Pre-Market IV Report November 19, 2021

Pre-Market IV Report November 19, 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: CRM CEI DLTR PROG EWZ MTTR SNDL VXRT GPRO FDX KIDS

Stocks expected to have increasing option volume: FTCH ROST PANW WDAY AMAT WSM FL NVDA ZS SOFI

Option IV for stocks near record high

Apple (APPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 49. Call put ratio 4.3 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 105 as shares near record high.

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 (NVDA) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 62 as shares near record high.

Rent a vehicle Option IV

Avis Budget Group (CAR) 30-day option implied volatility is at 95; compared to its 52-week range of 49 to 187.

Hertz Global (HTZ) 30-day option implied volatility is at 95.

Option implied volatility for Cruise Stocks as shares pull back

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 78.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 91.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 53; compared to its 52-week range of 45 to 108.

Straddle prices for stocks expected to report quarterly results

Agilent (A) December 165 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 22. Call put ratio 2.7 calls to 1 put.

Jack in the Box (JACK) December 100 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on November 22. Call put ratio 4 calls to 1 put.

Niu Technologies (NIU) December 22.50 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on November 22. Call put ratio 2.3 calls to 1 put.

Zoom Video (ZM) November weekly 255 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 22. Call put ratio 1 call to 1 put.

Agilent (A) into the expected release of quarter results after the bell on November 22.

Jack in the Box (JBX) into the expected release of quarter results after the bell on November 22.

Niu Technologies (NIU) into the expected release of quarter results before the bell on November 22.

Zoom Video (ZM) into the expected release of quarter results after the bell on November 22.

Krystal Biotech (KRYS) 30-day option implied volatility is at 315; compared to its 52-week range of 45 to 325 into topline data expected from the pivotal GEM-3 trial evaluating B-VEC.

BeyondSpring (BYSI) 30-day option implied volatility is at 280; 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.

Lennar Corp. (LEN) call put ratio 7.6 calls to 1 put with focus on December 115 and 120 calls

Options with decreasing option implied volatility: SNAP TTD PTON Z SFT BKKT RIDE OTLY
Increasing unusual option volume: ECH MDY AUR
Increasing unusual call option volume: DISCK DS SPI NTR LEN
Increasing unusual put option volume: MDY INDA XP GGPI PSTH
Popular stocks with increasing volume: RBLX RIVN AMC CSCO M PFE PYPL BA JD BABA
Active options: AAPL NVDA TSLA LCID AMD F BABA AMZN PLTR RBLX FB RIVN AMC CSCO M PFE NIO MSFT PYPL BA
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.86, natural gas up 1%, gold at $1857 an ounce