Pre-Market IV Report March 1, 2021

Pre-Market IV Report March 1, 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: HYG PSTH SOLO IPOF PFE BIDU PSTH PDD CLOV FSR GME INFN ENDP SCO INFN

Stocks expected to have increasing option volume: ZM LMND NIO DDD TGT FUBO WKHS

IV into quarter results

Zoom Video (ZM) March weekly call option implied volatility is at 116, March is at 69; compared to its 52-week range of 51 to 137 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put with focus on June 250 puts.

3D Systems (DDD) March weekly call option implied volatility is at 149, March is at 119; compared to its 52-week range of 54 to 218 into the expected release of quarter results today after the bell.

Lemonade (LMND) March weekly call option implied volatility is at 130, March is at 104; compared to its 52-week range of 63 to 134 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Nio (NIO) March weekly call option implied volatility is at 140, March is at 110; compared to its 52-week range of 81 to 215 into the expected release of quarter results today after the bell.

Workhorse (WKHS) March weekly call option implied volatility is at 173, March is at 170; compared to its 52-week range of 103 to 287 into the expected release of quarter results today before the bell. Call put ratio 1.5 calls to 1 put.

Exxon (XOM) March weekly call option implied volatility is at 41, March is at 40; compared to its 52-week range of 31 to 111 into a company hosted virtual investor day. Call put ratio 2.6 calls to 1 put.

Anthem (ANTM) March weekly call option implied volatility is at 30, March is at 29; compared to its 52-week range of 28 to 97 into a company hosted virtual investor day.

MP Materials (MP) 30-day option implied volatility is at 107; compared to its 52-week range of 54 to 141.

Cameco (CAM) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 233. Call put ratio 1.6 calls to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 165; compared to its 52-week range of 145 to 289. Call put ratio 5.3 calls to 1 put with focus in March weekly (5) calls.

Cheniere Energy (LNG) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 126.

Straddle prices into quarter releases this week

3D Systems (DDD) March weekly 36 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Lemonade (LMND) March weekly 126 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Nio (NIO) March weekly 46 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Workhorse (WKHS) March weekly 16 straddle priced for a move of 18% into the expected release of quarter results today before the bell.

Zoom Video (ZM) March weekly 372.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Abercrombie (ANF) March weekly 27.50 straddle priced for a move of 14% into the expected release of quarter results on March 2.

Ambarella (AMBA) March weekly 113 straddle priced for a move of 13% into the expected release of quarter results after the bell on March 2.

AutoZone (AZO) March weekly 1160 straddle priced for a move of 6% into the expected release of quarter results before the bell on March 2.

Box (BOX) March 18 straddle priced for a move of 13% into the expected release of quarter results after the bell on March 2.

FuboTV (FUBO) March weekly 35 straddle priced for a move of 20% into the expected release of quarter results after the bell on March 2.

Hewlett Packard (HPE) March weekly 14.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on March 2.

Kohls (KSS) March weekly 55 straddle priced for a move of 12% into the expected release of quarter results before the bell on March 2.

Ross Stores (ROST) March weekly 118 straddle priced for a move of 7% into the expected release of quarter results after the bell on March 2.

Target (TGT) March weekly 182.5 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on March 2.

Urban (URBN) March weekly 34 straddle priced for a move of 11% into the expected release of quarter results after the bell on March 2.

American Eagle (AEO) March weekly 26 straddle priced for a move of 9% into the expected release of quarter results after the bell on March 3.

Dollar Tree (DLTR) March weekly 98 straddle priced for a move of 7% into the expected release of quarter results before the bell on March 3.

Options with decreasing option implied volatility: BB NOK BBBY EXPR AMC XNET EBON
Increasing option volume: DNN SOS NRG APPH RWT ELF
Increasing unusual call option volume: DNN SOS APPH NRG ELF VST
Increasing unusual put option volume: SOS QSR SPCX STNE DNN BLUE
Popular stocks with increasing volume: DKNG FSR GME PLTR
Active options: AAPL TSLA AMC PLTR GME NIO RKT SNAP AMZN AMD FSR SOS FB F NVDA TWTR MSFT DKNG BAC BA