Pre-Market IV Report February 17, 2022

Pre-Market IV Report February 17, 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: MTTR RKT USO GGPI FDX SOS ZM GILD ROKU

Stocks expected to have increasing option volume: CSCO NVDA ADI AMAT FSR WMT PLTR BAX AN YETI COMM DASH FSLY SPWR MTTR

Intel (INTC) February call option implied volatility is at 72, March is at 35; compared to its 52-week range of 21 to 48 into hosting a conference meeting to discuss business strategy.

IV Movers

GameStop (GME) 30-day option implied volatility is at 108; compared to its 52-week range of 69 to 416. Call put ratio 2.7 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 124; compared to its 52-week range of 95 to 436. Call put ratio 2.4 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 86; compared to its 52-week range of 46 to 131. Call put ratio 1.1 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 70. Call put ratio 1.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Roku (ROKU) February 160 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

Walmart (WMT) February 134 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Deere & Co. (DE) February 390 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell of February 18.

Options with decreasing option implied volatility: FB ZNGA ATVI MGI SNAP
Increasing unusual option volume: ESI PTEN CNR IHI APTS
Increasing unusual call option volume: PTEN ESI SPGI APTS WY MNST
Increasing unusual put option volume: NCR SIRI WEN BKLN HBI SKIN ARKF
Popular stocks with increasing volume: AMC RBLX MSFT PYPL SNAP BP UBER
Active options: AAPL TSLA NVDA FB AMD RBLX PLTR AMC VIAC SOFI F SPCE ABNB UPST MSFT PYPL SNAP GOLD BP UBER
Global S&P Futures down 0.4% in premarket, Nikkei down 0.7%, DAX mixed, WTI Crude oil recently at $92.50, natural gas mixed, gold at $1887 an ounce