Pre-Market IV Report November 2, 2021

Pre-Market IV Report November 2, 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: BKKT MCMJ OCGN GGPI SNDL SEAH BKKT GGPI GREE PROG GREE ATY CPS

Stocks expected to have increasing option volume: TSLA LCID FSR GM F ATVI TMUS AMGN MRNA COP SPG CHGG DE

Tesla FSR LCID options active as shares trend higher into Rivian

Tesla (TSLA) November weekly call option implied volatility is at 83, November is at 70; compared to its 52-week range of 37 to 106. Call put ratio 1.7 calls to 1 put.

Lucid Group (LCID) November weekly call option implied volatility is at 165, November is at 128; compared to its 52-week range of 69 to 288. Call put ratio 2.3 calls to 1 put.

Fisker (FSR) November weekly call option implied volatility is at 152, November is at 114; compared to its 52-week range of 65 to 165. Call put ratio 5.3 calls to 1 put.

Gereral Motors (GM) 30-day option implied volatility is at 31; compared to its 52-week range of 29 to 66. Call put ratio 4.3 calls to 1 put.

Ford (F) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 76. Call put ratio 4.1 calls to 1 put.

Stellantis (STLA) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 81.

Li Auto Inc. (LI) 30-day option implied volatility is at 60; compared to its 52-week range of 51 to 174.

XPeng Inc. (XPEV) 30-day option implied volatility is at 65; compared to its 52-week range of 54 to 182. Call put ratio 7.7 calls to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 84; compared to its 52-week range of 62 to 210.
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QuantumScape (QS) 30-day option implied volatility is at 87; compared to its 52-week range of 64 to 232.

Ferrari (RACE) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 40.

Straddle prices for stocks expected to report quarterly results this week

Lyft (LYFT) November weekly 46 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 2.

ABNB (ABNB) November weekly 175 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on November 3.

Camping World (CWH) November weekly 38 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on November 3.

Continental Resource (CLR) November weekly 50 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on November 3.

Discovery (DISCA) November 25 straddle priced for a move of +/- 8% into the expected release of quarter results on November 3.

Etsy (ETSY) November weekly 242 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 3.

Fisker (FSR) November weekly 17.50 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on November 3.

Hyatt (H) November 85 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 3.

Kellogg (K) November 62.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 3.

Illumina (ILMN) November weekly 415 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 3.

Marriott (MAR) November weekly 160 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on November 3.

Papa Johns (PZZA) November weekly 125 straddle priced for a move of +/- 6% into the expected release of quarter results on November 3.

Qualcomm (QCOM) November weekly 135 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on November 3.

Roku (ROKU) November weekly 317 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 3.

Shack Shake (SHAK) November weekly 74 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on November 3.

Skyworks (SWKS) November weekly 170 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 3.

Wayfair (W) November weekly 252 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on November 3.

Yelp (YELP) November weekly 40 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 3.

WW (WW) in November weekly 8 straddle priced for a move of +/- 14% the expected release of quarter results after the bell on November 3.

Alibaba (BABA) November weekly 170 straddle priced for a move of +/- 5% into the expected release of quarter results

Uber (UBER) November weekly 44 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 4.

Options with decreasing option implied volatility: SNAP INTC LMT CRTX IBM
Increasing unusual option volume: NXTD OMI BKKT ACM RACE
Increasing unusual call option volume: NXTD FPAC ACM BKKT DCRC IMMR SLGG
Increasing unusual put option volume: BKKT CMPS RACE ELY COUR COOP
Popular stocks with increasing volume: LCID SOFI FCEL PFE AAL PLUG SNAP
Active options: TSLA AAPL F FB LCID AMC SOFI AMD PLTR NVDA NIO MSFT FCEL PFE AAL AMZN PLUG BKKT SNAP BABA
Global S&P Futures mixed to lower, Nikkei up 2.6%, DAX mixed, WTI Crude oil recently at $84, natural gas mixed, gold at $1793 an ounce