Pre-Market IV Report November 1, 2021

Pre-Market IV Report November 1, 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: MCMJ GGPI FPAC SEAH SNDL BKKT CLNN

Stocks expected to have increasing option volume: LCID AMGN NXPI SPG TMUS DIS

FOMC meeting this week

Tesla FSR & LCID options active as shares trend higher

Tesla (TSLA) November weekly call option implied volatility is at 68, November is at 62; compared to its 52-week range of 37 to 106. Call put ratio 1.3 calls to 1 put as shares trade above $1139 in premarket.

Lucid Group (LCID) November weekly call option implied volatility is at 170, November is at 145; compared to its 52-week range of 69 to 288. Call put ratio 2.5 calls to 1 put as shares trade above $39 in premarket.

Fisker (FSR) November weekly call option implied volatility is at 120, November is at 101; compared to its 52-week range of 65 to 165. Call put ratio 3.7 calls to 1 put.

Global X Lithium Etf (LIT) November call option implied volatility is at 34, December is at 35; compared to its 52-week range of 25 to 58 as shares near record high.

Movers

GameStop (GME) November weekly call option implied volatility is at 67, November is at 73; compared to its 52-week range of 69 to 552 into COO departure. Call put ratio 2.8 calls to 1 put.

Bakkt Holdings, Inc. (BKKT) November call option implied volatility is at 270, December is at 240; compared to its 52-week range of 10 to 254. Call put ratio 2.5 calls to 1 put.

Straddle prices for stocks expected to report quarterly results next week

Avis Budget Car (CAR) November 175 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

AMC Entertainment (AMC) November weekly 35 straddle priced for a move of +/- 15% into the expected release of quarter results.

Chegg (CHGG) November 60 straddle priced for a move of +/- 15% into the expected release of quarter results today after the bell.

Cirrus Logic (CRUS) November 80 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Clorox (CLX) November weekly 162 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

PG&E (PCG) November weekly 11.50 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Simon Property (SPG) November weekly 145 straddle priced for a move of +/- 5.5% into the expected release of quarter results today.

Amgen (AMGN) November weekly 207 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on November 2.

Activision (ATVI) November weekly 78 straddle priced for a move of +/- 6.5% into the expected release of quarter results on November 2.

T-Mobile (TMUS) November weekly 115 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on November 2.

Ballard Power (BLD) November 18 straddle priced for a move of +/- 14% into the expected release of quarter results on November 2.

Bausch Health (BHC) November weekly 28 straddle priced for a move of +/- 8% into the expected release of quarter results on November 2.

Caesars (CZR) November weekly 109 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 2.

Chesapeake Energy (CHK) November 65 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on November 2.

Conoco (COP) November weekly 75 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 2.

Devon (DVN) November weekly 40 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 2.

Match (MTCH) November weekly 150 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 2.

Marathon (MRO) November weekly 16.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on November 2.

Mondelez (MDLZ) November weekly 61 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on November 2.

Pfizer (PFE) November weekly 44 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 2.

Ralph Lauren (RL) November weekly 127 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on November 2.

XPO (XPO) November 86 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on November 2.

Zillow (Z) November weekly 104 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 2.

Uber (UBER) November weekly 44 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 4.

Options with decreasing option implied volatility: INTC IBM LMT CRTX GGPI PROG AGC COTY TWTR

Increasing unusual option volume: TXRH RBAC MFC WIMI FPAC IMMR
Increasing unusual call option volume: FPAC TXRH RBAC WIMI
Increasing unusual put option volume: BKKT ZEN ABR NCR SU
Popular stocks with increasing volume: F LCID X T QS NIO SBUX PBR
Active options: AAPL TSLA LCID FB AMZN MSFT F NVDA AMC X T PLTR SNAP QS INTC NIO BABA SBUX PBR
Global S&P Futures mixed to lower, Nikkei up 2.6%, DAX mixed, WTI Crude oil recently at $83.17, natural gas mixed, gold at $1785 an ounce