Pre-Market IV Report February 14, 2022

Pre-Market IV Report February 14, 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: SAVA USO HTA HYG GGPI NVDA ORCL CRM MRVL DB NEGG RSX

Stocks expected to have increasing option volume: SPLK CSCO RSX LMT USO XOM CVX AFRM

Movers amid Russian Ukraine headlines as WTI oil trades above $92

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 76; compared to its 52-week range of 18 to 75 amid Russian Ukraine headlines. Call put ratio 1 call to 3.6 puts.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 54 amid Russian headlines

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 51; compared to its 52-week range of 39 to 57.

Exxon Mobil (XOM) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 42. Call put ratio 3.5 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 37.

Halliburton (HAL) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 63.
Schlumberger Ltd. (SLB) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 55.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 45. Call put ratio 1 call to 2.1 puts.

American Airlines (AAL) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 77. Call put ratio 1.1 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 61.

Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 53.

United Airlines (UAL) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 68 as shares sell off 4.7%. Call put ratio 2.6 calls to 1 put.

Defense stocks amid Russian Ukraine headlines

Lockheed Martin (LMT) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 39 into terminates agreement to acquire Aerojet Rocketdyne (ARJD) and Russian Ukraine headlines. Call put ratio 5.1 calls to 1 put.

Aerojet Rocketdyne (AJRD) 30-day option implied volatility is at 48; compared to its 52-week range of 12 to 121 into Lockheed Martin (LMT) terminates agreement to acquire.

Grumman (NOC) 30-day option implied volatility is at 29; compared to its 52-wee
Raytheon Technologies (RTX) 30-day option implied volk range of 17 to 31. Call put ratio 3.9 calls to 1 put.

L3Harris Technologies (LHX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 34. Call put ratio 10.9 calls to 1 put.

Raytheon Technologies (RTX) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 40. Cut ratio 2.9 calls to 1 put.

Movers

Splunk (SPLK) February call option implied volatility is at 58, March is at 56; compared to its 52-week range of 33 to 63 into Cisco (CSCO) makes $20B plus takeover offer for, WSJ reports.

Cisco (CSCO) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 36 into makes $20b plus takeover offer for Splunk (SPLK), WSJ reports. Call put ratio 1 call to 1 put.

Zendesk (ZEN) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 80 after reports rejects acquisition proposal from PE firms. Call put ratio 1 call to 1 put.

Bally’s Corporation (BALY) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 74 into Super Bowl weekend.

Options with decreasing option implied volatility: NFLX FB ZNGA SNAP ATVI CHGG PTON TWTR SONO COTY DDOG
Increasing unusual option volume: MGI BKLN BRCC SST ENB YELP
Increasing unusual call option volume: MGI COOP TWOU ENB BRCC FRSH
Increasing unusual put option volume: BKLN TRV GT NEWR LWLG ZA UA
Popular stocks with increasing volume: SOFI PTON SQ DKNG DIS SNAP AFRM
Active options: TSLA AAPL AMD NVDA FB AMC UBER AFRM MSFT CLF BAC F AMZN SOFI PTON SQ DKNG DIS SNAP MU
Global S&P Futures down 0.7%, Nikkei down 2%, DAX down 3.4%, WTI Crude oil recently at $92.82, natural gas up 4%, gold at $1854 an ounce