Pre-Market IV Report November 20, 2020

Pre-Market IV Report November 20, 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 RIOT SOLO KNDI KCAC COTY CRSR RAD TSLA WDAY BIIB BLNK MARA HYLN GME SBE VTRS PLTR RIOT

Stocks expected to have increasing option volume: FEYE WDAY GILD SAP CRM INTU MCFE WSM ROST FL

Option implied volatility for ROKU, TSLA and GM as share price near record high

Roku (ROKU) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 130 as shares at record high.

Tesla (TSLA) 30-day option implied volatility is at 77; compared to its 52-week range of 34 to 154 as shares near record high.

General Motors (GM) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 187 after announces aims to launch 30 new models by 2025.

Lordstown Motors (RIDE) 30-day option implied volatility is at 134; compared to its 26-week range of 114 to 175 amid wide price movement as shares near high end of range.

FireEye (FEYE) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 149 into announces $400M investment led by Blackstone. Call put ratio 10.6 calls to 1 put with focus on December 15 calls.

Snowflake (SNOW) 30-day option implied volatility is at 77; compared to its 26-week range of 44 to 100.

Straddle prices for stocks expected to report quarterly results next week

Agilent (A) December 110 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 23.

Ambarella (AMBA) November weekly straddle priced for a move of 7% into the expected release of quarter results on November 23.

Urban Outfitters (URBN) November weekly 65 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 23.

Warner Music (WMG) December 29 straddle priced for a move of 11% into the expected release of quarter results on November 23.

American Eagle (AEO) November weekly 17 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 24.

Abercrombie & Fitch (ANF) November weekly 20.50 straddle priced for a move of 14% into the expected release of quarter results on November 24.

Analog Devices (ADI) November weekly 136 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 24.

Autodesk (ADSK) November weekly 255 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on November 24.

Best Buy (BBY) November weekly 118 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on November 24.

Dollar Tree (DLTR) November weekly 94.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 24.

Burlington Stores (BURL) November weekly 232.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 24.

Dell (DELL) December 67.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 24.

Hormel (HRL) November weekly 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 24.

HP Inc (HPQ) November weekly 20.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 24.

J.M. Smucker (SJM) December straddle priced for a move of 6.5% into the expected release of quarter results on November 24.

Medtronic (MDT) November weekly 111 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 24.

Nordstrom (JWN) November weekly 21 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 24.

Pure Storage (PSTG) November weekly straddle priced for a move of 17% into the expected release of quarter results after the bell on November 24.

VMware (VMW) December straddle priced for a move of 9% into the expected release of quarter results after the bell on November 24.

Deere (DE) November weekly 255 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 25.

Options with decreasing option implied volatility: CRON LI FTCH MPLN XPEV MRNA VIPS KSS BJ LYFT SPG SNAP TWTR
Increasing option volume: EWU AYRO LPX CS FUV SONO WSM WPX SOLO YY COTY
Increasing unusual call option volume: AYRO LPX TIGR FUV WSM SONO WPX CS FEYE COTY
Increasing unusual put option volume: YY ELAN SOLO FCEL DHT KNDI SONO XPEV WSM FIZZ
Increasing option volume: FCEL PLTR ZM SQ SNAP
Active options: TSLA AAPL NIO AMD BABA BA NVDA SNAP GE MSFT BAC FCEL PLTR ZM ROKU AMZN PFE SQ M DKNG
Global S&P Futures recently mixed to lower, Nikkei down 0.4%, DAX mixed, WTI Crude oil recently at $41.69, natural gas up 1.2%, gold at $1866 an ounce