Pre-Market IV Report November 16, 2021

Pre-Market IV Report November 16, 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 GGPI SNDL AGC EWZ EVGO MSOS TGT NVDA HD LOW TJX M

Stocks expected to have increasing option volume: WMT TGT HD LOW TJX M FB TSLA NIO FSR LCID NVDA

Electric vehicle option IV into Rivian (RIVN) option trading

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 106.

NIO Inc. (NIO) 30-day option implied volatility is at 62; compared to its 52-week range of 48 to 143.

Li Auto Inc. (LI) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 147.

XPeng Inc. (XPEV) 30-day option implied volatility is at 76; compared to its 52-week range of 54 to 178.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 87; compared to its 52-week range of 62 to 212.

Niu Technologies (NIU) 30-day option implied volatility is at 66; compared to its 52-week range of 60 to 110.

Nikola (NKLA) 30-day option implied volatility is at 102; compared to its 52-week range of 83 to 179.

Lucid (LCID) 30-day option implied volatility is at 124; compared to its 52-week range of 69 to 289.

Workhorse (WKHS) 30-day option implied volatility is at 98; compared to its 52-week range of 89 to 235.

Fisker (FSR) 30-day option implied volatility is at 104; compared to its 52-week range of 65 to 165.

Lordstown Motors (RIDE) 30-day option implied volatility is at 108; compared to its 52-week range of 96 to 241.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 116; compared to its 52-week range of 66 to 254.

Qualcomm (QCOM) November call option implied volatility is at 55, December is at 36; compared to its 52-week range of 22 to 54 into company hosted investor meeting today. Call put ratio 3.7 calls to 1 put.

Cboe Global Markets (CBOE) November call option implied volatility is at 34, December is at 30; compared to its 52-week range of 23 to 43 into company hosted investor meeting today. Call put ratio 1.6 calls to 1 put.

The Hartford (HIG) November call option implied volatility is at 40, December is at 31; compared to its 52-week range of 23 to 69 into company hosted investor meeting today. Call put ratio 1.7 calls to 1 put.

Bristol-Myers Squibb (BMY) November call option implied volatility is at 27, December is at 24; compared to its 52-week range of 17 to 32 into company hosted investor meeting today. Call put ratio 3.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Walmart (WMT) November 147 straddle priced for a move of +/- 4% into the expected release of quarter results today.

Home Depot (HD) November 370 straddle priced for a move of +/- 3.5% into the expected release of quarter results today.

iQIYI (IQ) November 8.5 straddle priced for a move of +/- 16% into the expected release of quarter results before the open on November 17.

Lowe’s (LOW) November 235 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 17.

NVIDIA (NVDA) November 300 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on November 17.

Target (TGT) November 262 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on November 17.

TJX (TJX) November 69 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on November 17.

Macys (M) November 31 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on November 18.

Options with decreasing option implied volatility: AMRS TTD SNAP PTON Z
Increasing unusual option volume: RBAC KERN GGPI CSPR ATAI NUVA CRWD WYNN PINS
Increasing unusual call option volume: KERN RBAC GGPI MPC FPAC
Increasing unusual put option volume: GGPI MQ EVGO CFLT
Popular stocks with increasing volume: TLRY MPC LCID PLTR NIO SNAP PYPL DIS MARA
Active options: TSLA AAPL FB F BA SNDL AMC NVDA AMD TLRY MPC GGPI LCID PLTR NIO SNAP PYPL AMZN DIS MARA
Global S&P Futures mixed, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $81.46, natural gas down 1.6%, gold at $1867 an ounce