Pre-Market IV Report December 3, 2021

Pre-Market IV Report December 3, 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 COST NKE BSIG MRVL ARDX UNG DB MTTR HOOD DOCU ULTA

Stocks expected to have increasing option volume: DOCU ULTA MRVL Z DIDI BABA JD PDD IQ NIO

Option Implied Volatility for large cap shares trend lower

Alibaba (BABA) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 67.

Zoom (ZM) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 80.

Square (SQ) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 73.

Biogen (BIIB) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 121.

Pinduoduo (PDD) 30-day option implied volatility is at 76; compared to its 52-week range of 43 to 85.

Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 48.

ViacomCBS (VIAC) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 105.

Comcast (CMCSA) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 40.

Straddle prices for stocks expected to report quarterly results

Skillsoft (SKIL) December 10 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on December 6.

Coupa Software (COUP) December weekly 177 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on December 6.

AutoZone (AZO) December weekly 1870 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on December 7.

Charge Point (CHPT) December weekly 23.50 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on December 7.

Dave & Busters (PLAY) December weekly 32 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on December 7.

Pager Duty (PD) December 35 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on December 7.

Designer Brands (DBI) December 15 straddle priced for a move of +/- 18% into the expected release of quarter results before the bell on December 7.

Stitch Fix (SFIX) December weekly 23 straddle priced for a move of +/- 21% into the expected release of quarter results after the bell on December 7.

Toll Brother (TOL) December weekly 69 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on December 7.

Options with decreasing option implied volatility: TTD GPS SNAP PTON BKKT BOIL
Increasing unusual option volume: ARDX RRR BLU BKLN ABUS MFA
Increasing unusual call option volume: ARDX ESTC ABUS TSEM MFA RRR
Increasing unusual put option volume: BLU GGPI SOL ABUS ESTC IGT
Popular stocks with increasing volume: AAL PLTR PFE PYPL UBER T
Active options: AAPL TSLA LCID NIO AMC NVDA AMD FB F BABA BAC AAL MSFT BA PLTR AMZN PFE PYPL T UBER
Global S&P Futures mixed, Nikkei up 1%, DAX down mixed, WTI Crude oil recently at $68.69, natural gas up 4.87, gold at $1769 an ounce