Pre-Market IV Report November 12, 2020

Pre-Market IV Report November 12, 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 SNDL MRNA IQ HYLN PDD SE SFIX

Stocks expected to have increasing option volume: DIS WIX FOSL PDD VIPS CSCO DKNG REV

Electronic Game stock IV amid shares pulling back from upper end of range

Electronic Arts (EA) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 80.

Zynga (ZNGA) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 139. Call put ratio 3.1 calls to 1 put.

Take-Two Interactive (TTWO) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 80. Call put ratio 3.1 calls to 1 put.

Activision Blizzard (ATVI) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 89. Call put ratio 2.4 calls to 1 put.

Gamestop (GME) 30-day option implied volatility is at 157; compared to its 52-week range of 36 to 227. Call put ratio 2.3 calls to 1 put.

Home stocks option implied volatility amid share price movement as shares at upper end of range

Home Depot (HD) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 114. Call put ratio 2 calls to 1 put amid wide price movement as shares near record high.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 129. Call put ratio 3.1 calls to 1 put amid wide price movement as shares near record high.

Zillow (Z) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 220. Call put ratio 2.7 calls to 1 put amid wide price movement as shares near record high.

Rocket Cos (RKT) November weekly call option implied volatility is at 74, November is at 70; compared to its 52-week range of 70 to 178.

Toll Brothers (TOL) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 146.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 108.

Invitation Homes Inc. (INVH) November call option implied volatility is at 23, December is at 22; compared to its 52-week range of 15 to 117.

MultiPlan Corp. (MPLN) November call option implied volatility is at 186, December is at 135; compared to its 52-week range of 52 to 126 into the expected release of quarter results today before the bell, Call put ratio 1 call to 1.7 puts.

Straddle prices for stocks expected to report quarterly results this week

Applied Material (AMAT) November weekly 71 straddle priced for a move of 5% into the expected release of quarter results today.

Beazer Homes (BZH) November weekly 14 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Blink Charging (BLNK) November 10 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Cisco (CSCO) November weekly 39 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Farfetch (FTCH) November 43 straddle priced for a move of 18% into the expected release of quarter results.

Palantir (PLTR) November weekly 14 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Pinduoduo (PDD) November weekly 112 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Walt Disney (DIS) November weekly 138 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

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 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 42 straddle priced for a move of 10% into the expected release of quarter results on before the bell on November 13.

Options with decreasing option implied volatility: SNAP VLO AXP TWTR BIIB M KNDI GRPN KNDI GOOS YELP LMND
Increasing option volume: HST REV SNDL AES CLNY PLUG XPER IWN ACB APD MPLN
Increasing unusual call option volume: AES IWN CLNY XPER LSCC FLEX ACB FIZZ
Increasing unusual put option volume: MPLN HST CORT REV ACB BLMN MPLX RSX
Increasing option volume: ZM AAL CCL SPCE RKT GE ACB
Active options: AAPL NIO BABA TSLA ACB BA AMD PFE ZM XOM AMZN PLUG MSFT BAC AAL FB CCL SPCE RKT GE
Global S&P Futures recently lower in premarket, Nikkei up 0.6%, DAX down 0.9%, WTI Crude oil recently at $41.74, natural gas mixed, gold at $1864 an ounce