Pre-Market IV Report December 8, 2020

Pre-Market IV Report December 8, 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: GILD LAZR IPOC GILD SPCE IPOC GME FUBO LMND RIOT KODK BB VLDR YPF

Stocks expected to have increasing option volume: TSLA SBUX DIS SFIX TOL COUP AVGO UBER LYFT PLTR PFE

Tesla (TSLA) December weekly, December, January 1000 calls active

Tesla (TSLA) December weekly option implied volatility is at 81, December is at 90, January is at 83; compared to its 52-week range of 34 to 153. Call put ratio 1.9 calls to 1 put with focus on 1000 strikes. Share price up $20 to $664 in premarket

Palantir (PLTR) December weekly call option implied volatility is at 151, December is at 132; compared to its 52-week range of 59 to 174. Call put ratio 2.8 calls to 1 put with focus on December weekly 27 and 28 calls.

Lemonade (LMND) December weekly call option implied volatility is at 121, December is at 124; compared to its 52-week range of 78 to 122. Call put ratio 1.9 calls to 1 put with focus on December weekly calls.

Laser Storm, Inc. (LAZR) December call option implied volatility is at 222, January is at 199; compared to its 52-week range of 28 to 243. Call put ratio 2.26 calls to 1 put with focus on December calls.

QuantumScape (QS) December weekly call option implied volatility is at 302, December is at 237, January is at 174; compared to its 52-week range of 76 to 231. Call put ratio 2.1 calls to 1 put.

Blink Charging (BLNK) December call option implied volatility is at 171, December is at 160, January is at 161; compared to its 52-week range of 97 to 265. Call put ratio 2.8 calls to 1 put with focus on January 25 calls.

Newmont (NEM) December weekly call option implied volatility is at 37, December is at 39; compared to its 52-week range of 19 to 115 into 2021 financial guidance. Call put ratio 2.5 calls to 1 put with focus on December 63 calls.

IV into Airbnb IPO

Hilton (HLT) 30-day option implied volatility is at 40; compared to its 52-week range of 18 to 253 into Airbnb IPO.

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 42; compared to its 52-week range of 16 to 201.

Choice Hotels (CHH) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 148 into Airbnb IPO. Call put ratio 1 call to 16.8 puts.

Host Hotels & Resorts (HST) 30-day option implied volatility is at 48; compared to its 52-week range of 17 to 184 into Airbnb IPO. Call put ratio 4 calls to 1 put.

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 1 call to 5 puts.

Park Hotels (PK) 30-day option implied volatility is at 65; compared to its 52-week range of 17 to 297.

Straddle prices for stocks expected to report quarterly results this week

Chewy (CHWY) December weekly 75 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

GameStop (GME) December weekly 16 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Guidewire Software (GWRE) December 125 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Adobe (ADBE) December weekly 490 straddle priced for a move of 4% into the expected release of quarter results after the bell on December 9.

Campbell Soup (CPB) December weekly 48.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on December 9.

Lovesac (LOVE) December 35 straddle priced for a move of 21% into the expected release of quarter results before the bell on December 9.

nCino (NCNO) December weekly 85 straddle priced for a move of 11% into the expected release of quarter results after the bell on December 9.

RH (RH) December weekly 467 straddle priced for a move of 13% into the expected release of quarter results after the bell on December 9.

United Natural Foods (UNFI) December 17.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on December 9.

Broadcom (AVGO) December weekly 420 straddle priced for a move of 6% into the expected release of quarter results after the bell on December 10.

CIena (CIEN) December weekly 48 straddle priced for a move of 9% into the expected release of quarter results before the bell on December 10.

Costco (COST) December weekly 375 straddle priced for a move of 3.5% into the expected release of quarter results on December 10.

lululemon athletica (LULU) December weekly 372.5 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 10.

Oracle (ORCL) December weekly 60 straddle priced for a move of 4.5% into the expected release of quarter results on December 10.

Options with decreasing option implied volatility: LYFT ZS SPLK TWTR WORK FCEL ZM
Increasing option volume: LAZR FUBO SNDL SUMO TSEM ARKG QS
Increasing unusual call option volume: LAZR FUBO SNDL SUMO QS VLDR
Increasing unusual put option volume: EPR KNDI QS XPEV PLTR KODK LMND
Increasing option volume: SPCE CCL PLTR BA
Active options: TSLA AAPL PLTR AAL NIO PFE AMD GE BA SPCE INTC FB WFC KODK MSFT SNAP BAC CCL BABA AMZN
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $45.63, natural gas mixed, gold at $1868 an ounce