Pre-Market IV Report February 4, 2021

Pre-Market IV Report February 4, 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 OGI PSTH CSCO IPOF TIGR CCIV SAVA CRIS WORK MOMO ATVI GPRO QCOM PYPL EBAY SNAP PINS PTON SKX

Stocks expected to have increasing option volume: QCOM PYPL EBAY SNAP PINS PTON MRK BMY PM CI PENN RL CG YUM ICE

Gaming option IV into Super Bowl weekend

DraftKings (DKNG) February weekly call option implied volatility is at 72, February is at 67; compared to its 52-week range of 61 to 142 into Super Bowl weekend. Call put ratio 3.8 calls to 1 put.

Penn National Gaming (PENN) February weekly call option implied volatility is at 126, February is at 77; compared to its 52-week range of 42 to 435 into quarter results and Super Bowl weekend. Call put ratio 2.4 calls to 1 put.

Wynn Resorts (WYNN) 30-day call option implied volatility is at 58; compared to its 52-week range of 39 to 215 into the expected release of quarter results today and Super Bowl weekend.

Market Vectors Semiconductor ETF (SMH) February weekly call option implied volatility is at 31, February is at 30; compared to its 52-week range of 24 to 91 into Qualcomm (QCOM) shares trading lower in the premarket after results.

IV movers

Virgin Galactic Holdings (SPCE) February weekly call option implied volatility is at 166, February is at 167; compared to its 52-week range of 78 to 238. Call put ratio 2.5 calls to 1 put.

Ford Motor (F) February weekly call option implied volatility is at 120, February is at 68; compared to its 52-week range of 26 to 195 into expected release of quarter results. Call put ratio 5.2 calls to 1 put.

Straddle prices for stocks expected to release results this week

Activision (ATVI) February weekly 93 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

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

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

GoPro (GPRO) February weekly 10.50 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Peloton (PTON) February weekly 147 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Penn National (PENN) February weekly 109 straddle priced for a move of 8% into the expected release of quarter results today.

Pinterest (PINS) February weekly 77 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Skechers (SKX) February weekly 36 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 4.

T-Mobile (TMUS) February weekly 129 straddle priced for a move of 4% into the expected release of quarter results today after the bell.

Snap (SNAP) February weekly 59 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) February weekly 108 straddle priced for a move of 5% into the expected release of quarter results today.

Ford (F) February weekly 11 straddle priced for a move of 6.5% into the expected release of quarter results today.

Estee Lauder (EL) February weekly 250 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 5.

CBOE (CBOE) February weekly 95 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 5.

Cardinal Health (CAH) February weekly 55 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 5.

Options with decreasing option implied volatility: BABA EXPR AMC BNGO BBBY
Increasing option volume: BGCP ZYNE DISCK ATOS SENS STKL
Increasing unusual call option volume: BGCP DISCK GSAT ATOS SENS HUGE
Increasing unusual put option volume: SAVA HIMX VIRT GWPH ANGI EXPR
Popular stocks with increasing volume: PLTR CCL AAL SPCE NVDA ACB
Active options: AAPL AMC SNDL TSLA NOK NIO AMZN GME BABA MSFT TLRY F CCIV AMD PLTR CCL AAL SPCE NVDA ACB
Global S&P Futures recently mixed, Nikkei down 1%, DAX up 0.3%, WTI Crude oil recently at $55.95, natural gas down 1.5%, gold at $1811 an ounce