Pre-Market IV Report February 2, 2022

Pre-Market IV Report February 2, 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: HTA BYND PYPL SNAP PFE SIRI HYG KO GILD

Stocks expected to have increasing option volume: AMZN ATVI AMD FB GM SNAP GOOG GOOGL QCOM PYPL SBUX

Straddle prices for stocks expected to report quarterly results and outlook

Spotify (SPOT) February weekly 202.50 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

T-Mobile (TMUS) February weekly 110 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) February weekly 88 straddle priced for a move of +/- 6% into the expected release of quarter results.

Ford (F) February weekly 20.50 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on February 3.

Qualcomm (QCOM) February weekly 177.5 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on February 3.

Meta Platforms (FB) February weekly 320 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on February 3.

Honeywell (HON) February weekly 205 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on February 3. Call put ratio 1 call to 2.6 puts.

Amazon (AMZN) February weekly 3025 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 3.

Merck (MRK) February weekly 82 straddle priced for a move of +/- 3.5% into the expected release of quarter results the before the bell on February 3.

Biogen (BIIB) February weekly 230 straddle priced for a move of +/- 6% into the expected release of quarter results the before the bell on February 3. Call put ratio 5 calls to 1 put.

Snap (SNAP) February weekly 34 straddle priced for a move of +/- 16.5% into the expected release of quarter results after the bell on February 3.

Cedar Fair (FUN) February call option implied volatility is at 58, March is at 55; compared to its 52-week range of 28 to 64 after confirmed that it has received an unsolicited non-binding proposal from SeaWorld Entertainment (SEAS). Call put ratio 5 calls to 1 put.

Options with decreasing option implied volatility: UPS KSS ZNGA ATVI
Increasing unusual option volume: SIRI HST TIP OWL ATCO SBEA BEN FUN SEAS
Increasing unusual call option volume: SIRI ATCO MDY ILMN BLDP
Increasing unusual put option volume: TIP GPRE UMC ESSC UPS
Popular stocks with increasing volume: XOM PLTR AAL BAC DKNG
Active options: AAPL TSLA F AMC AMD NVDA T XOM NIO NFLX SOFI MSFT PLTR LCID FB AAL BA BAC DKNG BBIG
Global S&P Futures mixed to higher, Nikkei up 1.7%, DAX mixed to higher, WTI Crude oil recently at $88.46, natural gas up 3%, gold at $1799 an ounce