Pre-Market IV Report December 9, 2020

Pre-Market IV Report December 9, 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: IPOC KODK GPRO LMND MRK T GP FCEL LMND LZAR VLDR ORCL NKE SNOW QS

Stocks expected to have increasing option volume: CHWY FEYE ADBE RH CPB GME AVGO LULU OMCL BAX FEYE TSLA DIS SBUX

Tesla (TSLA) December weekly option implied volatility is at 67, December is at 103, January is at 88; compared to its 52-week range of 34 to 153. Call put ratio 2.2 calls to 1 put with focus on June 660 and September 720 calls.

Palantir (PLTR) December weekly call option implied volatility is at 146, December is at 142; compared to its 52-week range of 59 to 174. Call put ratio 2.2 calls to 1 put.

Snowflake (SNOW) December weekly call option implied volatility is at 105, December is at 103; compared to its 52-week range of 47 to 100.

Penumbra, Inc. (PEN) December call option implied volatility is at 94, January is at 79; compared to its 52-week range of 33 to 80. Call put ratio 1 call to 4.8 puts.

ARK Innovation (ARKK) 30-day option implied volatility is at 44; compared to its 52-week range of 18 to 150. Call put ratio 6.5 calls to 1 put with focus on December 125 calls.

ARK Next Generation (ARKW) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 77. Call put ratio 25 calls to 1 put with focus on January 155 calls.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 81. Call put ratio 7.7 calls to 1 put with focus on December and January calls.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 65. Call put ratio 8 calls to 1 put with focus on December 50 calls.

Fiverr International (FVRR) 30-day option implied volatility is at 74; compared to its 52-week range of 55 to 120.

Laser Storm, Inc. (LAZR) December put option implied volatility is at 230, January is at 219; compared to its 52-week range of 28 to 243. Call put ratio 1 call to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Adobe (ADBE) December weekly 495 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Campbell Soup (CPB) December weekly 48.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Lovesac (LOVE) December 35 straddle priced for a move of 20% into the expected release of quarter results today before the bell.

nCino (NCNO) December weekly 90 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

RH (RH) December weekly 472 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

United Natural Foods (UNFI) December 17.50 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Broadcom (AVGO) December weekly 422 straddle priced for a move of 5.5% 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 377.5 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 59 straddle priced for a move of 4.5% into the expected release of quarter results on December 10.

Dave & Busters (PLAY) December weekly 25 straddle priced for a move of 14% into the expected release of quarter results after the bell on December 10.

Flour (FLR) December weekly 19 straddle priced for a move of 10% into the expected release of quarter results before the bell on December 10.

Vail Resorts (MTN) December 290 straddle priced for a move of 7% into the expected release of quarter results after the bell on December 10.

National Beverage (FIZZ) December 94 straddle priced for a move of 12% into the expected release of quarter results on December 10.

Sirius XM (SIRI) December weekly call option implied volatility is at 30, December is at 36; compared to its 52-week range of 17 to 450 after Howard Stern announce new agreement. Call put ratio 10 calls to 1 put with focus on December 7 calls.

FireEye (FEYE) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 149 into disclosing cyber attack in 8-K filing.

Options with decreasing option implied volatility: VOD BB WKHS JPM CRON DOCU
Increasing option volume: LAZR QS SUMO SNDL PEN SIRI
Increasing unusual call option volume: LAZR QS SUMO SNDL
Increasing unusual put option volume: QS ZTO VLDR PEN SMAR KNDI PLTR
Increasing option volume: DKNG X SFIX F PLTR AAL SNOW NIO
Active options: TSLA AAPL PLTR PFE NIO F PLUG AMD T MSFT AAL FSLY DKNG AMZN BA X SPCE SFIX CCL GE
Global S&P Futures recently mixed, Nikkei up 1.2%, DAX up 0.8%, WTI Crude oil recently at $46, natural gas up 3.5%, gold at $1864 an ounce