Pre-Market IV Report February 16, 2022

Pre-Market IV Report February 16, 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: USO FDX HYG SAVA JOBY TTD CSCO ROKU GGPI RBLX CROX ABNB

Stocks expected to have increasing option volume: RBLX ABNB CROX SPCE MNST WYNN DVN ADI SHOP WING KHC HLT SEAS FUN AKAM VIAC

United States Oil Fund (USO) short duration option implied volatility bid

United States Oil Fund (USO) February call option implied volatility is at 51, February is at 43; compared to its 52-week range of 28 to 59 as WTI Crude Oil trades above $93.

Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 45 to 93.

Bit Digital (BTBT) 30-day option implied volatility is at 145; compared to its 52-week range of 104 to 255. Call put ratio 4 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Cisco Systems (CSCO) February 54 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Boston Beer Co. (SAM) February 420 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Fisker (FSR) February 12.50 straddle priced for a move of +/- 13.5% into the expected release of quarter results today after the bell.

Pioneer Natural Resources (PXD) February 220 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Shopify (SHOP) February 890 straddle priced for a move of +/- 13% into the expected release of quarter results today before the bell.

NVIDIA (NVDA) February 265 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Roku (ROKU) February 168 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell of February 17.

Walmart (WMT) February 135 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell of February 17.

Deere & Co. (DE) February 392 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell of February 18.

Upstart Holdings (UPST) 30-day option implied volatility is at 143; compared to its 52-week range of 67 to 178. Call put ratio 1 call to 1.2 puts.

Cedar Fair L.P. (FUN) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 57 into SeaWorld (SEAS) says offer to acquire Cedar Fair was rejected. Call put ratio 2.2 calls to 1 put.

SeaWorld Entertainment (SEAS) 30-day option implied volatility is at 60; compared to its 52-week range of 43 to 77 into says offer to acquire Cedar Fair (FUN) was rejected.

Options with decreasing option implied volatility: FB ZNGA SNAP MGI ATIV AFRM PYPL
Increasing unusual option volume: TIP VRAY MGI CNR OSH
Increasing unusual call option volume: VRAY MGI LH TSEM JOBY LSCC
Increasing unusual put option volume: TIP COMM PACB MGI JOBY ZI BKLN SPCE UA
Popular stocks with increasing volume: MU BA DIS SPCE ABNB
Active options: AAPL AMD TSLA SPCE NVDA FB PLTR RBLX UBER F AMC MSFT BAC AAL NIO MU BA DIS ABNB AMZN
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $93, natural gas up 4%, gold at $1858 an ounce