Pre-Market IV Report March 11, 2021

Pre-Market IV Report March 11, 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: CHPT HYG UWMC XL NNDM SKLZ TIGR BIDU CLOV GPRO PAA INO NLY WORK PAA

Stocks expected to have increasing option volume: BMBL FOSL JD ULTA ORCL CLDR AMC DOCU BLDP GOGO T

IV into investor events

AT&T (T) March weekly call option implied volatility is at 30, March is at 26; compared to its 52-week range of 18 to 80 into a company sponsored virtual analyst & investor day on March 12. Call put ratio 4.9 calls to 1 put.

T-Mobile (TMUS) March weekly call option implied volatility is at 67, March is at 41; compared to its 52-week range of 22 to 88 into a company sponsored virtual analyst meeting today.

EV Tech option implied volatility

Tesla (TSLA) 30-day option implied volatility is at 81, compared to its 52-week range of 54 to 154.

NIO Inc. (NIO) 30-day option implied volatility is at 91; compared to its 52-week range of 81 to 216

Nikola (NKLA) 30-day option implied volatility is at 104; compared to its 52-week range of 67 to 305

Fisker (FSR) 30-day option implied volatility is at 127; compared to its 52-week range of 72 to 205

Lordstown Motors (RIDE) 30-day option implied volatility is at 115; compared to its 52-week range of 99 to 176

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 128; compared to its 52-week range of 75 to 355

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 133; compared to its 52-week range of 108 to 400

Workhorse Group (WKHS) 30-day option implied volatility is at 137; compared to its 52-week range of 103 to 287

Li Auto Inc. (LI) 30-day option implied volatility is at 82; compared to its 52-week range of 75 to 178

Niu Technologies (NIU) 30-day option implied volatility is at 95; compared to its 52-week range of 72 to 155

Blink Charging (BLNK) 30-day option implied volatility is at 134; compared to its 52-week range of 111 to 266

Bloom Energy (BE) 30-day option implied volatility is at 92; compared to its 52-week range of 84 to 238

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 128; compared to its 52-week range of 131 to 289

Canoo (GOEV) 30-day option implied volatility is at 120; compared to its 52-week range of 31 to 217

Straddle prices for stocks expected to report quarterly results this week

DocuSign (DOCU) March weekly 212 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Wheaton Precious (WPM) March weekly 37.50 straddle priced for a move of 5% into the expected release of quarter results today.

JD.COM (JD) March weekly 89 straddle priced for a move of 6% into the expected release of quarter results today

Ulta Beauty (ULTA) March straddle 342.50 priced for a move of 7% into the expected release of quarter results today after the bell

Vail Resorts (MTN) March straddle 310 priced for a move of 8% into the expected release of quarter results today after the bell

Options with decreasing option implied volatility: VIX LUMN BBBY AMC NOK SOS SOLO
Increasing option volume: AVEO TRTN GTT IWN SLM EXPR HSBC
Increasing unusual call option volume: HSBC EXPR SLM KHC
Increasing unusual put option volume: NRG SOS CAN EXPR KWEB
Popular stocks with increasing volume: GME PLTR RKT F UBER
Active options: TSLA AAPL AMC NIO GE PLTR GME BA DKNG RKT F GNUS AMD FB ET SNDL AMZN MSFT UBER RIOT
Global S&P Futures recently up 0.3%, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.66, natural gas mixed, gold at $1737 an ounce