Pre-Market IV Report February 8, 2022

Pre-Market IV Report February 8, 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: CHGG BKLN LYFT CFVI COTY HYG TTWO PFE TWTR CHGG

Stocks expected to have increasing option volume: PFE AMGN PTON CHGG KKR TWTR CMG LYFT UBER TTWO PTON BABA BP TWLO Z DIS NVDA

Straddle prices for stocks expected to report quarterly results

Chipotle Mexican Grill (CMG) February weekly 1450 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Lyft (LYFT) February weekly 39 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

Peloton (PTON) February weekly 30 straddle priced for a move of +/- 23% into the expected release of quarter results today after the bell.

Uber (UBER) February weekly 37 straddle priced for a move of +/- 14% into the expected release of quarter results on February 9.

MGM Resorts (MGM) February weekly 46 straddle priced for a move of +/- 6.5% into the expected release of quarter results on February 9.

CME (CME) February weekly 242 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on February 9.

CVS Health (CVS) February weekly 110 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on February 9.

Mattel (MAT) February weekly 21.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on February 9.

Teva (TEVA) February weekly 8.5 straddle priced for a move of +/- 7.5% into the expected release of quarter results on February 9.

Twilio (TWLO) February weekly 195 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on February 9.

Disney (DIS) February weekly 142 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on February 9.

Affirm Holding (AFRM) February weekly 63 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on February 10.

Options with decreasing option implied volatility: FB NFLX ZNGA SNAP ATVI PINS SKX
Increasing unusual option volume: PFF FEZ CFVI CM FOSL CHGG COTY
Increasing unusual call option volume: CFVI NEWR FOSL APTS LQD HOG HAS
Increasing unusual put option volume: CFVI VGK CHGG TTWO HLF SYY SAVE
Popular stocks with increasing volume: F AAL PYPL AMC PLTR
Active options: FB TSLA AAPL UBER PTON AMD F NVDA SNAP PFE BABA AAL PYPL AMZN AMC BA BAC PLTR MSFT MARA
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90.56, natural mixed, gold at $1819 an ounce