Pre-Market IV Report February 2, 2021

Pre-Market IV Report February 2, 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: ENDP AMC AG DVAX CVM GPRO DVAX BCRX NAK CSCO IQ PSTH FUBO MUX AG

Stocks expected to have increasing option volume: GOOG GOOGL AMZN SPCE SLV WKHS GME XOM

GameStop (GME) 30-day option implied volatility is at 448; compared to its 52-week range of 55 to 553. Call put ratio 1 call to 2.3 puts into shares trading below $174 in premarket.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 195; compared to its 52-week range of 78 to 238. Call put ratio 2.9 calls to 1 put into shares trading above $60 in premarket.

Silver stock option volume and share price up as silver near eight year high

Ishares Silver Trust (SLV) 30-day option implied volatility is at 74; compared to its 52-week range of 17 to 94. Call put ratio 3.7 calls to 1 put.

First Majestic Silver (AG) 30-day option implied volatility is at 182; compared to its 52-week range of 52 to 155. Call put ratio 3 calls to 1 put.

Pan American Silver (PAAS) 30-day option implied volatility is at 86; compared to its 52-week range of 41 to 125. Call put ratio 7.4 calls to 1 put.

Endeavour Silver Corp. (EXK) 30-day option implied volatility is at 175; compared to its 52-week range of 52 to 156. Call put ratio 17 calls to 1 put.

Silver Horn Mining Ltd. (SILV) 30-day option implied volatility is at 130; compared to its 52-week range of 67 to 194. Call put ratio 17.9 calls to 1 put.

Wheaton Precious Metals Corp. (WPM) 30-day option implied volatility is at 61; compared to its 52-week range of 27 to 101 as silver trends to eight year high. Call put ratio 3 calls to 1 put.

Coeur Mining Inc. (CDE) 30-day option implied volatility is at 144; compared to its 52-week range of 63 to 138 as silver trends to eight year high. Call put ratio 9.6 calls to 1 put.

Buenaventura Mining Co. Inc. (BVN) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 157 as silver trends to eight year high. Call put ratio 163 calls to 1 put.

Hecla Mining Co. (HL) 30-day option implied volatility is at 161; compared to its 52-week range of 50 to 203 as silver trends to eight year high. Call put ratio 5.6 calls to 1 put.

Fortuna Silver Mines Inc (FSM) 30-day option implied volatility is at 145; compared to its 52-week range of 48 to 150 as silver trends to eight year high. Call put ratio 12 calls to 1 put.

Straddle prices for stocks expected to release results this week

Alibaba (BABA) February weekly 252 straddle priced for a move of 5.5% into the expected release of quarter results on February 2.

Alphabet (GOOG) February weekly 1900 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) February weekly 3200 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Autohome (ATHM) February 120 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Amgen (AMGN) February weekly 240 straddle priced for a move of 4% the expected release of quarter results today after the bell.

Container Store (TCS) February 15 straddle priced for a move of 30% into the expected release of quarter results today after the bell.

Electronic Arts (EA) February weekly 146 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) February weekly 45 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

FireEye (FEYE) February weekly 21.50 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Match Group (MTCH) February weekly 145 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

AbbVie (ABBV) February weekly 102 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on February 3.

Biogen (BIIB) February weekly 280 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on February 3.

Coty (COTY) February weekly 6.5 straddle priced for a move of 11% into the expected release of quarter results on February 3.

eBay (EBAY) February weekly 58.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 3.

IAC/Interactive (IAC) February 220 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 3.

KLA (KLAC) February weekly 292 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 3.

Spirit (SAVE) February weekly 25 straddle priced for a move of 13% into the expected release of quarter results on February 3.

Spotify (SPOT) February weekly 332 straddle priced for a move of 8% into the expected release of quarter results before the bell on February 3.

Vale (VALE) February weekly 16.50 straddle priced for a move of 5% into the expected release of quarter results on February 3.

Yum China (YUMC) February weekly 57.50 straddle priced for a move of 8% into the expected release of quarter results on February 3.

Activision (ATVI) February weekly 91.50 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 4.

Options with decreasing option implied volatility: COTY MAC NVAX BIIB RSX QS BNGO INTC NFLX
Increasing option volume: LODE SENS GSAT GSM MUX SLV
Increasing unusual call option volume: LODE GSAT SENS SUM MUX GSM USFD NOK SUM DXC
Increasing unusual put option volume: EXPR GSAT DD SSSS PBI NOK SIRI PVH
Popular stocks with increasing volume: F AMC NOK BB GE FUBO SLV
Active options: AAPL F NOK AMC SNDL TSLA NIO GME DD MSFT AMD PLTR FB BB AAL BABA GE CCJ BAC FUBO
Global S&P Futures recently up 0.7%, Nikkei up 0.9%, DAX up 1.3%, WTI Crude oil recently at $54.11, natural gas up 3%, gold at $1850 an ounce