Pre-Market IV Report February 14, 2023

Pre-Market IV Report February 14, 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: RETA BCYC ALT FSLY OPRA WSM MANU DOCU ROKU RBLX BHP ABNB ZTS

Stocks expected to have increasing option volume: ABNB ZTS MAR CSCO GNRC BIIB RBLX ROKU ECL GFS HWM LDOS TRU CDNS ANET SEDG PLTR LSCC IAC ANGI CLF DVN KO AKAM

Straddle prices into quarter results

Airbnb (ABNB) February 117 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

Cisco (CSCO) February 48 straddle priced for a move of 6% into the expected release of quarter results after the bell of February 15.

Biogen (BIIB) February 290 straddle priced for a move of 4% into the expected release of quarter results before the bell of February 15.

Zillow (Z) February 45 straddle priced for a move of 11% into the expected release of quarter results after the bell of February 15.

Generac (GNRC) February 122 straddle priced for a move of 10% into the expected release of quarter results before the bell of February 15.

Lithia Motors (LAD) February 280 straddle priced for a move of 8% into the expected release of quarter results before the bell of February 15. Call put ratio 14 calls to 1 put.

Roblox (RBLX) February 34.50 straddle priced for a move of 18% into the expected release of quarter results before the bell of February 15.

Twilio (TWLO) February 61 straddle priced for a move of 17% into the expected release of quarter results after the bell of February 15.

AIG (AIG) February 62 straddle priced for a move of 4% into the expected release of quarter results after the bell of February 15.

Kraft Heinz (KHC) February 40 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 15.

Shopify (SHOP) February 49 straddle priced for a move of 12% into the expected release of quarter results after the bell of February 15.

Analog (ADI) February 180 straddle priced for a move of 5.5% into the expected release of quarter results before the bell of February 15.

Roku (ROKU) February 55 straddle priced for a move of 16% into the expected release of quarter results after the bell of February 15.

Boston Beer (SAM) February 370 straddle priced for a move of 9% into the expected release of quarter results after the bell of February 15.

Krispy Kreme (DNUT) February 12.50 straddle priced for a move of 9% into the expected release of quarter results after the bell of February 15. Call put ratio 4.8 calls to 1 put

Fastly (FSLY) February 12.50 straddle priced for a move of 19% into the expected release of quarter results after the bell of February 15.

SunPower (SPWR) February 16 straddle priced for a move of 14% into the expected release of quarter results after the bell of February 15. Call put ratio 3.3 calls to 1 put

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 52.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 80.

Options with decreasing option implied volatility: OSH AI AFRM APPS APP SONO PINS HTZ
Increasing unusual option volume: CM UMC BYD WISH LSCC
Increasing unusual call option volume: UMC WISH CAKE VOD MDNY SONO
Increasing unusual put option volume: XP ICLN RAD CFG HLF AI
Popular stocks increasing options volume: UBER BBBY PLTR AMD LYFT BAC BABA
Active options: TSLA AAPL MSFT GOOGL AMZN NVDA META AMC BBBY GOOG PLTR AMD WISH F COIN LYFT NFLX BAC UBER BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas up 2%, gold at $1871