Pre-Market IV Report February 3, 2021

Pre-Market IV Report February 3, 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: GTE PSTH UWMC NAK VXRT PSTH CCIV IPOF CLOV AMZN GOOG CMG EA ENDP FOSL SAVA CVM INO SLS PINS SNAP PYPL

Stocks expected to have increasing option volume: GOOG GOOGL AMZN SPCE CMG EA ATVI PTON SNAP PINS PYPL PENN

GameStop (GME) February weekly call option implied volatility is at 720, February is at 460; compared to its 52-week range of 55 to 553. Call put ratio 1 call to 2.3 puts as shares trade $87 in the premarket.

Virgin Galactic Holdings (SPCE) February weekly call option implied volatility is at 169, February is at 177; compared to its 52-week range of 78 to 238. Call put ratio 1.7 calls to 1 put.

Straddle prices for stocks expected to release results this week

eBay (EBAY) February weekly 57.50 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

IAC/Interactive (IAC) February 230 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

KLA (KLAC) February weekly 300 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Activision (ATVI) February weekly 94 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 4.

AmerisourceBergen (ABC) February weekly 105 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 4.

Baxter (BAX) February weekly 63 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 4.

Bristol-Meyers (BMY) February weekly straddle priced for a move of % into the expected release of quarter results before the bell on February 4.

Carlyle (CG) February 33 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 4.

Cigna (CI) February weekly 217 straddle priced for a move of 3.5 % into the expected release of quarter results before the bell on February 4.

Clorox (CLX) February weekly 205 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 4.

Columbia (COLM) February 90 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 4.

Deckers (DECK) February 310 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 4.

Gilead (GILD) February weekly 65.50 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 4.

GoPro (GPRO) February weekly 10.50 straddle priced for a move of 18% into the expected release of quarter results after the bell on February 4.

Merck (MRK) February weekly 78 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 4.

Nokia (NOK) i February weekly 4.5 straddle priced for a move of 13% into the expected release of quarter results on February 4.

PayPal (PYPL) February weekly 250 straddle priced for a move of 7% into the expected release of quarter results on February 4.

Peloton (PTON) February weekly 148 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 4.

Penn National (PENN) February weekly 110 straddle priced for a move of 8% into the expected release of quarter results on February 4.

Philip Morris (PM) February weekly 79.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 4.

Pinterest (PINS) February weekly 74 straddle priced for a move of 16% into the expected release of quarter results after the bell on February 4.

Ralph Lauren (RL) February 105 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 4.

Skechers (SKX) February weekly 35 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 4.

T-Mobile (TMUS) February weekly 132 straddle priced for a move of 4% into the expected release of quarter results after the bell on February 4.

Snap (SNAP) February weekly 59 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 4.

World Wrestling (WWE) February 55 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 4.

Wynn Resorts (WYNN) February weekly 106 straddle priced for a move of 9% into the expected release of quarter results on February 4.

YUM Brands (YUM) February weekly 106 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 4.

Options with decreasing option implied volatility: INTC NFLX BB PBI BBBY MAC XME TSLA BIIB AMD
Increasing option volume: SENS VTV LODE GSM ATOS EXPR
Increasing unusual call option volume: VTV GSM ATOS LODE SENS DVAX MUX EXPR
Increasing unusual put option volume: EXPR SAVA ZTO GOGO PK ANGI MNST AMC BB NOK GME
Popular stocks with increasing volume: PLTR GE TLRY AMC GME
Active options: AMC AAPL GME TSLA NOK SNDL NIO PLTR BB DKNG BABA PFE AMZN WFC F AMD CCIV GE TLRY MSFT
Global S&P Futures recently up 0.3%, Nikkei up 0.9%, DAX up 0.7%, WTI Crude oil recently at $55.11, natural gas mixed, gold at $1837 an ounce