Pre-Market IV Report February 22, 2022

Pre-Market IV Report February 22, 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: HD MRVL SQ SE CRM BKLN IPOF GGPI RKT ESSC NU ERIC VTRS GNOG

Stocks expected to have increasing option volume: HD PANW LOW BABA DDS DISH RSX FCX SPY QQQ RUT COIN

Option IV into Russia orders troops into Ukraine.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 35.

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 2.2 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 70; compared to its 52-week range of 40 to 75. Call put ratio 5.8 calls to 1 put.

Market Vectors Russia ETF Trust (RSX) February weekly call option implied volatility is at 101, March is at 77; compared to its 52-week range of amid into JPMorgan cuts Russian equities to neutral as Ukraine crisis worsens. Call put ratio 1 call to 6.9 puts.

Yandex (YNDX) 30-day option implied volatility is at 89; compared to its 52-week range of 26 to 96. Call put ratio 1 call to 2.2 puts.

Freeport-McMoran (FCX) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 64.

Cheniere Energy (LNG) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 43 as energy prices trade higher on Russian Ukraine headlines. Call put ratio 16 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 25; compared to its 52-week range of 29 to 49 amid new sanctions on Russia, as shares near six-year high.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 35.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 54. Call put ratio 194 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 219.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 59. Call put ratio 2.8 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 45. Call put ratio 2.4 calls to 1 put as gold near upper end of 2022 range.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 47 into Russia orders troops into Ukraine.

Straddle prices for stocks expected to report quarterly results

Home Depot (HD) February weekly 345 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Palo Alto Networks (PANW) February weekly 482 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Agilent (A) March 10 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Macys (M) February weekly 26 straddle priced for a move of +/- 14% into the expected release of quarter results today before the bell.

Toll Brother (TOL) February weekly 54 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Lows (LOW) February weekly 222 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on February 23.

TJX Cos. (TJX) February weekly 66 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on February 23.

Options with decreasing option implied volatility: FB AKAM UPST SEDG SHAK CSCO ATVI SNAP ZNGA
Increasing unusual option volume: SST BRCC JBHT BKLN CARG KPTI
Increasing unusual call option volume: BRCC AMR KPTI GFI TGH QNGY
Increasing unusual put option volume: PACB QFIN BKLN IWP ELY NU
Popular stocks with increasing volume: BABA PYPL PLTR RBLX ROKU
Active options: TSLA AAPL NVDA AMD PLTR F FB ROKU INTC DKNG AMC AMZN RBLX MSFT BAC NIO BABA SOFI PYPL MU
Global S&P Futures down 1.1% premarket, Nikkei down 1.7%, DAX down 0.7%, WTI Crude oil recently at $96, natural gas up 2%, gold at $1899 an ounce