Pre-Market IV Report February 23, 2022

Pre-Market IV Report February 23, 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: VALE MNST ZNGA SOL IPOF PBR BRCC USO EBAY GILD NKE RSX ZM

Stocks expected to have increasing option volume: BKNG CHK CWH RKT CERN TDOC CZR MELI RXT LOW JMIA PANW TOL BHC SPCE HTZ EBAY PBR PLUG SKLZ TJX TUP VIPS

Straddle prices for stocks expected to report quarterly results

Booking Holding (BKNG) February weekly 2500 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Chesapeake (CHK) March 65 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

eBay (EBAY) February weekly 55 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Fubo TV (FUBO) February weekly 8 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Hertz (HTZ) March 17.50 straddle price for a move of +/- 18% into the expected release of quarter results after the bell.

Jumia (JMIA) February weekly 8 straddle priced for a move of +/- 18% into the expected release of quarter results today.

Lemonade (LMND) February weekly 24.50 straddle priced for a move of +/- 23% into the expected release of quarter results today after the bell.

Petro Bras (PBR) February weekly 14.50 straddle priced for a move of +/- 7% into the expected release of quarter results today.

Plug Power (PLUG) February weekly 20.50 straddle priced for a move of +/- 8.5% into the expected release of quarter results today.

Skillz (SKLZ) February weekly 3.5 straddle priced for a move of +/- 26% into the expected release of quarter results today after the bell.

Vipshop (VIPS) February weekly 10 straddle priced for a move of +/- 14% into the expected release of quarter results today before the bell.

Anheuser-Busch In Bev (BUD) February weekly 61 straddle priced for a move of +/- 6% into the expected release of quarter results on February 24.

Autohome (ATHM) March 25 straddle priced for a move of +/- 19% into the expected release of quarter results before the bell on February 24.

Beyond Meat (BYND) February weekly 50 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on February 24.

Block (SQ) February weekly 94 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on February 24.

CoinBase (COIN) February weekly 175 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on February 24.

Discovery (DISCA) March 27.50 straddle priced for a move of +/- 13% into the expected release of quarter results on February 24.

Etsy (ETSY) February weekly 120 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on February 24.

Farfetch (FTCH) March 15 straddle priced for a move of +/- 29% into the expected release of quarter results after the bell on February 24.

Intuit (INTU) February weekly 485 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 24.

Moderna (MRNA) February weekly 145 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on February 24.

Monster Beverage (MNST) February weekly 82 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on February 24.

Nikola (NKLA) February weekly 7.5 priced for a move of +/- 17% into the expected release of quarter results before the bell on February 24.

Opendoor (OPEN) February weekly 10 straddle priced for a move of +/- 8% into the expected release of quarter results on February 24.

Rocket Cos (RKT) February weekly 12 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on February 24.

SeaWorld (SEAS) February weekly 68 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on February 24.

Papa Johns (PZZA) March 110 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on February 24.

Six Flags (SIX) March 45 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on February 24.

VMware (VMW) February weekly 120 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on February 24.

Xerox Corp. (XRX) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 50 into hosting a virtual analyst day today.

Cummins (CMI) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 35 into hosting a virtual analyst day today.

Merck (MRK) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 35 into hosting a virtual ESG investor event today.

Options with decreasing option implied volatility: MGI NFLX FB SNAP ZNGA MGI HD
Increasing unusual option volume: BKLN WEAT BRCC TPX
Increasing unusual call option volume: JOBY WEAT RSX AZEK BRCC RXT
Increasing unusual put option volume: BKLN TPX ITB IGT VIPS
Popular stocks with increasing volume: ROKU LCID M SOFI PLTR HD
Active options: AAPL TSLA AMD FB NVDA F PLTR AMC SOFI MSFT ROKU DKNG BABA BAC INTC LCID NIO M AMZN XOM
Global S&P Futures higher premarket, Nikkei down 1.7%, DAX up 0.7%, WTI Crude oil recently at $91.53, natural gas mixed, gold at $1894 an ounce