Pre-Market IV Report December 3, 2020

Pre-Market IV Report December 3, 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: SNDL RIOT BB GME PSTH GILD KODK QS CRSR SNOW CRON U AMBA

Stocks expected to have increasing option volume: SNOW CRWD PVH ULTA CRWD SPLK XPO SPLK SPOT

ExxonMobil (XOM) 30-day option implied volatility is at 40; compared to its 52-week range of 16 to 111 into OPEC+ and U.S. Energy Information Administration Short-Term Energy Outlook release on December 8, 2020. Call put ratio 2.8 calls to 1 put.

Stocks with price, IV and volume movement

Uber (UBER) 30-day option implied volatility is at 48; compared to its 52-week range of 36 to 201. Call put ratio 2 calls to 1 put with focus on December 52 calls.

Lyft (LYFT) 30-day option implied volatility is at 56; compared to its 52-week range of 38 to 196. Call put ratio 2.3 calls to 1 put.

Spotify (SPOT) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 83. Call put ratio 2.5 calls to 1 put with focus on December calls.

Jumia Technologies (JMIA) 30-day option implied volatility is at 154; compared to its 52-week range of 69 to 228. Call put ratio 2.1 calls to 1 put.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 94; compared to its 52-week range of 73 to 174. Call put ratio 3.7 calls to 1 put with focus on December weekly calls.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 120; compared to its 52-week range of 22 to 126.

Straddle prices for stocks expected to report quarterly results this week

Cloudera (CLDR) December weekly 11.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

DocuSign (DOCU) December weekly 218 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Dollar General (DG) December weekly 217 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Domo (DOMO) December 37 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Duluth Holdings (DLTH) December 15 straddle priced for a move of 27% into the expected release of quarter results today before the bell.

Express (EXPR) December 2 straddle priced for a move of 28% into the expected release of quarter results today before the bell.

Kroger (KR) December weekly 32.50 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Lands End (LE) December 25 straddle priced for a move of 21% into the expected release of quarter results today before the bell.

PagerDuty (PD) December 135 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Signet (SIG) December weekly 30 straddle priced for a move of 23% into the expected release of quarter results today.

Smith & Wesson (SWBI) December 15 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Ulta (ULTA) December weekly 282 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Zumiez (ZUMZ) December 40 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Zuora (ZUO) December 12 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Big Lots (BIG) December 52.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on December 4.

Huazhu (HTHT) December 50 straddle priced for a move of 9% into the expected release of quarter results before the bell on December 4.

Options with decreasing option implied volatility: TWTR SNAP SPG JPM TWTR WORK FLR XPEV ZM
Increasing option volume: SNDL CX OVID GMHI QS TSEM BB REV ACOR
Increasing unusual call option volume: SNDL CX QEP GMHI QS BB ADI YEXT AMBA ARLO
Increasing unusual put option volume: QS BB XPEV ELAN BEKE REV RIOT FCEL
Increasing option volume: CRM ACB UBER BB GE ZM SNAP
Active options: AAPL NIO TSLA PLTR AMD PFE BAC CRM BA FB AAL ACB UBER VALE BB GE WORK ZM SNAP MSFT
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $45.43, natural gas down 3.3%, gold at $1843 an ounce