Pre-Market IV Report November 22, 2021

Pre-Market IV Report November 22, 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: ORCL GME CRM EWZ PROG ZM DLTR MTTR GGPI DRIP HOOD

Stocks expected to have increasing option volume: ZM A BBY ADI ADSK DKS SJM BURL HP MDT VMW DELL DE NIU

TSLA & AAPL IV flat as shares near record high

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 36 to 106.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 49. Call put ratio 3.2 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Agilent (A) December 165 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.
Jack in the Box (JACK) December 95 straddle priced for a move of +/- 10.5% into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) November 36 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Zoom Video (ZM) November weekly 250 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Abercrombie (ANF) November weekly 45 straddle priced for a move of +/- 12% into the expected release of quarter results on November 23.

American Eagle (AEO) November weekly 27 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 23.

Analog Devices (ADI) November weekly 190 straddle priced for a move of +/- 2.5% into the expected release of quarter results after the bell on November 23.

Autodesk (ADSK) November weekly 322 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on November 23.

Best Buy (BBY) November weekly 136 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on November 23.

Burlington Stores (BURL) November weekly 265 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 23.

Dell Technologies (DELL) December 55 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on November 23.

Dicks Sporting Goods (DKS) November weekly 139 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on November 23.

Dollar Tree (DLTR) November weekly 135 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on November 23.

Gap (GPS) November weekly 24 straddle priced for a move of +/- 12% into the expected release of quarter results on November 23.

HP (HPQ) November weekly 31 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on November 23.

J.M. Smucker (SJM) December 125 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on November 23.

Medtronic (MDT) November weekly 117 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on November 23.

Nordstrom (JWN) November weekly 33 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on November 23.

Pure Storage (PSTG) December 28 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on November 23.

VMware (VMW) November weekly 120 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on November 23.

XPeng (XPEV) November weekly 47 straddle priced for a move of +/- 11% into the expected release of quarter results on November 23.

Options with decreasing option implied volatility: PANW PSFE SNAP Z PTON OTLY WSM
Increasing unusual option volume: AUR BCTX ECH AVYA INVZ
Increasing unusual call option volume: AUR BCTX INVZ GFI EAT DGLY
Increasing unusual put option volume: FE PACB PVH DLO UWMC IMGN RSX
Popular stocks with increasing volume: LCID BABA PFE BA RIVN PYPL RBLX F MRNA BAC
Active options: AAPL TSLA LCID NVDA FB AMZN BABA MU AMD PFE BA RIVN AMC PYPL MSFT RBLX F MRNA BAC PROG
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.59, natural gas down 3%, gold at $1847 an ounce