Pre-Market IV Report December 1, 2021

Pre-Market IV Report December 1, 2021

Pre-Market IV Report December 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: SPXU RLX SPCE SPXPM MRK T USO MTTR MA GME FPAC INO VXRT PAA VIX VXX SPXL

Stocks expected to have increasing option volume: MRNA MRK PFE JNJ BMY BNTX CRM AI SNOW CRWD SPLK NTAP KR SPY QQQ RUT IWM

Apple near record high as energy and ARKK pullback

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 49. as shares near record high.

United States Oil Fund (USO) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 59 as WTI near three month low.

United States Natural Gas (UNG) 30-day option implied volatility is at 77; compared to its 52-week range of 30 to 219 as natural gas near three month low. Call put ratio 2.7 calls to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 71 as shares near four month low. Call put ratio 1 call to 2.8 puts.

Straddle prices for stocks expected to report quarterly results

C3.ai.com (AI) December 35 straddle priced for a move of +/- 20% into the expected release of quarter results today after the bell.

Constellation Brands (STZ) December weekly 225 straddle priced for a move of +/- 3% into the expected release of quarter results today.

CrowdStrike (CRWD) December weekly 217.5 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Five Below (FIVE) December weekly 205 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

PVH (PVH) December 105 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Snowflake (SNOW) December weekly 365 straddle priced for a move of +/- 8.5% into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

DocuSign (DOCU) December weekly 247 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on December 2. Call put ratio 1 call to 2.6 puts.

Dollar General (DG) December weekly 220 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on December 2. Call put ratio 1 call to 1.3 puts.

Duluth Holdings (DLTH) December straddle priced for a move of +/- 21% into the expected release of quarter results before the bell on December 2.

Kroger (KR) December weekly 42 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on December 2.

Signet Jewelers (SIG) December weekly 97 straddle priced for a move of +/- 16% into the expected release of quarter results before the bell on December 2.

Ulta Beauty (ULTA) December weekly 385 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on December 2. Call put ratio 1 call to 1.8 puts.

Options with decreasing option implied volatility: SNAP PTON BKKT PBR DWAC BOIL ENDP RIVN GME FTCV
Increasing unusual option volume: NTEST DOMO PMT MEIP BBIO FEZ
Increasing unusual call option volume: PMT MEIP DOMO TXRH
Increasing unusual put option volume: MTC KMPH IMGN PLNT VBIV WM OSCR
Popular stocks with increasing volume: LCID QCOM AAL TWTR
Active options: AAPL TSLA AMD NVDA T AMC UBER PFE LCID QCOM FB F BAC BABA MSFT NIO AAL TWTR AMZN PLTR
Global S&P Futures up 0.5%, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68.65, natural gas down 3.8%, gold at $1785 an ounce