Pre-Market IV Report November 10, 2020

Pre-Market IV Report November 10, 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: PLTR HGEN ALT CBAY PLAY INO SNDL MRNA IQ PDD JMIA XPEV MJ

Stocks expected to have increasing option volume: LLY HDS LOW NKLA ACB TLRY BYND NLS HDS LOW
Apple and Amazon option IV bid into events

Apple (AAPL) November weekly call option implied volatility is at 53, November is at 42; compared to its 52-week range of 18 to 90 after Apple said that it will host an event on November 10. Call put ratio 2.1 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 50, November is at 44; compared to its 52-week range of 17 to 69.

Beyond Meat (BYND) November weekly call option implied volatility is at 165, November is at 107; compared to its 52-week range of 47 to 130 into shares selling off in aftermarket after quarter release and outlook.

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 32, November is at 34; compared to its 52-week range of 15 to 131.

Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 21; compared to its 52-week range of 10 to 71 after election results.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 46; compared to its 52-week range of 14 to 94 as silver up 2.8% to $24.37. Call put ratio 3 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 158 as gold at $1884 an ounce.

Pfizer (PFE) November weekly call option implied volatility is at 55, November is at 42; compared to its 52-week range of 15 to 72 after Pfizer, BioNTech (BNTX) vaccine found to be over 90% effective in preventing COVID-19. Call put ratio 6.8 calls to 1 put.

HD Supply (HDS) November call option implied volatility is at 31, December is at 33; compared to its 52-week range of 18 to 85 into Lowe’s (LOW) in talks to acquire HD Supply, Bloomberg says. Call put ratio 18.6 calls to 1 put with focus on November 47.50 calls.

Straddle prices for stocks expected to report quarterly results this week

Advanced Auto Parts (AAP) November 155 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Lyft (LYFT) November weekly 37 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Rocket Cos (RKT) November weekly 21.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Fossil Group (FOSL) November weekly 6.5 straddle priced for a move of 15% into the expected release of quarter results on November 11.

Alcon (ALC) November 65 straddle priced for a move of 7% into the expected release of quarter results on November 11.

Applied Material (AMAT) November weekly 71.50 straddle priced for a move of 5.5% into the expected release of quarter results on November 12.

Beazer Homes (BZH) November weekly 13 straddle priced for a move of 12% into the expected release of quarter results on after the bell on November 12.

Blink Charging (BLNK) November 10 straddle priced for a move of 19% into the expected release of quarter results on after the bell on November 12.

Cisco (CSCO) November weekly 38 straddle priced for a move of 6% into the expected release of quarter results on after the bell on November 12.

Farfetch (FTCH) November weekly 44 straddle priced for a move of 17% into the expected release of quarter results on after the bell on November 12.

Plantir (PLTR) November weekly 15 straddle priced for a move of 17% into the expected release of quarter results on after the bell on November 12.

Pinduoduo (PDD) November weekly straddle priced for a move of % into the expected release of quarter results on before the bell on November 12.

Walt Disney (DIS) November weekly106 straddle priced for a move of 13 % into the expected release of quarter results on after the bell on November 12.

JD.com (JD) November weekly 85 straddle priced for a move of 6% into the expected release of quarter results on before the bell on November 13.

Li Auto (LI) November weekly 26 straddle priced for a move of 17% into the expected release of quarter results on before the bell on November 13.

Vipshop (VIPS) November weekly 21.50 straddle priced for a move of 14% into the expected release of quarter results on before the bell on November 13.

DraftKings (DKNG) November weekly 41straddle priced for a move of 13% into the expected release of quarter results on before the bell on November 13.

Options with decreasing option implied volatility: SNAP ITUB CRON VIX BIIB SPXU BNTX UVXY VIXY TTD AXP
Increasing option volume: SNDL IWN AHT WPX BCS FEZ HST SLG
Increasing unusual call option volume: IWN SLG BCS WPX IMAX GPN
Increasing unusual put option volume: FEZ BJ HST SABR ACI ACB LOGI
Increasing option volume: NIO XOM CCL AAL UBER ACB DIS
Active options: AAPL NIO BAC PFE AAL TSLA GE CCL XOM BA XOM BA AMD WFC SNAP JPM MSFT UBER C ACB DIS BABA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX down 0.4%, WTI Crude oil recently at $40.71, natural gas up 1.3%, gold at $1884 an ounce