Pre-Market IV Report February 18, 2021

Pre-Market IV Report February 18, 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: DNN PSTH LAZR XL IQ RIOT PSTH EBON CCIV IQ CAN FTI DPW LODE GSKY CNET EBON DPW

Stocks expected to have increasing option volume: WMT ROKU SAM SPWR FB PLTR DBX GOLD NEM

Option volume and IV movement

Denison Mines (DNN) 30-day option implied volatility is at 303; compared to its 52-week range of 176 to 431. Call put ratio 9.4 calls to 1 put.

Pershing Square Tontine (PSTH) 30-day option implied volatility is at 147; compared to its 52-week range of 32 to 148. Call put ratio 3.5 calls to 1 put.

Luminar Technologies (LAZR) 30-day option implied volatility is at 145; compared to its 52-week range of 28 to 244. Call put ratio 3 calls to 1 put.

XL Fleet (XL) 30-day option implied volatility is at 148; compared to its 52-week range of 27 to 207. Call put ratio 4.2 calls to 1 put.

iQIYI (IQ) 30-day option implied volatility is at 87; compared to its 52-week range of 46 to 133. Call put ratio 3 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 275; compared to its 52-week range of 121 to 275. Total call put volume 397K contracts.

Ebang International (EBON) 30-day option implied volatility is at 357; compared to its 52-week range of 191 to 296. Call put ratio 7.2 calls to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 264; compared to its 52-week range of 145 to 260. Call put ratio 3.4 calls to 1 put.

Canaan Inc. (CAN) 30-day option implied volatility is at 301; compared to its 52-week range of 152 to 303. Call put ratio 3.8 calls to 1 put.

TechnipFMC (FTI) 30-day option implied volatility is at 180; compared to its 52-week range of 1 to 212.

Ault Global Holdings (DPW) 30-day option implied volatility is at 329; compared to its 52-week range of 172 to 291. Call put ratio 11.7 calls to 1 put.

Comstock Mining (LODE) 30-day option implied volatility is at 341; compared to its 52-week range of 87 to 436. Call put volume active on 75K contracts.

GreenSky, Inc. (GSKY) 30-day option implied volatility is at 200; compared to its 52-week range of 61 to 175. Call put ratio 26.3 calls to 1 put.

ZW Data Action Technologies (CNET) 30-day option implied volatility is at 354; compared to its 52-week range of 74 to 381. Call put ratio 8.7 calls to 1 put.

Ebang International (EBON) 30-day option implied volatility is at 356; compared to its 52-week range of 191 to 296. Call put ratio 7.2 calls to 1 put.

Las Vegas Sands (LVS) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 180. Call put ratio 9.7 calls to 1 put.

Straddle prices into quarter releases

Roku (ROKU) February 455 straddle priced for a move of 10.5% into the expected release of quarter results today after the bell.

Applied Material (AMAT) February 115 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Barrick Gold (GOLD) February 21 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Blue Apron (APRN) February 11 straddle priced for a move of 24% into the expected release of quarter results today before the bell.

Dropbox (DBX) February 24 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Hormel (HRL) February 47 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Marriott (MAR) February 131 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Melco Resorts (MLCO) February 19 straddle priced for a move of 5% into the expected release of quarter results today.

Newmont (NEM) February 57 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Norwegian Cruise Line (NCLH) February 25.50 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Trip Advisor (TRIP) February 38 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Walmart (WMT) February 147 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Deere (DE) February 312 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 19.

Magna International (MGA) February 77.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 19.

Options with decreasing option implied volatility: NOK BB BBBY GME AMC
Increasing option volume: SOS DNN GSAT LODE GSKY ITP AGTC
Increasing unusual call option volume: SOS GSAT DNN GSKY LODE CARG
Increasing unusual put option volume: DNN SENS QD ZTO QSR SOXS
Popular stocks with increasing volume: WFC RIOT QS TWTR
Active options: AAPL TSLA PLTR WFC NIO SNDL CCIV T RIOT CCL SOS GSAT QS AMZN VZ AMD DNN TWTR MSFT MARA
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61.42, natural gas up 0.9%, gold at $1786 an ounce