Pre-Market IV Report February 25, 2021

Pre-Market IV Report February 25, 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: GME ENDP BB BBBY FSR DNN CRM PSTH BIDU PDD RIOT CLOV FSR

Stocks expected to have increasing option volume: GME AMC TDOC NTAP NVDA LOW TJX LB MRNA PSTG CRM BBY

IV movement

GameStop (GME) 30-day option implied volatility is at 325; compared to its 52-week range of 77 to 553. Call put ratio 1.8 calls to 1 put with focus on March weekly (12) 800 and March 105 calls.

AMC Entertainment (AMC) 30-day option implied volatility is at 238; compared to its 52-week range of 85 to 725. Call put ratio 5.4 calls to 1 put with focus on March 13 calls.

BlackBerry (BB) 30-day option implied volatility is at 142; compared to its 52-week range of 48 to 477. Call put ratio 5.9 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 160; compared to its 52-week range of 65 to 303. Call put ratio 5.9 calls to 1 put.

Straddle prices into quarter releases this week

Airbnb (ABNB) February weekly 200 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

Beyond Meat (BYND) February weekly 152 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Caesars (CZR) February weekly 90 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Carvana (CVNA) February weekly 285 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

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

Etsy (ETSY) February weekly 210 straddle priced for a move of 9% into the expected release of quarter results after the bell.

First Solar (FSLR) February weekly 75 straddle priced for a move of 8% into the expected release of quarter results after the bell.

HP Inc (HPQ) February weekly 28 straddle priced for a move 6% of into the expected release of quarter results today after the bell.

Live Nation (LYV) March 90 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Nikola (NKLA) February weekly 21 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Rocket (RKT) February weekly 20.50 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Salesforce (CRM) February weekly 240 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

WW International (WW) February weekly 26 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Workday (WDAY) February weekly 262.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 25.

Cinemark (CNK) March straddle priced for a move of 15% into the expected release of quarter results before the bell on February 26.

DraftKings (DKNG) February weekly 60 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 26.

Foot Locker (FL) February weekly 55 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 26.

Flour (FLR) February weekly 21 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 26.

Options with decreasing option implied volatility: TLRY NOK BB
Increasing option volume: REI QURE DNN WMC SNSS ACM
Increasing unusual call option volume: REI DNN ACM JEF
Increasing unusual put option volume: SPCX EBON DNN UNIT GT
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 mixed, WTI Crude oil recently at $63.49, natural gas up 1.6%, gold at $1791 an ounce