Pre-Market IV Report November 13, 2020

Pre-Market IV Report November 13, 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 CSCO VIPS MPLN LI MRNA CORT KNDI NIO DDD RKT

Stocks expected to have increasing option volume: DIS MRNA VIPS LI DKNG AMAT DDS PLTR CSCO DKNG
Straddle prices for stocks expected to report quarterly results next week

Moderna (MRNA) 30-day option implied volatility is at 118; compared to its 52-week range of 51 to 173 into developing Covid-19 vaccine.

Vehicle company option implied volatility decreases

Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 154 as shares at upper end of range.

NIO Inc. (NIO) 30-day option implied volatility is at 130; compared to its 52-week range of 77 to 216 as shares at upper end of range.

Ford (F) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 195 as shares at upper end of range.

General Motors (GM) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 188 as shares at upper end of range.

Nikola (NKLA) 30-day option implied volatility is at 149; compared to its 52-week range of 66 to 305.

Workhorse Group (WKHS) 30-day option implied volatility is at 140; compared to its 52-week range of 103 to 287.

Straddle prices into quarter results

Casper (CSPR) November 7.5 straddle priced for a move of 28% into the expected release of quarter results before the bell on November 16.

iQIYI (IQ) November 26 straddle priced for a move of 12% into the expected release of quarter results on November 16.

JD.com (JD) November 87 straddle priced for a move of 5.5% into the expected release of quarter results on November 16.

Palo Alto Networks (PANW) November 252.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 16.

Tyson Foods (TSN) November 61 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 16.

Home Depot (HD) November 275 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 17.

JinkoSolar (JKS) November 65 straddle priced for a move of 14% into the expected release of quarter results on November 17.

Kohls (KSS) November 23 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 17.

La-Z-Boy (LZB) November 35 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 17.

Nio (NIO) November 48 straddle priced for a move of 18% into the expected release of quarter results after the bell on November 17.

Walmart (WMT) November 148 straddle priced for a move of 4.5% into the expected release of quarter results on November 17.

L Brands (LB) November 33 straddle priced for a move of 12% into the expected release of quarter results on November 18.

Lowe’s (LOW) November 157.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 18.

NVIDIA (NVDA) November 540 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on November 18.

Target (TGT) November 160 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 18.

TJX (TJX) November 59.50 straddle priced for a move of 6.5 % into the expected release of quarter results before the bell on November 18.

Options with increasing option implied volatility: PLTR CSCO VIPS MPLN LI MRNA CORT KNDI NIO DDD RKT
Stocks expected to have increasing option volume: DIS MRNA VIPS LI DKNG AMAT DDS PLTR CSCO DKNG
Increasing option volume: XPEV FTAI EPR FOSL AGO AER GPN SNDL REV
Increasing unusual call option volume: FTAI EPR XPEV GPN TCO AES FOSL SOLO
Increasing unusual put option volume: XPEV WMB MPLN GPN VRM CHRW FE ABR SIX TSN
Increasing option volume: PLUG NIO CCL PLTR ZM
Active options: NIO AAPL TSLA BAC BABA AMZN AAL ZM PLUG XPEV AMD SNAP PLTR CCL PFE DIS MSFT FB GE
Global S&P Futures recently higher in premarket, Nikkei down 0.5%, DAX mixed, WTI Crude oil recently at $40.59, natural gas mixed, gold at $1875 an ounce