Pre-Market IV Report December 2, 2021

Pre-Market IV Report December 2, 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: UVXY VXX VIXY INO UCO VIX OCGN SPXS RCL DBA DBB GNOG

Stocks expected to have increasing option volume: SPY QQQ RUT IWM AI SNOW CRWD SPLK NTAP KR OKTA DWAC CVX DOCU SIG DG

Movers

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.5 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 35. Call put ratio 1 call to 1.8 puts.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.6 puts.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 106. Call put ratio 1 call to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 150; compared to its 52-week range of 95 to 726. Call put ratio 1.2 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 104; compared to its 52-week range of 69 to 553. Call put ratio 1.6 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 106; compared to its 52-week range of 51 to 225. Call put ratio 1.7 calls to 1 put.

Ford (F) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 76. Call put ratio 2.5 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

DocuSign (DOCU) December weekly 230 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts.

Dollar General (DG) December weekly 220 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell. Call put ratio 1 call to 1.3 puts.

Duluth Holdings (DLTH) December 12.50 straddle priced for a move of +/- 18% into the expected release of quarter results today 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 today before the bell on December 2.

Signet Jewelers (SIG) December weekly 93 straddle priced for a move of +/- 15% into the expected release of quarter results today before the bell on December 2.

Ulta Beauty (ULTA) December weekly 370 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell on December 2. Call put ratio 1 call to 1.2 puts.

Options with decreasing option implied volatility: BOIL RIVN KOLD AGC PLAN GPS DELL HPQ
Increasing unusual option volume: ARDX ABUS BBIO EWH
Increasing unusual call option volume: ARDX ABUS BBIO MFA
Increasing unusual put option volume: ABUS EWH SABR CNQ
Popular stocks with increasing volume: LCID AAL PFE PLTR CRM BABA
Active options: AAPL BAC TSLA PBR AMC F AMD FB LCID AAL NVDA MSFT PFE PLTR CRM NIO AMZN MRNA BABA T
Global S&P Futures up 0.5%, Nikkei down 0.6%, DAX down 0.3%, WTI Crude oil recently at $66.52, natural gas mixed, gold at $1771 an ounce