Pre-Market IV Report November 12, 2021

Pre-Market IV Report November 12, 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 GGPI PSFE AGC BGFV EVGO HUT SFT NEGG SFIX

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

EV option implied volatility

Tesla (TSLA) November weekly call option implied volatility is at 58, November is at 66; 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 59, November is at 44; compared to its 52-week range of 33 to 76. Call put ratio 2.5 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 50, November is at 41; compared to its 52-week range of 29 to 66. Call put ratio 3.2 calls to 1 put.

AMC Entertainment (AMC) November weekly call option implied volatility is at 100, November is at 95; compared to its 52-week range of 95 to 726. Call put ratio 1.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Advanced Auto Parts (AAP) November 240 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on November 15.

Walmart (WMT) November 149 straddle priced for a move of +/- 4% into the expected release of quarter results November 16.

iQIYI (IQ) November 9 straddle priced for a move of +/- 19% into the expected release of quarter results before the open on November 17.

Lowe’s (LOW) November 232 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 17.

NVIDIA (NVDA) November 302 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on November 17.

Target (TGT) November 255 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on November 17.

Options with decreasing option implied volatility: OCGN LMND MRK TTD SNAP Z PTON
Increasing unusual option volume: EGHT FOSL EGLX EXC ABR CG MQ
Increasing unusual call option volume: ABR EXC CG BMO ENB ATHA
Increasing unusual put option volume: MQ LQD EVGO PSFE EWH
Popular stocks with increasing volume: SOFI NVDA DIS BYND LCID
Active options: TSLA DIS AAPL AMD F SOFI LCID NVDA WISH PFE FCX AFRM PLTR PSFE AMC BYND AMZN NIO BABA FB