDA SIMO JEF
Increasing unusual call option volume: DNN GSAT GTE AGTC RKDA UBS QTT
Increasing unusual put option volume: SNDL GSAT TRXC VIRT MSOS CLR QSR
Popular stocks with increasing volume: SNDL TLRY PLTR ZNGA DIS RIOT PYPL AMC GME
Active options: SNDL AAPL TSLA TLRY DNN NIO UBER PLTR BABA NVDA AMD ZNGA DIS RIOT PYPL AMC APHA TWTR GME ACB

Global S&P Futures recently mixed to lower, Nikkei mixed, DAX mixed to lower, WTI Crude oil recently at $57.50, natural gas mixed, gold at $1816 an ounce