Pre-Market IV Report February 24, 2022

Pre-Market IV Report February 24, 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: DIA SPY XLY ORCL IPOF GGPI USO EBAY GILD NKE RSX BABA MRNA

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK USO COIN SQ BABA MRNA HTZ EBAY

Markets moving amid Russia headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 27.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 35.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 72; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 2.8 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 74; compared to its 52-week range of 40 to 75. Call put ratio 3.6 calls to 1 put.

Market Vectors Russia ETF Trust (RSX) February weekly call option implied volatility is at 196, March is at 105; compared to its 52-week range of 18 to 92 amid Russian headlines.

Yandex (YNDX) 30-day option implied volatility is at 108; compared to its 52-week range of 26 to 96. Call put ratio 1 call to 1.8 puts.

Freeport-McMoran (FCX) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 64.

Cheniere Energy (LNG) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 43. Call put ratio 5.7 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 49. Call put ratio 13 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 35 amid Russia headlines. Call put ratio 8.4 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 53; compared to its 52-week range of 23 to 51. Call put ratio 78 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 amid natural gas up 5%.

United States Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 59 amid WTI oil trades above $99.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 45.

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

Straddle prices for stocks expected to report quarterly results

Beyond Meat (BYND) February weekly 47.50 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

Block (SQ) February weekly 89 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

CoinBase (COIN) February weekly 172.5 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Etsy (ETSY) February weekly 116 straddle priced for a move of +/- 18% into the expected release of quarter results today after the bell.

Farfetch (FTCH) March 14 straddle priced for a move of +/- 34% into the expected release of quarter results today after the bell.

Intuit (INTU) February weekly 465 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Monster Beverage (MNST) February weekly 79 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Opendoor (OPEN) February weekly 9 straddle priced for a move of +/- 18% into the expected release of quarter results today.

Rocket Cos (RKT) February weekly 11 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell.

Papa Johns (PZZA) March 106 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

VMware (VMW) February weekly 120 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Foot Locker (FL) February weekly 40 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on February 25.

Li Auto (LI) February weekly 28 straddle priced for a move of +/- 28% into the expected release of quarter results before the bell on February 25.

Options with decreasing option implied volatility: PTON PYPL NFLX FB SNAP
Increasing unusual option volume: CBRE FLEX TEN EWT OSH CSGP
Increasing unusual call option volume: CBRE TEN CMRE RSX BRCC WEAT
Increasing unusual put option volume: EWT JOBY IWP STWD UMC
Popular stocks with increasing volume: SPCE SOFI AAL PYPL UBER MRNA DKNG
Active options: TSLA AAPL AMD FB NVDA AMC PLTR DKNG F BABA MSFT SPCE SOFI AMZN AAL PYPL UBER MRNA BAC NIO
Global S&P Futures down 1.6% premarket, Nikkei down 1.8%, DAX down 3.9%, WTI Crude oil recently at $99.28, natural gas up 6%, gold at $1957 an ounce