Pre-Market IV Report February 24, 2021

Pre-Market IV Report February 24, 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: WKHS ENDP XME WORK IPOF HYG UWMC RKT CRM BIDU PDD RIOT CAN

Stocks expected to have increasing option volume: HD LOW SQ TJX SIX GME INTU TOL WKHS

EV IV

Tesla (TSLA) 30-day option implied volatility is at 69; compared to its 52-week range of 54 to 154.

NIO Inc. (NIO) 30-day option implied volatility is at 106; compared to its 52-week range of 81 to 216

Workhorse Group (WKHS) 30-day option implied volatility is at 219; compared to its 52-week range of 103 to 287. Call put ratio 1.83 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 120; compared to its 52-week range of 67 to 306

Fisker (FSR) 30-day option implied volatility is at 110; compared to its 52-week range of 72 to 205

Lordstown Motors (RIDE) 30-day option implied volatility is at 115; compared to its 52-week range of 99 to 176.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 126; compared to its 52-week range of 71 to 354.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 163; compared to its 52-week range of 108 to 393.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 158; compared to its 52-week range of 145 to 289

Canoo (GOEV) 30-day option implied volatility is at 96; compared to its 52-week range of 31 to 217.

Li Auto Inc. (LI) 30-day option implied volatility is at 97; compared to its 52-week range of 75 to 178

Niu Technologies (NIU) 30-day option implied volatility is at 109; compared to its 52-week range of 72 to 155.

Blink Charging (BLNK) 30-day option implied volatility is at 130; compared to its 52-week range of 111 to 266.

Bloom Energy (BE) 30-day option implied volatility is at 100; compared to its 52-week range of 84 to 238.

Ford (F) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 195

General Motors (GM) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 188

Oshkosh Corp. (OSK) 30-day option implied volatility is at 95; compared to its 52-week range of 32 to 86.

Magna International (MGA) 30-day option implied volatility is at 44; compared to its 52-week range of.30 to 119.

Straddle prices into quarter releases this week

Airbnb (ABNB) February weekly 187.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 25.

AMC (AMC) February weekly 7.5 straddle priced for a move of 22% into the expected release of quarter results on February 25.

Best Buy (BBY) February weekly 115 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 25.

Beyond Meat (BYND) February weekly 149 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 25.

Caesars (CZR) February weekly 86 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 25.

Carvana (CVNA) February weekly 280 straddle priced for a move of 15% into the expected release of quarter results after the bell on February 25.

Dell Technologies (DELL) March straddle priced for a move of 10% into the expected release of quarter results after the bell on February 25.

Dominos Pizza (PZZA) February weekly 101 straddle priced for a move of 10% into the expected release of quarter results before the bell on February 25.

Etsy (ETSY) February weekly 210 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 25.

First Solar (FSLR) February weekly 88 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 25.

HP Inc (HPQ) February weekly 27 straddle priced for a move 6% of into the expected release of quarter results after the bell on February 25.

J.M. Smucker (SJM) March 115 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 25.

Li Auto (LI) February weekly 27 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 25.

Live Nation (LYV) March 90 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 25.

Melco (MLCO) March 20 straddle priced for a move of 11% into the expected release of quarter results before the bell on February 25.

Nikola (NKLA) February weekly 19.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 25.

Norwegian Cruise (NCLH) February weekly 28.50 straddle priced for a move of 6% into the expected release of quarter results on February 25.

Plug Power (PLUG) February weekly 47 straddle priced for a move of 13% into the expected release of quarter results before the bell on February 25.

Rocket (RKT) February weekly 20 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 25.

SeaWorld (SEAS) February weekly 40 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 25.

Salesforce (CRM) February weekly 235 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 25.

Vale (VALE) February weekly 18 straddle priced for a move of 7% into the expected release of quarter results on February 25.

Wayfair (W) February weekly 263 straddle priced for a move of 14% into the expected release of quarter results before the bell on February 25.

WW International (WW) February weekly 26 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 25.

Workday (WDAY) February weekly 260 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 25.

Options with decreasing option implied volatility: TLRY BB NOK AMC GME APRN
Increasing option volume: DNN SOS EBON GSAT CAN
Increasing unusual call option volume: DNN SOS EBON GSAT OSK ITP
Increasing unusual put option volume: QSR MFA QD SENS MUX PSTI
Popular stocks with increasing volume: DIS RIOT CCL PLTR
Active options: AAPL TSLA AMC PLTR NIO CCIV SNAP AMD SNDL FB AAL DIS MSFT CCL RIOT AMZN F GE BAC BA
Global S&P Futures recently mixed, Nikkei down 1.6%, DAX down 1.3%, WTI Crude oil recently at $61.37, natural gas down 1%, gold at $1804 an ounce