Pre-Market IV Report November 23, 2021

Pre-Market IV Report November 23, 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 EWZ HTZ MTTR PROG HTZ HOOD UVXY VXX ZM BBY AEO ANF BURL DE URBN

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

Stocks with highest average trading volume

Tesla (TSLA) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 106. Call put ratio 1.7 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 49. Call put ratio 2.7 calls to 1 put.

Ford (F) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 76. Call put ratio 4 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 65. Call put ratio 2.4 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 63. Call put ratio 1.7 calls to 1 put.

Meta Platforms (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 51. Call put ratio 3.7 calls to put.

AMC Entertainment (AMC) 30-day option implied volatility is at 116; compared to its 52-week range of 95 to 725. Call put ratio 3.4 calls to 1 put.

Pfizer (PFE) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 61. Call put ratio 3.2 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 47.

Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 35.

Straddle prices for stocks expected to report quarterly results

Abercrombie (ANF) November weekly 47 straddle priced for a move of +/- 12.5% into the expected release of quarter results today.

American Eagle (AEO) November weekly 27.5 straddle priced for a move of +/- 11.5% into the expected release of quarter results today.

Analog Devices (ADI) November weekly 190 straddle priced for a move of +/- 3% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Best Buy (BBY) November weekly 138 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

Burlington Stores (BURL) November weekly 262.5 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Dell Technologies (DELL) December 55 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Dicks Sporting Goods (DKS) November weekly 140 straddle priced for a move of +/- 13% into the expected release of quarter results today before the bell.

Dollar Tree (DLTR) November weekly 133 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell.

Gap (GPS) November weekly 24 straddle priced for a move of +/- 13% into the expected release of quarter results today.

HP (HPQ) November weekly 32 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on November 23.

Nordstrom (JWN) November weekly 32 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Pure Storage (PSTG) December 27 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

VMware (VMW) November weekly 118 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Deere (DE) November weekly 350 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on November 24.

Options with decreasing option implied volatility: TTD SNAP PTON PSFE BKKT
Increasing unusual option volume: VG JNK MPLN AUR RSX
Increasing unusual call option volume: VG MPLN AUR NBEV
Increasing unusual put option volume: RSX MQ JNK BLDP AFL CL OPEN
Popular stocks with increasing volume: PLTR PYPL RBLX TSM BABA RIVN SNAP PFE
Active options: AAPL TLSA NVDA F AMD LCID NIO FB PLTR AMC MSFT PYPL AMZN MU RBLX TSM BABA RIVN SNAP PFE
Global S&P Futures mixed, Nikkei mixed, DAX down 1.3%, WTI Crude oil recently at $75.89, natural gas up 3%, gold at $1804 an ounce