Pre-Market IV Report February 3, 2022

Pre-Market IV Report February 3, 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: AMZN SIRI FB SPOT QCOM BYND SNAP

Stocks expected to have increasing option volume: F AMZN ATVI FB SNAP QCOM PYPL SKX BMY LLY SIRI SPOT BYND SNAP TMUS TWTR PINS

Meta Platforms (FB) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 49 into Q4 results, Q1 user growth and financial outlook.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 72.

Social Media IV into Meta Platforms (FB) Q4 results and growth outlook

Twitter (TWTR) 30-day option implied volatility is at 75; compared to its 52-week range of 32 to 81.

Pinterest (PINS) 30-day option implied volatility is at 91; compared to its 52-week range of 38 to 94.

Snap (SNAP) 30-day option implied volatility is at 100; compared to its 52-week range of 43 to 102.

Etsy (ETSY) 30-day option implied volatility is at 81; compared to its 52-week range of 40 to 84.

Bumble (BMBL) 30-day option implied volatility is at 79; compared to its 52-week range of 56 to 104.

Yelp (YELP) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 76.

Shopify (SHOP) 30-day option implied volatility is at 76; compared to its 52-week range of 35 to 83 amid wide price movement. Call put ratio 1.9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Amazon (AMZN) February weekly 3012 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Snap (SNAP) February weekly 32 straddle priced for a move of +/- 17.5% into the expected release of quarter results today after the bell.

Biogen (BIIB) February weekly 225 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Eli Lilly (LLY) February weekly 250 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Ford (F) February weekly 20.50 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

GoPro (GPRO) February weekly 9 straddle priced for a move of +/- 15% into the expected release of quarter results today after the bell.

Penn National Gaming (PENN) February weekly 46 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Skechers (SKX) February weekly 42.50 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Bristol Myers (BMY) February weekly 65 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on February 4.

The Hartford (HIG) February weekly 73 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: UVXY VIX VXX
Increasing unusual option volume: FOSL NAVI ELMS BKLN ATI
Increasing unusual call option volume: MPLX FOSL DT RRD NGL
Increasing unusual put option volume: NOK BKLN CLOU PFSI TRV
Popular stocks with increasing volume: PYPL GM SQ INTC DKNG
Active options: AMD PYPL AAPL TSLA N: VDA FB F MSFT AMC QCOM SOFI GOOGL NIO NFLX GM PLTR SQ INTC AMZN DKNG