Pre-Market IV Report December 6, 2021

Pre-Market IV Report December 6, 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: ARDX SPCE HYG SQQQ SPXU ADBE COST LUV VIX NLY DIDI HUYA HOOD AMRS CNET DRIP

Stocks expected to have increasing option volume: NTES DIDI BABA JD PDD IQ NIO

Option IV increases as shares trend lower

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 23; compared to its 52-week range of 11 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 35.

Russell 2000 ETF (IWM) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 37.

Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 105.

Apple (AAPL) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 49.

Alibaba (BABA) 30-day option implied volatility is at 83; compared to its 52-week range of 24 to 83.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 34.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 71.

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 today after the bell.

Coupa Software (COUP) December weekly 170 straddle priced for a move of +/- 12.5% into the expected release of quarter results today after the bell.

AutoZone (AZO) December weekly 1860 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on December 7.

Charge Point (CHPT) December weekly 21.50 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 30 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on December 7.

Pager Duty (PD) December 30 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on December 7.

Designer Brands (DBI) December 12.5 straddle priced for a move of +/- 19% 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 68 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on December 7.

Campbell Soup (CPB) December weekly 41 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on December 8.

GameStop (GME) December weekly170 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on December 8.

Lovesac (LOVE) December 61 straddle priced for a move of +/- 19% into the expected release of quarter results before the bell on December 8.

Oracle (ORCL) December weekly 88 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on December 8.

National Beverage (FIZZ) December 50 straddle priced for a move of +/- 12% into the expected release of quarter results on December 8.

United Natural Foods (UNFI) December 50 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on December 8.

Options with decreasing option implied volatility: Z SNAP PTON DOCU BKKT
Increasing unusual option volume: QD BKLN FINV ARDX DT BAND
Increasing unusual call option volume: ARDX DT DOCU CI PRPL BAND
Increasing unusual put option volume: PACB DOCU IGT MDY QFIN
Popular stocks with increasing volume: DOCU SOFI PFE UBER T
Active options: AAPL TSLA NVDA BABA AMD NIO AMC F FB LCID DOCU MSFT AMZN PLTR DIDI BAC SOFI PFE AAL UBER
Global S&P Futures mixed to higher, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $67.80, natural gas down 7%, gold at $1780 an ounce