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: NRNA MYL NKLA RKT MOMO PDD SE LI FSR MOMO SOLO BCLI BABA PCG KCAC BCLI SOLO

Stocks expected to have increasing option volume: JD PANW BIDU WMT HD NIO KSS LB LOW NVDA TGT TJX PNC SPG TCO TSN

NIO Inc. (NIO) IV into quarter results

NIO Inc. (NIO) 30-day option implied volatility is at 156; compared to its 52-week range of 81 to 215 into the expected release of quarter results on November 17.

Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 154 as shares at upper end of range.

Fisker (FSR) 30-day option implied volatility is at 155; compared to its 52-week range of 117 to 205. Call put ratio 4.4 calls to 1 put.

Lordstown Motors (RIDE) 30-day option implied volatility is at 129; compared to its 52-week range of 115 to 176.

Nikola (NKLA) 30-day option implied volatility is at 146; compared to its 52-week range of 66 to 305.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 145; compared to its 52-week range of 47 to 355. Call put ratio 14.5 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 225; compared to its 52-week range of 77 to 400. Call put ratio 3.4 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 129; compared to its 52-week range of 103 to 287.

Ford (F) 30-day option implied volatility is at 40; 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 44; compared to its 52-week range of 21 to 188 as shares at upper end of range.

Moderna (MRNA) 30-day option implied volatility is at 113; compared to its 52-week range of 51 to 173 into developing Covid-19 vaccine.

PNC Financial Services (PNC) 30-day option implied volatility is at 38; compared to its 52-week range of 16 to 115 into PNC to buy BBVA’s U.S. banking arm for $11.6B in cash

Simon and Taubman Modify Merger Price To $43.00 Per Share In Cash

Simon Property Group (SPG) November call option implied volatility is at 57, December is at 47; compared to its 52-week range of 18 to 154 into Simon and Taubman (TCO) modify merger price to $43 per share in cash.

Taubman (TCO) November call option implied volatility is at 120, December is at 89; compared to its 52-week range of 13 to 137

Straddle prices for stocks expected to report quarterly results this week

iQIYI (IQ) November 27 straddle priced for a move of 11% into the expected release of quarter today.

JD.com (JD) November 92 straddle priced for a move of 8.5% into the expected release of quarter results today.

Casper (CSPR) November 7.5 straddle priced for a move of 25% into the expected release of quarter results today.

Palo Alto Networks (PANW) November 260 straddle priced for a move of 7% into the expected release of quarter results today.

Tyson Foods (TSN) November 62.5 straddle priced for a move of 4.5% into the expected release of quarter results today.

Home Depot (HD) November 277.5 straddle priced for a move of 3.5% 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 24 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 45 straddle priced for a move of 21% into the expected release of quarter results after the bell on November 17.

Walmart (WMT) November 150 straddle priced for a move of 4% into the expected release of quarter results on November 17.

L Brands (LB) November 34 straddle priced for a move of 12% into the expected release of quarter results on November 18.

Lowe’s (LOW) November 160 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 18.

NVIDIA (NVDA) November 530 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 18.

Target (TGT) November 162.50 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 decreasing option implied volatility: VLO SNAP AXP TWTR BIIB ACB TLRY CRON JMIA
Increasing option volume: BCS IWN XPEV HST NIU SOLO REV LI
Increasing unusual call option volume: IWN NIU CSTM SOLO AYRO XPEV
Increasing unusual put option volume: XPEV SOLO KEYS LI HST KKR FSR
Increasing option volume: LI DKNG PLTR PLUG PDD
Active options: NIO AAPL TSLA BABA AMZN GE DKNG GE BA AMD DIS CCL PLTR ZM LI CSCO JD PLUG AAL XPEV PDD
Global S&P Futures recently higher in up 0.2%, Nikkei up 2%, DAX down 05%, WTI Crude oil recently at $40.86, natural gas down 4%, gold at $1893 an ounce