Pre-Market IV Report February 18, 2022

Pre-Market IV Report February 18, 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: UVXY VIXY VXX UCO ERIC RSX ITUB USO BKLN BRCC RKT USO ORCL MRVL CRM ROKU ZM

Stocks expected to have increasing option volume: INTC RDFN RUN DBX PPC ROKU SHAK DKNG DE BLMN

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 67; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 1.9 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 75. Call put ratio 6 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 60; compared to its 52-week range of 36 to 87. Call put ratio 1 call to 1 put.

GameStop (GME) 30-day option implied volatility is at 111; compared to its 52-week range of 69 to 417. Call put ratio 1.7 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 1.8 calls to 1 put.

Citigroup (C) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 40 into hosting an Investor Day in New York City on Wednesday, March 2, 2022. Call put ratio 1.1 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Dillards (DDS) March 240 straddle priced for a move of +/- 21% into the expected release of quarter results on February 21.

Dish Network (DISH) February weekly 30 straddle priced for a move of +/- 9% into the expected release of quarter results on February 21.

Agilent (A) March straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on February 22.

Macys (M) February weekly 25 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on February 22.

Medtronic (MDT) February weekly 101 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on February 22.

Toll Brother (TOL) February weekly 53.60 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on February 22.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 58; compared to its 52-week range of 10 to 76 into Brazilian meatpacker JBS withdraws offer, Reuters reported. Call put ratio 132 calls to 1 put on light volume.

Options with decreasing option implied volatility: MGI IWM FB ZNGA SNAP MGI ATVI
Increasing unusual option volume: MRIN BRCC SST ATUS GOL HMY TIP
Increasing unusual call option volume: MRIN BRCC ATUS QNGY HMY ATCO
Increasing unusual put option volume: ATUS ITB CNK DBX TIP DASH RDFN ARKF
Popular stocks with increasing volume: PLTR RBLX ROKU LCID
Active options: NVDA TSLA AAPL PLTR AMD FB AMC PYPL DASH MSFT F BAC GOLD RBLX AMZN UPST ROKU WMT INTC LCID
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90.95, natural gas mixed, gold at $1893 an ounce