Pre-Market IV Report February 7, 2022

Pre-Market IV Report February 7, 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: HTA AFRM ROKU UBER TTD HTA BKLN HYG USO MSOS ZNGA HUT

Stocks expected to have increasing option volume: FB DIS SNAP TSN AMZN PTON TWTR AMGN

Large cap tech IV movers

Amazon (AMZN) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 54.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 73.

Snap (SNAP) 30-day option implied volatility is at 86; compared to its 52-week range of 43 to 122.

Meta Platforms (FB) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 51.

Alphabet (GOOG) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 41.

Block (SQ) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 94.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 50.

Spotify (SPOT) 30-day option implied volatility is at 60; compared to its 52-week range of 34 to 77

Zoom (ZM) 30-day option implied volatility is at 85; compared to its 52-week range of 34 to 84.

Rivian Automotive (RIVN) 30-day option implied volatility is at 104; compared to its 52-week range of 70 to 176.

Moderna (MRNA) 30-day option implied volatility is at 77; compared to its 52-week range of 51 to 98.

Uber (UBER) February weekly call option implied volatility is at 124, February is at 94; compared to its 52-week range 37 to 76 into the expected release of quarter results on February 9 and hosting an investor meeting on February 10.

GoDaddy (GDDY) 30-day option implied volatility is at 57; compared to its 52-week range of 24 to 56 into hosting an virtual investor day on February 11.

Peloton (PTON) 30-day call option implied volatility is at 131 compared to its 52-week range of 50 to 133 into expected release of quarter results on February 8. Call put ratio 1.1 calls to 1 put with focus on February 12.50 puts into attracts interest from suitors, WSJ reports.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 103 into The SEC will hold a meeting this week, when it is expected there will be new proposals on risk management and shortening the settlement time for stock trading (currently investors must settle transactions in two days, known as T+2).

Coinbase (COIN) 30-day option implied volatility is at 82; compared to its 52-week range of 45 to 93 as bitcoin trades above $42,000.

Robinhood (HOOD) 30-day option implied volatility is at 92; compared to its 52-week range of 51 to 226.

SoFi Technologies (SOFI) 30-day option implied volatility is at 106; compared to its 52-week range of 50 to 116.

VRTX into AbbVie (ABBV) data release for its triplet medication that would compete with Vertex’s Trikafta cystic fibrosis franchise.

Straddle prices for stocks expected to report quarterly results

Chegg (CHGG) February 25 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

Simon Properties (SPG) February 32 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Take-Two Interactive Software (TTWO) February weekly 175 straddle priced for a move of +/- 9% into the expected release of quarter results today.

BP plc (BP) February weekly 33 straddle priced for a move of +/- 6% into the expected release of quarter results on February 8.

Chipotle Mexican Grill (CMG) February weekly 1485 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 +/- 13.5% into the expected release of quarter results before the bell on February 8.

Lyft (LYFT) February weekly 38 straddle priced for a move of +/- 13% into the expected release of quarter results on February 8.

Peloton (PTON) February weekly 25 straddle priced for a move of +/- 23% into the expected release of quarter results on February 8.

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

Uber (UBER) February weekly 32 straddle priced for a move of +/- 13% into the expected release of quarter results on February 9.

MGM Resorts (MGM) February weekly 45 straddle priced for a move of +/- 7% into the expected release of quarter results on February 9.

Options with decreasing option implied volatility: SNAP NFLX FB ZNGA ATVI CTXS UVXY VXX PINS UNG UPS
Increasing option volume: FSK VORB DLR HP
Increasing unusual call option volume: HP ELAN SUN AJRD RBOT HAS SKX
Increasing unusual put option volume: BBD DLR QFIC BKLN EWY NKTR DB HAS
Popular stocks with increasing volume: PYPL XOM UBER HOOD PINS
Active options: SNAP F TSLA AAPL FB AMZN ET AMD NVDA BAC MSFT PYPL AMC XOM UBER MARA NIO PINS PLTR HOOD
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $91.26, natural gas down 3%, gold at $1810 an ounce