Pre-Market IV Report November 11, 2021

Pre-Market IV Report November 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: IPOF SNDL BGFV BITF AGC HUT BKKT VXRT AFRM DIS RH LULU

Stocks expected to have increasing option volume: DIS AFRM F GM FSR LCID NIO NKLA RIDE WKHS MRNA

EV option implied volatility comes in after Rivian Automotive (RIVN) IPO

Tesla (TSLA) November weekly call option implied volatility is at 77, November is at 75; compared to its 52-week range of 37 to 106. Call put ratio 1 call to 1 put.

Ford (F) November weekly call option implied volatility is at 72, November is at 61; compared to its 52-week range of 33 to 76 amid Rivian Automotive (RIVN) trading higher in the premarket. Call put ratio 3.1 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 46, November is at 41; compared to its 52-week range of 29 to 66. Call put ratio 2.8 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 30, November is at 28; compared to its 52-week range of 18 to 47. Call put ratio 2.1 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 113, December is at 123; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.5 puts.

Hertz Global (HTZ) November call option implied volatility is at 98, December is at 83. Call put ratio 1 call to 1 put.

AMC Entertainment (AMC) November weekly call option implied volatility is at 103, November is at 95; compared to its 52-week range of 95 to 726. Call put ratio 1.8 calls to 1 put.

Energy IV

Occidental Petroleum (OXY) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 91. Call put ratio 4 calls to 1 put.

Apache Corp. (APA) 30-day option implied volatility is at 54; compared to its 52-week range of 49 to 97. Call put ratio 2.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Phunware (PHUN) November weekly 4 straddle priced for a move of +/- 22% into the expected release of quarter results today.

Sunworks (SUNW) November weekly 5.5 straddle priced for a move of +/- 19% into the expected release of quarter results today.

Tapestry (TPR) November weekly 42.50 straddle priced for a move of +/- 11% into the expected release of quarter results today before the bell.

Vips Shops (VIPS) November weekly 11.50 straddle priced for a move of +/- 6% into the expected release of quarter results today

Yeti (YETI) November weekly 103 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell.

Krystal Biotech (KRYS) 30-day option implied volatility is at 269; compared to its 52-week range of 45 to 256 into topline data expected from the pivotal GEM-3 trial evaluating B-VEC this quarter. Call put ratio 1.6 calls to 1 put.

BeyondSpring (BYSI) 30-day option implied volatility is at 271; compared to its 52-week range of 73 to 293 into the FDA has a Prescription Drug User Fee Act target action date set for the plinabulin NDA of November 30. Call put ratio 1 call to 1 put.

Ishares S&p Software Index Fund (IGV) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 35. Call put ratio 1 call to 13 puts.

Options with decreasing option implied volatility: TTD MRK SNAP Z PTON OMPS OCGN NOK
Increasing unusual option volume: EWC ATIP TIP IMVT ADNT PFGC
Increasing unusual call option volume: ATIP IMVT JNPR PFGC
Increasing unusual put option volume: BBD NLS TIP POSH IVR EVGO IGV
Popular stocks with increasing volume: UBER SOFI PFE F PG ZNGA
Active options: TSLA F AAPL AMD PLTR NVDA LCID PFE AMZN AMC NIO RBLX FB PYPL UBER SOFI ZNGA MSFT BA WISH
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81.48, natural gas up 1.7%, gold at $1861 an ounce