Pre-Market IV Report February 9, 2022

Pre-Market IV Report February 9, 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 CFVI BKLN HYG ORCL TWTR APPS ROKU DOCU UBER MNDT CFVI MOMO FPAC DOCS SQ CMG

Stocks expected to have increasing option volume: LYFT UBER YUM XPO CMG TWTR CME AFRM CVS TSC

Movers

Ford (F) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 75. Call put ratio 2.8 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 55. Call put ratio 2.8 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 117; compared to its 52-week range of 87 to 235. Call put ratio 8.5 calls to 1 put.

Lordstown Motors (RIDE) 30-day option implied volatility is at 124; compared to its 52-week range of 92 to 241. Call put ratio 1 call to 2.1 puts.

Affirm Holdings (AFRM) 30-day option implied volatility is at 125; compared to its 52-week range of 60 to 134. Call put ratio 2.5 calls to 1 put into quarter results.

Straddle prices for stocks expected to report quarterly results

Uber (UBER) February weekly 38 straddle priced for a move of +/- 14.5% into the expected release of quarter results today after the bell.

Mattel (MAT) February weekly 22 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Twilio (TWLO) February weekly 197.5 straddle priced for a move of +/- 15% into the expected release of quarter results today after the bell.

Disney (DIS) February weekly 142 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Affirm Holding (AFRM) February weekly 65 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on February 10.

Aurora Cannabis (ACB) February weekly 4 straddle priced for a move of +/- 17% into the expected release of quarter results on February 10.

Blue Apron (APRN) February 8 straddle priced for a move of +/- 23% into the expected release of quarter before the bell on February 10.

Canada Goose (GOOS) February weekly 33 straddle priced for a move of +/- 15% into the expected release of quarter results on February 10.

Coca-Cola (KO) February weekly 62 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on February 10.

Kellogg (K) February weekly 60 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on February 10.

PepsiCo (PEP) February weekly 172 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on February 10.

Expedia Group (EXPE) February weekly 195 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on February 10.

PG&E (PCG) February weekly 12 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on February 10.

Twitter (TWTR) February weekly 36 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on February 10.

Yelp (YELP) February weekly 35 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on February 10.

Zillow Group (Z) February weekly 48 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on February 10.

Options with decreasing option implied volatility: FB NFLX SNAP ZNGA ATVI
Increasing unusual option volume: MAXN AES MAS VRAY FLEX SLQT VLDR NTLA
Increasing unusual call option volume: AES PLTK VRAY MNDT AVYA VLDR SLWT YUMC CFVI HAS
Increasing unusual put option volume: CFVI BKLN AVYA CHGG TPX HAS THC TTWO
Popular stocks with increasing volume: XOM BP BABA AAL PFE GM PYPL UBER
Active options: PTON AAPL FB F TSLA XOM PFE NVDA AMD SNAP BP BABA AMC BAC GM AAL PYPL UBER AMZN MSFT
Global S&P Futures mixed to higher, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at $89.68, natural down 1%, gold at $1827 an ounce