Pre-Market IV Report February 19, 2021

Pre-Market IV Report February 19, 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 HYG XL LAZR EBON CCIV CAN RIOT PDD FUTU

Stocks expected to have increasing option volume: UBER LYFT FB HD ROKU DBX DE MGA

Option movers

Kinder Morgan Energy Ptnr (MP) 30-day option implied volatility is at 113; compared to its 52-week range of 54 to 141. Call put ratio 15.2 calls to 1 put with focus on February 40 calls.

AMC (AMC) 30-day option implied volatility is at 170; compared to its 52-week range of 77 to 724. Call put ratio 4 calls to 1 put.

Zynga (ZNGA) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 139. Call put ratio 28 calls to 1 put with focus on February weekly (26) calls.

Crypto stocks moving

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 129; compared to its 52-week range of 24 to 154. Call put ratio 1.7 calls to 1 put.

Marathon Patent Group (MARA) 30-day option implied volatility is at 252; compared to its 52-week range of 139 to 475. Call put ratio 1.8 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 269; compared to its 52-week range of 98 to 275. Call put ratio 1 call to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 234; compared to its 52-week range of 122 to 463. Call put ratio 2.2 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 165; compared to its 52-week range of 139 to 260. Call put ratio 4.7 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 134; compared to its 52-week range of 94 to 149. Call put ratio 2.9 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 119; compared to its 52-week range of 70 to 162 as Bitcoin movement continues. Call put ratio 7.2 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 121; compared to its 52-week range of 75 to 214. Call put ratio 1 call to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 193; compared to its 52-week range of 96 to 263. Call put ratio 2.1 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 190; compared to its 52-week range of 108 to 387. Call put ratio 4.2 calls to 1 put.

Straddle prices into quarter releases next week

Berkshire Hathaway (BRK/B) February weekly 245 straddle priced for a move of 3% into the expected release of quarter results on February 22.

Discover Inc (DISCA) March 50 straddle priced for a move of 12% into the expected release of quarter results on February 22.

DISH Network (DISH) February weekly 34 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 22.

Nautilus (NLS) February weekly straddle priced for a move of % into the expected release of quarter results after the bell on February 22.

RealReal (REAL) March 29 straddle priced for a move of 29% into the expected release of quarter results after the bell on February 22.

Royal Caribbean (RCL) February weekly straddle priced for a move of 8% into the expected release of quarter results before the bell on February 22.

Clovis (CLVS) February weekly 6.5 straddle priced for a move of 22% into the expected release of quarter results before the bell on February 23.

Crocs (CROX) March 80 straddle priced for a move of 16% into the expected release of quarter results before the bell on February 23.

Dillards (DDS) March straddle priced for a move of 33% into the expected release of quarter results on February 23.

Home Depot (HD) February weekly 285 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 23.

Intuit (INTU) February weekly 415 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 23.

Macys (M) February weekly 14.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on February 23.

Medtronic (MDT) February weekly 115 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 23.

Square (SQ) February weekly 270 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 23.

Spirit Aerosystems (SPR) March 39 straddle priced for a move of 16% into the expected release of quarter results on February 23.

Toll Brothers (TOL) February weekly 54 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 23.

3D Systems (DDD) February weekly 41 straddle priced for a move of 20% into the expected release of quarter results after the bell on February 24.

Jumia Technology (JMIA) February weekly 49 straddle priced for a move of 11% into the expected release of quarter results on February 24.

L Brands (LB) February weekly straddle priced for a move of % into the expected release of quarter results after the bell on February 24.

Lowes (LOW) February weekly 177 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 24.

Roku (ROKU) 30-day option implied volatility is at 74; compared to its 52-week range of 55 to 130 into release quarter results and outlook. Call put ratio 1.2 calls to 1 put as shares trade up before the bell.

Options with decreasing option implied volatility: NOK BB BBBY AMC GME TLRY FOLD OPK APHA ACB
Options with increasing option implied volatility: DNN HYG XL LAZR EBON CCIV CAN RIOT PDD FUTU
Stocks expected to have increasing option volume: ROKU DBX DE MGA
Increasing option volume: SOS STAY DNN GSAT LODE NRG FLNT FXC MP AMC ZNGA
Increasing unusual call option volume: SOS DNN GSAT STAY ITP FLNT LODE ZNGA
Increasing unusual put option volume: AFL DNN SENS ASHR NXTD
Popular stocks with increasing volume: RIOT SNDL WMT QS GME TLRY PLTR SPCE
Active options: AAPL PLTR TSLA NIO CCIV AMC RIOT SNDL AMZN AMD WMT QS GME TLRY FB WFC BABA BAC T SPCE
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $59.34, natural gas mixed, gold at $1772 an ounce