Pre-Market IV Report February 5, 2021

Pre-Market IV Report February 5, 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: PSTH IPOF OGI CSCO CRM TIGR CLOV CCIV VERU SAVA VGAC ACIA NRBO CYCN AVXL SOLO CLVS

Stocks expected to have increasing option volume: TMUS PTON ATVI WWE SKX GILD COLM GPRO SNAP PINS F

PayPal (PYPL) February call option implied volatility is at 39, March is at 38; compared to its 52-week range of 54 to 154 into hosting an investor day on February 11.

Option movers

Anavex Life Sciences (AVXL) 30-day option implied volatility is at 268; compared to its 52-week range of 87 to 229.
Madrigal Pharma (MDGL) 30-day option implied volatility is at 65; compared to its 52-week range of 45 to 82.

Agenus (AGEN) 30-day option implied volatility is at 179; compared to its 52-week range of 72 to 215. Call put ratio 14 calls to 1 put.

Veru, Inc. (VERU) 30-day option implied volatility is at 215; compared to its 52-week range of 83 to 254. Call put ratio 13 calls to 1 put.

JetBlue Airways (JBLU) 30-day call option implied volatility is at 57; compared to its 52-week range of 28 to 221. Call put ratio 15 calls to 1 put.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 189; compared to its 52-week range of 65 to 200.

Sify Technologies (SIFY) 30-day option implied volatility is at 231; compared to its 52-week range of 95 to 333.

Cyclerion Therapeutics (CYCN) 30-day option implied volatility is at 321; compared to its 52-week range of 89 to 399. Call put ratio 7.3 calls to 1 put.

Atossa Therapeutics (ATOS) 30-day option implied volatility is at 296; compared to its 52-week range of 112 to 356. Call put ratio 10 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 91; compared to its 52-week range of 57 to 178. Call put ratio 6.6 calls to 1 put.

Straddle prices into quarter results and outlook

KKR (KKR) February weekly 44 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 8.

Royal Caribbean (RCL) February weekly 71 straddle priced for a move of 8% into the expected release of quarter results on February 8.

Simon Property (SPG) February 95 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 8.

Akamai (AKAM) February weekly 112 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 9.

Canopy Growth (CGC) February weekly 44 straddle priced for a move of 15% into the expected release of quarter results on February 9.

Cisco (CSCO) February weekly 47 straddle priced for a move of 6% into the expected release of quarter results after the bell on February 9.

Coty (COTY) February weekly 7 straddle priced for a move of 17% into the expected release of quarter results before the bell on February 9.

Dupont (DD) February weekly 77 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 9.

Hain Celestial (HAIN) February 41 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 9.

Lyft (LYFT) February weekly 52 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 9.

Tenet Healthcare (THC) February weekly 50 straddle priced for a move of 10% into the expected release of quarter results after the bell on February 9.

Twitter (TWTR) February weekly 56.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 9.

Yelp (YELP) February weekly 35 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 9.

General Motors (GM) February weekly 54 straddle priced for a move of 7% into the expected release of quarter results before the bell on February 10.

Teva (TEVA) February weekly 12.50 straddle priced for a move of 10% into the expected release of quarter results on February 10.

Uber (UBER) February weekly 58 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on February 10.

Options with decreasing option implied volatility: VIX BNGO AMC EXPR BBBY GME BB OPK HL FOSL KODK
Increasing option volume: ATOS AGEN DTEA VERU AVXL CMCM TIP AVXL
Increasing unusual call option volume: ATOS GSAT BXMT QEP ZYNE CRNT AGEN VERU ZYNE
Increasing unusual put option volume: EXPR SAVA SWK FE DT NOK FOLD TIGR
Popular stocks with increasing volume: QCOM PLTR SNAP DNKG PINS WKHS
Active options: AAPL GME AMC TSLA NOK F QCOM NIO PYPL SNDL AMD AMZN SNAP BAC PLTR DNKG PINS WKHS SQ MSFT
Global S&P Futures recently mixed to higher, Nikkei up 1.5%, DAX up 0.2%, WTI Crude oil recently at $6.83, natural gas up 3%, gold at $1807 an ounce