Pre-Market IV Report February 8, 2021

Pre-Market IV Report February 8, 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 COTY CRM CSCO NAK CLOV CCIV TIGR SNOW AVXL MOMO AZN KDMN AVDL USAT MOMO

Stocks expected to have increasing option volume: AKAM SPG CSCO CGC PEP KO

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 12 to 48. Call put ratio 1 call to 1.5 puts as interest rates trend higher.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 109. Call put ratio 5 calls to 1 put as interest rates trend higher.

United States Natural Gas (UNG) 30-day option implied volatility is at 56; compared to its 52-week range of 37 to 87. Call put ratio 2.3 calls to 1 put as natural gas up 2.2%.

Straddle prices into quarter releases

KKR (KKR) February weekly 44 straddle priced for a move of 5% into the expected release of quarter results after the bell 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 114 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 43 straddle priced for a move of 14% into the expected release of quarter results on February 9.

Cisco (CSCO) February weekly 48 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on February 9.

Coty (COTY) February weekly 7.5 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 53 straddle priced for a move of 9% 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 57 straddle priced for a move of 13% into the expected release of quarter results after the bell on February 9.

Yelp (YELP) February weekly 35.50 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 6.5% 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 9% into the expected release of quarter results on February 10.

Uber (UBER) February weekly 58.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 10.

Option movers

Canoo (GOEV) 30-day option implied volatility is at 107; compared to its 52-week range of 30 to 216. Call put ratio 10.5 calls to 1 put.

Lordstown Motors (RIDE) 30-day option implied volatility is at 106; compared to its 52-week range of 99 to 176. Call put ratio 4.3 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 146; compared to its 52-week range of 103 to 287.

Fisker (FSR) 30-day option implied volatility is at 92; compared to its 52-week range of 72 to 205.

Nikola (NKLA) 30-day option implied volatility is at 118; compared to its 52-week range of 67 to 305.

QuantumScape (QS) 30-day option implied volatility is at 147; compared to its 52-week range of 76 to 232.

Anavex Life Sciences (AVXL) 30-day option implied volatility is at 209; compared to its 52-week range of 87 to 268.

Desktop Metal (DM) 30-day option implied volatility is at 108; compared to its 52-week range of 43 to 231. Call put ratio 4.4 calls to 1 put as shares near upper end of range.

Madrigal Pharma (MDGL) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 83.

Agenus (AGEN) 30-day option implied volatility is at 142; compared to its 52-week range of 83 to 215. Call put ratio 15.6 calls to 1 put.

Veru, Inc. (VERU) 30-day option implied volatility is at 182; compared to its 52-week range of 83 to 254. Call put ratio 5.8 calls to 1 put.

Carvana Co. (CVNA) 30-day option implied volatility is at 77; compared to its 52-week range of 60 to 212 as shares near record high.

Teladoc (TDOC) 30-day option implied volatility is at 63; compared to its 52-week range of 48 to 109 as shares near record high.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 128 as share in tight trading range.

Telemed, Inc. (TLMD) 30-day option implied volatility is at 76; compared to its 52-week range of 61 to 181.

Esoft, Inc. (SFT) 30-day option implied volatility is at 125; compared to its 52-week range of 64 to 227.

Velodyne Lidar, Inc. (VLDR) 30-day option implied volatility is at 118; compared to its 52-week range of 74 to 193.

Jamf Holding Corp. (JAMF) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 130.

TG Therapeutics (TGTX) 30-day option implied volatility is at 88; compared to its 52-week range of 51 to 263 as shares near upper end of range.

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.

Options with decreasing option implied volatility: VIX BNGO AMC NOK BBBY GME BB ET BBBY FIZZ XRT RLX AG
Increasing option volume: SENS ZGNX ASRT TDC TTOO GSAT ATOS ZYNE CMCM
Increasing unusual call option volume: SENS GSAT ASRT TTOO ZYNE TDC ATOS ASO
Increasing unusual put option volume: BILL SAVA EXPR DT VERU IPOE NTR NOK GME UAA
Popular stocks with increasing volume: PLTR PINS ZM BB PTON DKNG XOM
Active options: AAPL TSLA GME AMC SNAP PLTR F AMZN NIO PINS NOK AMD ZM SNDL BB PTON DKNG CCIV QCOM XOM
Global S&P Futures recently mixed, Nikkei up 2%, DAX up 0.2%, WTI Crude oil recently at $57.55, natural gas up 2.2%, gold at $1810 an ounce