Pre-Market IV Report February 9, 2023

Pre-Market IV Report February 9, 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: K ACI IDCC GOOG NVT SAVE TPR DOCU BIIB SHC MANU GNS VKTX PYPL AI CAR DKS ULTA BIIB

Stocks expected to have increasing option volume: DIS AFRM PYPL HOOD EXPE MAT PEP LYFT PEP NET WYNN MGM RL FROG TPR

Movers

Walt Disney (DIS) February weekly call option implied volatility is at 105, February is at 58; compared to its 52-week range of 25 to 57 into shares trading up in premarket. Call put ratio 1.2 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Alphabet (GOOG) February weekly call option implied volatility is at 52, February is at 43; compared to its 52-week range of 26 to 49.

C3.ai (AI) 30-day option implied volatility is at 162; compared to its 52-week range of 54 to 162. Call put ratio 2.9 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 45 to 82.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 44 to 73.

Salesforce (CRM) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 62. Call put ratio 1.9 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 154; compared to its 52-week range of 100 to 437.

Carvana Co. (CVNA) 30-day option implied volatility is at 254; compared to its 52-week range of 77 to 267.

GameStop (GME) 30-day option implied volatility is at 89; compared to its 52-week range of 86 to 157. Call put ratio 3.3 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 58 into Chief Operating Officer Andrew Watterson testifying today in front of the U.S. Senate Commerce Committee.

Straddle prices into quarter results

PayPal (PYPL) February weekly 80 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

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

Expedia (EXPE) February weekly 120 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

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

Lyft (LYFT) February weekly 17 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Yelp (YELP) February 32 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: OSH BILL TEAM GOOS PINS FL GPRO UBER ATVI HOG UAA META CMG COTY
Increasing unusual option volume: INVH FRPT PH AI DNMR HA RILY CPRI
Increasing unusual call option volume: FRPT AI ETRN CPRI DT DNMR KD OSH TRIP
Increasing unusual put option volume: INVH AI TPX TPR CPRI LUMN VMW
Popular stocks increasing options volume: UBER AMC DIS LUMN ATVI NKLA BABA CVNA ENPH INTC 
Active options: TSLA GOOGL MSFT AMZN NVDA UBER GOOG BBBY AMD AMC META DIS LUMN ATVI NKLA BABA CVNA ENPH INTC      
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $78, natural gas mixed, gold at $1892