Pre-Market IV Report December 10, 2020

Pre-Market IV Report December 10, 2020

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: TRNE SNOW QS VLDR IPOC ZNGA FUBO KODK LMND DYAI ZNGA

Stocks expected to have increasing option volume: DIS AVGO LULU ADBE CIEN ASAN RH SBUX

IV into FDA vaccine and Tesla (TSLA) S&P addition headlines

SPDR S&P 500 ETF Trust (SPY) December weekly calls option implied volatility is at 18, December is at 16; compared to its 52-week range of 10 to 77 into FDA vaccine headlines.

PowerShares QQQ Trust (QQQ) December weekly calls option implied volatility is at 26, December is at 26; compared to its 52-week range of 12 to 79.

Tesla (TSLA) December weekly option implied volatility is at 100, December is at 128, January is at 100; compared to its 52-week range of 34 to 153. Call put ratio 1.8 calls to 1 put.

lululemon athletica (LULU) December weekly call option implied volatility is at 127, December is at 68; compared to its 52-week range of 22 to 128 into the expected release of quarter results today after the bell.

Walt Disney (DIS) December weekly call option implied volatility is at 71, December is at 45; compared to its 52-week range of 18 to 101 into investor meeting on December 10. Call put ratio 2.9 calls to 1 put with focus on December weekly and December 155 calls.

Facebook (FB) December weekly call option implied volatility is at 47, December is at 39; compared to its 52-week range of 21 to 82 after FTC, State AGs announce monopoly lawsuits. Call put ratio 1.8 calls to 1 put.

Bloom Energy (BE) December call option implied volatility is at 120, January is at 17; compared to its 52-week range of 57 to 238. Call put ratio 2.8 calls to 1 put.

Travel stocks into Airbnb (ABNB) IPO

Hilton (HLT) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 253 into Airbnb (ABNB) to price IPO at $68 per share, above $56-$60 target range, Bloomberg says. Call put ratio 1 call to 2.2 puts.

Hyatt (H) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 213.

Marriott (MAR) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 201. Call put ratio 5.1 calls to 1 put.

Choice Hotels (CHH) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 148.

Host Hotels & Resorts (HST) 30-day option implied volatility is at 47; compared to its 52-week range of 17 to 184.

Huazhu Group Limited (HTHT) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 107. Call put ratio 2.6 calls to 1 put.

Park Hotels (PK) 30-day option implied volatility is at 63; compared to its 52-week range of 17 to 297.

Booking Holdings (BKNG) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 120.

TripAdvisor (TRIP) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 186. Call put ratio 17 calls to 1 put with focus on December weekly 30 calls.

Expedia (EXPE) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 253. Call put ratio 3.3 calls to 1 put.

Trivago (TRVG) 30-day option implied volatility is at 165; compared to its 52-week range of 52 to 282. Call put ratio 36 calls to 1 put with focus on December 2.5 calls.

Marriott Vacations (VAC) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 211.

Hilton Grand Vacations (HGV) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 230.

Wyndham Destinations (WYND) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 230 into Airbnb (ABNB) IPO

Straddle prices for stocks expected to report quarterly results this week

Broadcom (AVGO) December weekly 415 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

CIena (CIEN) December weekly 47 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Costco (COST) December weekly 375 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

lululemon athletica (LULU) December weekly 362.5 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Oracle (ORCL) December weekly 60 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Dave & Busters (PLAY) December weekly 26 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Flour (FLR) December weekly 18 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Vail Resorts (MTN) December 290 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

National Beverage (FIZZ) December 89 straddle priced for a move of 11% into the expected release of quarter results today.

Options with decreasing option implied volatility: CRON BCRX GME ZUO SWBI BB CRIS TWTR ZS SPLK WORK
Increasing option volume: RMG LAZR QS NLSN TDC PS FUBO VLDR
Increasing unusual call option volume: RMG QS LAZR TDC PS AHT FUBO IPOC
Increasing unusual put option volume: QS NLSN TRGP EIX VLDR XPEV IPOC CC FEYE LQD SFIX
Increasing option volume: PFE PLTR DKNG SPCE OXY
Active options: AAPL TSLA PFE AAL NIO AMD PLTR GE FB T RKT DKNG GME MSFT SPCE CCL UBER AMZN QS OXY
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $45.70, natural gas mixed%, gold at $1839 an ounce