Pre-Market IV Report November 11, 2020

Pre-Market IV Report November 11, 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 RKT LYFT VIXY REV DOYU CLDX MYL COUP BABA TWNK DDOG SNDL IQ HYLN PDD BABA

Stocks expected to have increasing option volume: DDOG RKT LYFT AMAT DIS RCL CCL NCLH UAL DAL LUV AAL ATVI TTWO EA

Alibaba (BABA) and JD.com (JD) option implied volatility elevated amid China internet commerce regulation uncertainty

Alibaba (BABA) November weekly call option implied volatility is at 65, November is at 60; compared to its 52-week range of 22 to 63. Call put ratio 2 calls to 1 put with focus on November weekly 270 calls.

JD.com (JD) November weekly call option implied volatility is at 62, November is at 71; compared to its 52-week range of 28 to 81 into the expected release of quarter results before the bell on November 13.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 71. Call put ratio 1.1 calls to 1 put.

iShares China Large-Cap (FXI) November weekly call option implied volatility is at 31, November is at 26; compared to its 52-week range of 15 to 65.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) November weekly option implied volatility is at 28, November is at 25; compared to its 52-week range of 17 to 60. Call put ratio 1.4 calls to 1 put.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 65.

Krsh Csi Ch Intern (KWEB) November call option implied volatility is at 42, December is at 36; compared to its 52-week range of 23 to 82 as shares sell off 4.9%. Call put ratio 1 call to 2.2 puts with focus on November 70 and December 73 puts.

NIO (NIO) 30-day option implied volatility is at 125; compared to its 52-week range of 80 to 215.

Vipshop (VIPS) November weekly call option implied volatility is at 147, November is at 95; compared to its 52-week range of 39 to 98 into the expected release of quarter results before the bell on November 13.

NetEase (NTES) 30-day call option implied volatility is at 46; compared to its 52-week range of 26 to 75.

Baidu.com (BIDU) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 81.

iQIYI (IQ) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 133.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 75; compared to its 52-week range of 45 to 134.

Huazhu Group (HTHT) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 106.

Li Auto (LI) November weekly call option implied volatility is at 124, November is at 105; compared to its 52-week range of 75 to 177.

Pinduoduo (PDD) November weekly call option implied volatility is at 184, November is at 116; compared to its 52-week range of 38 to 85 into the expected release of quarter results after the bell on November 12.

Revlon (REV) 30-day option implied volatility is at 257; compared to its 52-week range of 52 to 272 amid sharp price movement.

Straddle prices for stocks expected to report quarterly results this week

Lemonade (LMND) November weekly 66 straddle priced for a move of 13% into the expected release of quarter results on today.

Applied Material (AMAT) November weekly 69 straddle priced for a move of 7% 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 20% into the expected release of quarter results on after the bell on November 12.

Cisco (CSCO) November weekly 39 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 41 straddle priced for a move of 18% into the expected release of quarter results on after the bell on November 12.

Plantir (PLTR) November weekly 14 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 103 straddle priced for a move of 13% into the expected release of quarter results on before the bell on November 12.

Walt Disney (DIS) November weekly 142 straddle priced for a move of 5% into the expected release of quarter results on after the bell on November 12.

JD.com (JD) November weekly 80 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 25 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 13% into the expected release of quarter results on before the bell on November 13.

DraftKings (DKNG) November weekly 40 straddle priced for a move of 11% into the expected release of quarter results on before the bell on November 13.

Options with decreasing option implied volatility: SNAP SIRI CRON GPRO CXW BNTX BIIB FROG SPWR GOGO GOOS SNAP TWTR VLO AXP
Increasing option volume: PAGP REV IWN HMY IWD OVV SNDL
Increasing unusual call option volume: PAGP IWN VLY HMY OVV SLG XPER
Increasing unusual put option volume: AR FE REV TRGP KWEB TME ACB MYL
Increasing option volume: CCL BYND PTON NIO ZM ACB TLRY PLUG
Active options: AAPL NIO TSLA BA BABA MSFT GE FB CCL AMD AAL PFE SNAP ZM BAC BYND F AMZN GM PTON
Global S&P Futures recently up 0.1% in premarket, Nikkei up 1.7%, DAX up 0.2%, WTI Crude oil recently at $42.35, natural gas up 0.6%, gold at $1876 an ounce