Pre-Market IV Report February 9, 2021

Pre-Market IV Report February 9, 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: WPRT PAA FOLD PSTH WORK CSX GPRO WPRT PPBT NMRD WORK

Stocks expected to have increasing option volume: TTWO EA GLUU CHGG LYFT UBER DIS CSCO TWTR GM

Twitter (TWTR) IV bid into quarter results and user growth and revenue outlook

Twitter (TWTR) February weekly call option implied volatility is at 140, February is at 93; compared to its 52-week range of 30 to 126 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put into investor meeting on February 25.

Movers with IV offered

GameStop (GME) 30-day option implied volatility is at 300; compared to its 52-week range of 55 to 553. Call put ratio 1 call to 1.7 puts.

BlackBerry (BB) 30-day option implied volatility is at 135; compared to its 52-week range of 36 to 477. Call put ratio 3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 236; compared to its 52-week range of 77 to 725.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 92; compared to its 52-week range of 51 to 303. Call put ratio 1 call to 1.7 puts.

Nokia (NOK) 30-day option implied volatility is at 69; compared to its 52-week range of 34 to 379. Call put ratio 9.7 calls to 1 put with focus on February 4 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 158; compared to its 52-week range of 78 to 238.

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 110; compared to its 52-week range of 69 to 151. Call put ratio 3.9 calls to 1 put.

Electronic Arts (EA) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 80 into acquiring Glu Mobile (GLUU) in $2.1B deal.

Glu Mobile (GLUU) 30-day option implied volatility is at 110; compared to its 52-week range of 50 to 125 into Electronic Arts (EA) acquiring Glu Mobile in $2.1B deal. Call put ratio 2.6 calls to 1 put.

Straddle prices into quarter releases

Akamai (AKAM) February weekly 117 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Canopy Growth (CGC) February weekly 44 straddle priced for a move of 11% into the expected release of quarter results today.

Cisco (CSCO) February weekly 49 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Lyft (LYFT) February weekly 53 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Tenet Healthcare (THC) February weekly 52 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Twitter (TWTR) February weekly 58 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Yelp (YELP) February weekly 37.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Uber (UBER) February weekly 59 straddle priced for a move of 9% into the expected release of quarter results after the bell on February 10.

General Motors (GM) February weekly 57 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.

Annaly (NLY) February weekly 8.5 straddle priced for a move of 3% into the expected release of quarter results after the bell on February 10.

CME Group (CME) February weekly 192.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on February 10.

Coca-Cola (KO) February weekly 50 straddle priced for a move of 3% into the expected release of quarter results before the bell on February 10.

iRobot (IRBT) February weekly 125 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 10.

MGM Resorts (MGM) February weekly 36 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 10.

Under Armour (UA) February weekly 17.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on February 10.

XPO Logistics (XPO) February weekly 120 straddle priced for a move of 8% into the expected release of quarter results before the bell on February 10.

Zynga (ZNGA) February weekly 11 straddle priced for a move of 11% into the expected release of quarter results on February 10.

Options with decreasing option implied volatility: SIRI AMC GME ENDP BB AG VXRT BBBY FOSL FUBO
Increasing option volume: UBS AEZS SENS ASRT TDC ANGI MTG
Increasing unusual call option volume: UBS AEZS GSAT SENS ASRT PCAC CLSN
Increasing unusual put option volume: MTDR ANGI TRXC RSP SAVA EXPR STNE HAS GLUU
Popular stocks with increasing volume: GME AMC PLTR DIS RIOT NOK
Active options: AAPL XOM TSLA PLTR AMD NIO AMC NVDA GME MARA SNDL SQ DIS F RIOT NOK AMZN AAL FB DKNG
Global S&P Futures recently mixed, Nikkei mixed, DAX down 0.6%, WTI Crude oil recently at $58.11, natural gas down 2.3%, gold at $1846 an ounce