Pre-Market IV Report November 23, 2020

Pre-Market IV Report November 23, 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: RIOT BLNK COTY FCEL BIIB KXIN AYRO BLNK SOL TLRY IDEX HYLN MARA GME SOLO SBE PLTR RIDE

Stocks expected to have increasing option volume: AZN REGN GDX BBY DG DLTR MDT VMW DELL

Option volume increases for companies that have promoted themselves with crypto themes

Overstock.com (OSTK) November weekly call option implied volatility is at 75, December is at 95; compared to its 52-week range of 67 to 214. Call put ratio 4.1 calls to 1 put.

Marathon Patent Group (MARA) December call option implied volatility is at 256, January is at 252; compared to its 52-week range of 120 to 474. Call put ratio 21 calls to 1 put.

Riot Blockchain (RIOT) November weekly call option implied volatility is at 199, December is at 207; compared to its 52-week range of 88 to 275. Call put ratio 7 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 262; compared to its 52-week range of 108 to 387. Call put ratio 16 calls to 1 put.

Pareteum (TEUM) 30-day option implied volatility is at 200; compared to its 52-week range of 120 to 386.

Social Reality (SRAX) 30-day option implied volatility is at 97; compared to its 52-week range of 96 to 216.

Gambling Entertainment shares prices up as IV pulls back

Las Vegas Sands (LVS) November weekly call option implied volatility is at 34, December is at 42; compared to its 52-week range of 22 to 180.

MGM Resorts (MGM) November weekly call option implied volatility is at 45, December is at 56; compared to its 52-week range of 20 to 337.

Wynn Resorts (WYNN) November weekly call option implied volatility is at 43, December is at 56; compared to its 52-week range of 31 to 216.

Straddle prices for stocks expected to report quarterly results this 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 77 straddle priced for a move of 10% into the expected release of quarter results on November 23.

Urban Outfitters (URBN) November weekly 30 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 23.

Warner Music (WMG) December 29 straddle priced for a move of 10% 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 21 straddle priced for a move of 14% into the expected release of quarter results on November 24.

Analog Devices (ADI) November weekly 135 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 119 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 24.

Dollar Tree (DLTR) November weekly 95 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 6% into the expected release of quarter results after the bell on November 24.

J.M. Smucker (SJM) December 115 straddle priced for a move of 6.5% into the expected release of quarter results on November 24.

Medtronic (MDT) November weekly 110 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) December 20 straddle priced for a move of 17% into the expected release of quarter results after the bell on November 24.

VMware (VMW) November weekly 148 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on November 24.

Deere (DE) November weekly 260 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 25.

Options with decreasing option implied volatility: MESO ENDP NIO CODX MRNA MPLN SDC SE RKT BAC SNAP SPG VLO TWTR
Increasing option volume: AYRO BGCP SOLO GMHI XPEV KNDI NIU
Increasing call option volume: AYRO BGCP GMHI XPEV SOLO SBE WSM HLF YELP HLF
Increasing unusual put option volume: SOLO XPEV BLNK KNDI IVR APPN FE BEKE EOLS MAC FCEL XHB YY WDAY SONO SWN KSU
Increasing option volume: PLTR CCL ZM WKHS
Active options: NIO TSLA AAPL BABA GE SNAP ZM AMD SOLO XPEV UBER ZM WKHS PLTR PFE SNAP FB AMZN BA MSFT SQ AAL NFLX CCL
Global S&P Futures recently up 0.3%, Nikkei down 0.4%, DAX up 1%, WTI Crude oil recently at $43.04, natural gas up 1.8%, gold at $1837 an ounce