Pre-Market IV Report February 4, 2022

Pre-Market IV Report February 4, 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 CRM FB TWTR U NKTR HTA SNDL HYG SENS GPRO PINS SNAP

Stocks expected to have increasing option volume: AMZN PINS SNAP F SKX BMY REGN RCL F CLX BILL

Energy IV as WTI crude oil trades above $91 and into January employment report

Exxon Mobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 42 as WTI crude oil trades above $91.

Chevron (CVX) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 37.

Halliburton (HAL) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 63.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 55.

Straddle prices for stocks expected to report quarterly results

Alibaba (BABA) February weekly 123 straddle priced for a move of +/- 7% into the expected release of quarter results on February 7.

Amgen (AMGN) February weekly 225 straddle priced for a move of +/- 4% into the expected release of quarter results on February 7.

Chegg (CHGG) February 25 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on February 7.

Hasbro (HAS) February 95 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on February 7.

Take-Two Interactive Software (TTWO) February weekly 162 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on February 7.

BP plc (BP) February weekly 32 straddle priced for a move of +/- 6% into the expected release of quarter results on February 8.

Chipotle Mexican Grill (CMG) February weekly 1445 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on February 8.

Coty (COTY) February weekly 8.5 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on February 8.

Peloton (PTON) February weekly 24 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on February 8.

Pfizer (PFE) February weekly 53 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on February 8.

Options with decreasing option implied volatility: NFLX PYPL ZNGA UVXY VIX VXX CPRI
Increasing unusual call option volume: BKLN PTEN SBEA CG FOSL SPOT
Increasing unusual option volume: PTEN PAGS SBEA CG RDW FLEX
Increasing unusual put option volume: BKLN NKTR FXE ARCC SPOT XL MP JOBY
Popular stocks with increasing volume: PYPL QCOM ATVI PINS SQ SOFI
Active options: FB TSLA AAPL F SNAP AMD NVDA PYPL AMZN QCOM MSFT AMC ATVI PINS NIO SQ INTC LCID SOFI NFLX
Global S&P Futures mixed, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $91.54, natural gas up 2.6%, gold at $1809 an ounce