Pre-Market IV Report November 17, 2021

Pre-Market IV Report November 17, 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: NVDA TJX M DLO GGPI TCDA PIPP TGT BABA JD

Stocks expected to have increasing option volume: TGT LOW TJX M FSR LCID NVDA BABA JD

Movers

Rivian (RIVN) 30-day option implied volatility is at 175.

Lucid Group (LCID) 30-day option implied volatility is at 120, compared to its 52-week range of 69 to 289.

Roblox (RBLX) 30-day option implied volatility is at 70, compared to its 52-week range of 46 to 131. Call put ratio 3.1 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 59, compared to its 52-week range of 51 to 226.

Straddle prices for stocks expected to report quarterly results

Lowe’s (LOW) November 245 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

NVIDIA (NVDA) November 302 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell on November 17. Call put ratio 1.9 calls to 1 put.

Target (TGT) November 265 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell on November 17.

TJX (TJX) November 69 straddle priced for a move of +/- 6.5% into the expected release of quarter results today.

Macys (M) November 32 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on November 18.

Alibaba (BABA) November 167 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on November 18.

JD.com (JD) November 85 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on November 18.

Activision Blizzard (ATVI) November call option implied volatility is at 48, December is at 37; compared to its 52-week range of 23 to 43 after WSJ says CEO Kotick knew of assault allegations. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: VXRT BKKT GREE WMT
Increasing unusual option volume: WAB MX EAF BG
Increasing unusual call option volume: BG ONON MX RBAC
Increasing unusual put option volume: GGPI MQ INDA TRIL
Popular stocks with increasing volume: PFE ATVI INTC WMT UBER
Active options: LCID TSLA AAPL MSFT AMD PROG AMC CVX F RBLX QCOM PTON WMT UBER PFE FB INTC ATVI NVDA NIO
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80.23, natural gas down 1.7%, gold at $1859 an ounce