Pre-Market IV Report November 18, 2020

Pre-Market IV Report November 18, 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: TGT MOMO FCEL MARA HYLN FUBO PLTR RIDE RIOT SOLO KNDI RAD WBA CVS GDRX TCO FUBO KNDI

Stocks expected to have increasing option volume: NIO LB LOW NVDA TGT TJX NCLH FL LZB PII NVDA
Option IV and volume movers

NVIDIA (NVDA) November call option implied volatility is at 88, December is at 50; compared to its 52-week range of 28 to 110 into the expected release of quarter results today after the bell.

Plantir (PLTR) November call option implied volatility is at 145, December is at 122; compared to its 52-week range of 59 to 115. Call put ratio 3.7 calls to 1 put.

CrowdStrike Holdings Inc. (CRWD) November call option implied volatility is at 51, December is at 64; compared to its 52-week range of 49 to 118.

Norwegian Cruise Line (NCLH) November call option implied volatility is at 75, December is at 77; compared to its 52-week range of 20 to 267 into files to sell 40M ordinary shares.

Straddle prices for stocks expected to report quarterly results this week

Target (TGT) November 162.5 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

TJX (TJX) November 61 straddle priced for a move of 5.5% 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 today.

Lowe’s (LOW) November 160 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

NVIDIA (NVDA) November 535 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Jack in the Box (JACK) November 85 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

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 39.50 straddle priced for a move of 10% 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 9 straddle priced for a move of 11.5% into the expected release of quarter results before the bell on November 19.

Netease (NTES) November 87 straddle priced for a move of 7% into the expected release of quarter results on November 19.

Ross Stores (ROST) November 110 straddle priced for a move of 5% into the expected release of quarter results after the bell on November 19.

Williams-Sonoma (WSM) November 97.5 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.

Foot Locker (FL) November 40 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 20.

Buckle (BKE) November 27.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 20.

GSX Techedu (GSX) November 71 straddle priced for a move of 14% into the expected release of quarter results before the bell on November 20.

IV after Amazon.com (AMZN) announced two new pharmacy offerings

McKesson (MCK) November call option implied volatility is at 33, December is at 30; compared to its 52-week range of 25 to 82 after Amazon.com (AMZN) announced two new pharmacy offerings to help customers conveniently purchase their prescription medications.

Cardinal Health (CAH) November call option implied volatility is at 34, December is at 30; compared to its 52-week range of 23 to 88.

AmerisourceBergen (ABC) November call option implied volatility is at 34, December is at 30; compared to its 52-week range of 24 to 86.

Options with decreasing option implied volatility: SNAP BCLI AXP TWTR FPRX
Increasing option volume: IWD AHT AVYA BCLI AER FOSL CNP PAGP NLSN RIOT
Increasing unusual call option volume: CNP SLG AVYA EWJ BKR PAGP BCLI RIOT KNDI
Increasing unusual put option volume: BCLI XPEV KNDI GDRX SKT QSR SOLO FCEL PLTR
Increasing option volume: PLUG M ACB CVS BA PLTR
Active options: TSLA NIO AAPL PLTR BA MSFT RIOT CCL PLUG GE DKNG BABA WMT M AAL FB ACB AMD AMZN CVS
Global S&P Futures recently flat, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $41.54, natural gas up 1.5%, gold at $1881 an ounce