Pre-Market IV Report February 28, 2022

Pre-Market IV Report February 28, 2022

Options with increasing option implied volatility: IPOF USO PBR HTA CEI ZM RSX SE CRWD EMB IRNT AHT BRCC

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK RSX YNDX MTL TBT USO XLE XOP EWG DB CS GS JPM C BAC BP

Option IV amid Russia’s invasion of the Ukraine and additional sanctions announced over the weekend

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 28.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 35.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 117; compared to its 52-week range of 18 to 123 amid Russia’s invasion of the Ukraine and additional sanctions announced over the weekend.

Yandex (YNDX) 30-day option implied volatility is at 160; compared to its 52-week range of 25 to 154 amid Russia’s invasion of the Ukraine and sanctions additional announced over the weekend.

Mechel OAO (MTL) 30-day option implied volatility is at 109; compared to its 52-week range of 73 to 194 amid Russia’s invasion of the Ukraine and sanctions announced over the weekend.

Mobile Telesystems (MBT) 30-day option implied volatility is at 89; compared to its 52-week range of 13 to 72 amid Russia’s invasion of the Ukraine and sanctions announced over the weekend.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 30 amid Russia’s invasion of the Ukraine and sanctions announced over the weekend.

United States Natural Gas (UNG) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 219 amid natural gas up 3%.

United States Oil Fund (USO) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 59 amid WTI oil trades above $95.

Cheniere Energy (LNG) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 43.

BP plc (BP) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 43 into BP to exit Rosneft stake, Bloomberg reports.

Freeport-McMoran (FCX) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 74.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 45.

Intrepid Potash (IPI) 30-day option implied volatility is at 78; compared to its 52-week range of 63 to 107.

The Mosaic Company (MOS) 30-day option implied volatility is at 48; compared to its 52-week range of 36 to 65.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 49. Call put ratio 7.9 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 35. Call put ratio 8.2 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 55. Call put ratio 19 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 41.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 72.

Salesforce (CRM) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 53.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 86.

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 70.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 73.

Renewable Energy (REGI) March call option implied volatility is at 92, April is at 87; compared to its 52-week range of 62 to 84 amid Chevron (CVX) in advanced talks to buy for about $3B, Bloomberg says. REGI is expected to release quarter results on March 1.

Straddle prices for stocks expected to report quarterly results

AMC Entertainment (AMC) March weekly 17.50 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on March 1.

Dominos Pizza (PZZA) March 105 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on March 1.

First Solar (FSLR) March weekly 70 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on March 1.

Dutch Bros (BROS) March 45 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on March 1.

First Solar (FSLR) March weekly 71 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on March 1.

GrowGeneration (GRWG) March weekly 8.5 straddle priced for a move of +/- 32% into the expected release of quarter results after the bell on March 1.

Hewlett Packard (HPE) March weekly 16 straddle priced for a move of +/- 8%
into the expected release of quarter results after the bell on March 1.

Hormel (HRL) March weekly 48 straddle priced for a move of +/- 5.5% into the expected release of quarter results the bell on March 1.

Kohls (KSS) March weekly 57 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on March 1.

Nordstrom (JWN) March weekly 21 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on March 1.

Melco (MLCO) March weekly 10 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on March 1.

Ross Stores (ROST) March weekly 93 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on March 1.

Salesforce (CRM) March weekly 208 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on March 1.

SoFi Technologies (SOFI) March weekly 10.50 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on March 1.

The J M Smucker Company (SJM) March 14 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on March 1.

Urban Outfitters (URBN) March weekly 27 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on March 1.

WW International ()WW March weekly 11 straddle priced for a move of +/- 18% into the expected release of quarter results the after bell on March 1.

Options with decreasing option implied volatility: PYPL NFLX FB AMZN SNAP
Increasing unusual option volume: PLTK UNIT ZGNX WEAT SLCA LTCH EWG
Increasing unusual call option volume: PLTK EWG UNIT WEAT ASHR SLCA CLF XOM
Increasing unusual put option volume: AER IRNT YNDX BCS ABR EWJ
Popular stocks with increasing volume: SQ PYPL LCID SOFI BABA XOM
Active options: TSLA AAPL AMD NVDA FB SQ PYPL AMC F MSFT BAC AMZN PLTR CLF LCID T SOFI BABA NIO XOM
Global S&P Futures down 0.9% in premarket, Nikkei mixed, DAX down 2.2%, WTI Crude oil recently at $95.88, natural gas up 3%, gold at $1902 an ounce