Pre-Market IV Report February 8, 2023

Pre-Market IV Report February 8, 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: DIS AFRM APLS CMG SI TGTX CAR DKS CMG COUP ULTA

Stocks expected to have increasing option volume: ILMN HRB NCR WERN LUMN CMG DIS AFRM ZI BBBY AMC GME PYPL HTZ MGM TEVA HOOD ZM

Movers

C3.ai (AI) 30-day option implied volatility is at 156; compared to its 52-week range of 54 to 162. Call put ratio 1.7 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 96; compared to its 52-week range of 86 to 157. Call put ratio 3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 148; compared to its 52-week range of 100 to 437. Call put ratio 1.9 calls to 1 put.

Hertz Global (HTZ) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 124. Call put ratio 4.8 calls to 1 put.

Turkey stock movers

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 52 as shares sell off.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 90.

Straddle prices into quarter results

Ubber (UBER) February weekly 35 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Walt Disney (DIS) February weekly 111 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Mattel (MAT) February 21 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Affirm Holding (AFRM) February weekly 17 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

MGM Resorts (MGM) February weekly 42 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Robinhood (HOOD) February weekly 10.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

PayPal (PYPL) February weekly 83 straddle priced for a move of 7.5% into the expected release of quarter results after the bell of February 9.

AbbVie (ABBV) February weekly 145 straddle priced for a move of 3.5% into the expected release of quarter results before the bell of February 9.

Pepsico (PEP) February weekly 170 straddle priced for a move of 3% into the expected release of quarter results before the bell of February 9.

Philip Morris (PM) February weekly 102 straddle priced for a move of 3% into the expected release of quarter results before the bell of February 9.

Hilton (HLT) February weekly 148 straddle priced for a move of 6% into the expected release of quarter results before the bell of February 9.

Baxter (BAX) February weekly 45 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 9.

Kellogg (K) February weekly 68 straddle priced for a move of 4.5% into the expected release of quarter results before the bell of February 9.

Expedia (EXPE) February weekly 120 straddle priced for a move of 7% into the expected release of quarter results after the bell of February 9.

Cloudflare (NET) February weekly 58 straddle priced for a move of 13% into the expected release of quarter results after the bell of February 9.

Lyft (LYFT) February weekly 18 straddle priced for a move of 16% into the expected release of quarter results after the bell of February 9.

Yelp (YELP) February 33 straddle priced for a move of 9.5% into the expected release of quarter results after the bell of February 9.

DoorDash (DASH) 30-day option implied volatility is at 80; compared to its 52-week range of 63 to 120. Call put ratio 1 call to 2.6 puts.

Options with decreasing option implied volatility: SNAP OSH BILL LCID PTON PINS TEAM SMG HOG AMZN
Increasing unusual option volume: XP AI GETY OSH HEAR CHGG
Increasing unusual call option volume: AI SPR CHGG OSH IRNT
Increasing unusual put option volume: XP AI ISH IRBT CHGG LUMN
Popular stocks increasing options volume: PINS AMC SNAP LAZR BIDU GME BP AI ATVI SOFI
Active options: TSLA BBBY AMZN AAPL PINS MSFT AMC NVDA SNAP META LAZR BIDU GME BP AMD NFLX AI GOOGL ATVI SOFI
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed to higher, gold at $1895