Pre-Market IV Report February 6, 2023

Pre-Market IV Report February 6, 2023

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: F SI AI CNVA JWN CAR TGT DLTR F AMC GNW

Stocks expected to have increasing option volume: PINS CMG ATVI DIS BP COIN MSTR SI

Movers

Coinbase (COIN) 30-day option implied volatility is at 125; compared to its 52-week range of 62 to 174.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 92; compared to its 52-week range of 70 to 221.

Silvergate Capital (SI) 30-day option implied volatility is at 214; compared to its 52-week range of 74 to 276.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 153; compared to its 52-week range of 99 to 183.

Riot Platforms (RIOT) 30-day option implied volatility is at 111; compared to its 52-week range of 90 to 176. Call put ratio 2.8 calls to 1 put.

Straddle prices into quarter results

Activision Blizzard (ATVI) February weekly 75 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Take Two (TTWO) February weekly 110 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Skyworks (SWKS) February weekly 113 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Pinterest (PINS) February weekly 27.5 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Chipotle (CMG) February weekly 1692 straddle priced for a move of 7% into the expected release of quarters after the bell of February 7.

BP (BP) February weekly 35 straddle priced for a mov resulte of 4% into the expected release of quarter results before the bell of February 7.

Royal Caribbean (RCL) February weekly 68 straddle priced for a move of 8% into the expected release of quarter results before the bell of February 7.

Walt Disney (DIS) February weekly 110 straddle priced for a move of 6% into the expected release of quarter results after the bell of February 8.

In the headlines

Public Storage (PSA) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 73.

Life Storage (LSI) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 45.

Danaher (DHR) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 41.

Catalent (CTLT) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 97. Call put ratio 21 calls to 1 put.

RH (RH) 30-day option implied volatility is at 43; compared to its 52-week range of 41 to 85.

Options with decreasing option implied volatility: LCID SNAP BILL TEAM PTON ALGN M META HOG EA SBUX
Increasing unusual option volume: AI ONEM EWY RADI CTLT
Increasing unusual call option volume: EWY AI RADI MAT WE CTLT
Increasing unusual put option volume: AI ONEM THC SKX BKLN IRBT
Popular stocks increasing options volume: AMC COIN INTC SBUX SOFI CVNA AI BAC
Active options: TSLA AAPL AMZN META AMC GOOGL NVDA F GOOG AMD MSFT COIN NFLX INTC SBUX SOFI CVNA AI BABA BAC
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $74, natural gas mixed, gold at $1886