Pre-Market IV Report November 17, 2020

Pre-Market IV Report November 17, 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: SOLO KCAC KNDI LI PIC RAD IQ RIOT TGT SDC MYL MPLN LI PLTR SE MOMO

Stocks expected to have increasing option volume: WMT HD COST NIO KSS LB LOW NVDA TGT TJX TSLA IQ SDC

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 34 to 154 into being added to S&P 500 index.

Plug Power (PLUG) 30-day option implied volatility is at 88; compared to its 52-week range of 59 to 185 into 38M share spot secondary priced at $22.25.

Costco (COST) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 76 into declares special cash dividend of $10 per share.

IV flat as shares at upper end of range into Airbnb IPO

Booking Holdings (BKNG) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 120 into Airbnb IPO.

TripAdvisor (TRIP) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 186.

Expedia (EXPE) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 253.

Trivago (TRVG) 30-day option implied volatility is at 127; compared to its 52-week range of 52 to 282.

Marriott Vacations (VAC) 30-day option implied volatility is at 52; compared to its 52-week range of 22 to 211 into Airbnb IPO.

Hilton Grand Vacations (HGV) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 230. Call put ratio 11.9 calls to 1 put.

Wyndham Destinations (WYND) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 230.

Straddle prices for stocks expected to report quarterly results this week

Home Depot (HD) November 280 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell,

JinkoSolar (JKS) November 65 straddle priced for a move of 12% into the expected release of quarter results today.

Kohls (KSS) November 26 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

Nio (NIO) November 45 straddle priced for a move of 19% into the expected release of quarter results after the bell on November 17.

Walmart (WMT) November 152.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

L Brands (LB) November 35 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 5.5% into the expected release of quarter results before the bell on November 18.

NVIDIA (NVDA) November 540 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 18.

Target (TGT) November 165 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 18.

TJX (TJX) November 61 straddle priced for a move of 5.5 % into the expected release of quarter results before the bell on November 18.

Jack in the Box (JACK) November 90 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 18.

Sonos (SONO) November 17.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 18.

BJ’s Wholesale (BJ) November 40 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 19.

Canadian Solar (CSIQ) November 39 straddle priced for a move of 11% into the expected release of quarter results before the bell on November 19.

Intuit (INTU) November 357 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on November 19.

Macys (M) November 8 straddle priced for a move of 12.5% into the expected release of quarter results before the bell on November 19.

Netease (NTES) November 87 straddle priced for a move of 6.5% into the expected release of quarter results on November 19.

Ross Stores (ROST) November 110 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on November 19.

Williams-Sonoma (WSM) November 95 straddle priced for a move of 9% into the expected release of quarter results on November 19.

Workday (WDAY) November 225 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 19.

Upwork Inc. (UPWK) call put ratio 15 calls to 1 put with focus on November 35 calls

Options with decreasing option implied volatility: PANW JD GPRO ACB TLRY TGTX JMIA CRON CGC SNAP VLO TWTR AXP FPRX
Increasing option volume: NIO PYPL MU PYPL LBTYK AFL VOD RSX WBT NIO
Increasing unusual call option volume: LBTYK RSX VOD IWN WBT AFL MU
Increasing unusual put option volume: AFL ANGI XPEV NLSN VNQ SOLO AR LI
Increasing option volume: LI NIO AAL PFE XOM CVX MRNA SPCE
Active options: AAPL NIO GE BA CCL TSLA AAL PFE MU BABA CVX JD MRNA LI WMT SPCE XOM WFC F
Global S&P Futures recently mixed, Nikkei down 0.4%, DAX mixed, WTI Crude oil recently at $41.20, natural gas down mixed, gold at $1888 an ounce