Pre-Market IV Report November 18, 2021

Pre-Market IV Report November 18, 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 CSCO M AMAT WSM SAVA BABA JD KSS

Stocks expected to have increasing option volume: CSCO M NVDA BBWI WSM BABA JD KSS CAR COTY LCID RIVN FSR KHC T

Active stock options

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 35 as shares near record high.

Roblox (RBLX) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 130 as shares near record high. Call put ratio 2.8 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 29 into sees 40%-43% annual dividend payout ratio post WarnerMedia transaction.

Visa (V) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 34 after share pullback.

MasterCard (MA) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 37 after share pullback.

Roku (ROKU) 30-day option implied volatility is at 52; compared to its 52-week range of 43 to 83 as shares trend lower.

PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 59 as shares trend lower.

Coty (COTY) 30-day option implied volatility is at 60; compared to its 52-week range of 44 to 180 into hosting an investor day this morning.

Krystal Biotech (KRYS) 30-day option implied volatility is at 323; compared to its 52-week range of 45 to 325 into topline data expected from the pivotal GEM-3 trial evaluating B-VEC this quarter. Call put ratio 1 call to 2.7 puts.

BeyondSpring (BYSI) 30-day option implied volatility is at 293; compared to its 52-week range of 73 to 293 into the FDA has a Prescription Drug User Fee Act target action date set for the plinabulin NDA of November 30. Call put ratio 1 call to 1.5 puts.

Straddle prices for stocks expected to report quarterly results

Macys (M) November 31 straddle priced for a move of +/- 10% into the expected release of quarter results today before the bell. Call put ratio 2.3 calls to 1 put.

Alibaba (BABA) November 162 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell. Call put ratio 2.2 calls to 1 put.

JD.com (JD) November 83 straddle priced for a move of +/- 6.5% into the expected release of quarter results today before the bell.

WorkDay (WDAY) November 300 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Applied Materials (AMAT) November 155 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Ross Stores (ROST) November 116 straddle priced for a move of +/- 5.5% into the expected release of quarter results today.
Intuit (INTU) November 635 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) November 210 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Options with decreasing option implied volatility: VXRT BGFV OPEN BKKT COMP LIDR
Increasing unusual option volume: INVZ SPI IR ONON VNQ APO WSM
Increasing unusual call option volume: SPI IR ONON APO INVZ
Increasing unusual put option volume: VNQ MQ TIP DLO GGPI WSM
Popular stocks with increasing volume: RBLX ROKU RIVN PYPL LCID QCOM
Active options: AAPL TSLA F LCID AMD NVDA PROG PYPL RIVN GM PFE V AMC BABA QCOM RBLX FB AMZN ROKU MSFT
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.59, natural gas up 2.4%, gold at $1867 an ounce