Pre-Market IV Report November 19, 2020

Pre-Market IV Report November 19, 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: FCEL SOLO RIOT KNDI RAD YY MRO MSFT CLR TSLA NKLA RIDE

Stocks expected to have increasing option volume: NVDA SONO JACK LB NUAN TSLA NKLA RIDE

Option IV, volume and share price movers

Plug Power (PLUG) 30-day option implied volatility is at 87; compared to its 52-week range of 60 to 186. Call put ratio 2.3 calls to 1 put.

Ballard Power (BLDP) 30-day option implied volatility is at 75; compared to its 52-week range of 51 to 217.

FuelCell Energy (FCEL) 30-day option implied volatility is at 202; compared to its 52-week range of 98 to 307. Call put ratio 2.6 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 154. Call put ratio 2.2 calls to 1 put as shares at upper end of range.

NIO Inc. (NIO) 30-day option implied volatility is at 119; compared to its 52-week range of 81 to 215.

Nikola (NKLA) 30-day option implied volatility is at 148; compared to its 52-week range of 67 to 304. Call put ratio 2.4 calls to 1 put with focus on November calls.

Fisker (FSR) 30-day option implied volatility is at 141; compared to its 52-week range of 117 to 205. Call put ratio 7.3 calls to 1 put.

Lordstown Motors (RIDE) 30-day option implied volatility is at 134; compared to its 52-week range of 115 to 176. Call put ratio 2 calls to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 170; compared to its 52-week range of 47 to 355. Call put ratio 3.9 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 196; compared to its 52-week range of 86 to 400. Call put ratio 6.3 calls to 1 put amid wide price movement.

Workhorse Group (WKHS) 30-day option implied volatility is at 127; compared to its 52-week range of 103 to 287.

Li Auto Inc. (LI) 30-day option implied volatility is at 113; compared to its 52-week range of 75 to 178. Call put ratio 1.8 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 86; compared to its 52-week range of 77 to 400. Call put ratio 6.3 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 134; compared to its 52-week range of 61 to 266. Call put ratio 4.2 calls to 1 put.

Bloom Energy (BE) 30-day option implied volatility is at 91; compared to its 52-week range of 57 to 238. Call put ratio 4.8 calls to 1 put.

Option IV and volume movers

JOYY Inc. (YY) 30-day option implied volatility is at 111; compared to its 52-week range of 36 to 98. Call put ratio 1 call to 1.9 puts.

DISH Network (DISH) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 117. Option volume was active on 24K contracts.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 71; compared to its 52-week range of 60 to 237. Call put ratio 2.8 calls to 1 put with focus on November and December 30 calls and puts.

Straddle prices for stocks expected to report quarterly results this week

BJ’s Wholesale (BJ) November 45 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Canadian Solar (CSIQ) November 39 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Intuit (INTU) November 355 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Macys (M) November 9 straddle priced for a move of 11.5% into the expected release of quarter results today before the bell.

Netease (NTES) November 85.50 straddle priced for a move of 7% into the expected release of quarter results today.

Ross Stores (ROST) November 111 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) November 97.5 straddle priced for a move of 9% into the expected release of quarter results today.

Workday (WDAY) November 222.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

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 12% into the expected release of quarter results before the bell on November 20.

GSX Techedu (GSX) November 68 straddle priced for a move of 14% into the expected release of quarter results before the bell on November 20.

Options with decreasing option implied volatility: VRM MPLN TGTX CELH TLRY MRNA GPRO CRON VIPS
Increasing option volume: FTAI PAGP AHT ING CLNY MNKKC BKLN XXII FCEL KNDI ERJ
Increasing unusual call option volume: FTAI PAGP XXII CLNY CMI WPX SM FLEX YELP KNDI YELP EXPR PII
Increasing unusual put option volume: YY FCEL BKLN RIDE BX XPEV SKT GRPN
Increasing option volume: SNAP DKNG PFE SPCE CCL BX
Active options: TSLA NIO AAPL BA GE PLTR AAL SPCE F DKNG NKLA FCEL ZM PFE MSFT NVDA SNAP CCL AMD
Global S&P Futures recently down 0.2%, Nikkei down 0.3%, DAX down 0.9%, WTI Crude oil recently at $41.45, natural gas down 0.9 %, gold at $1861 an ounce