Pre-Market IV Report November 24, 2020

Pre-Market IV Report November 24, 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: BLNK SBE RIOT FCEL XPEV CPSR GPRO RSX MOBL LI JMIA AYRO IDEX RIDE HLYN RIG GME IDEX AYRO PLTR SBE FUBO

Stocks expected to have increasing option volume: BLNK RIDE NKLA KNDI TSLA NIO LI SOLO WKHS BE FCEL BLDP PLUG BBY DG DLTR MDT VMW DELL ADI GPS DE A AMBA URBN WMG HPQ PSTG

Option implied volatility low into a digital online Holiday

Amazon (AMZN) November weekly call option implied volatility is at 25, December is at 31; compared to its 52-week range of 17 to 69 into a digital online Holiday.

Walmart (WMT) November weekly call option implied volatility is at 18, December is at 20; compared to its 52-week range of 13 to 68.

Apple (AAPL) November weekly call option implied volatility is at 29, December is at 31; compared to its 52-week range of 19 to 90.

Target (TGT) November weekly call option implied volatility is at 22, December is at 26; compared to its 52-week range of 19 to 91.

Home Depot (HD) November weekly call option implied volatility is at 17, December is at 22; compared to its 52-week range of 15 to 114.

Gap, Inc. (GPS) November weekly call option implied volatility is at 102, December is at 66; compared to its 52-week range of 32 to 132 into the release of quarter results today and a digital online Holiday.

Costco (COST) November weekly call option implied volatility is at 15, December is at 24; compared to its 52-week range of 13 to 75.

Shopify (SHOP) November weekly call option implied volatility is at 37, December is at 46; compared to its 52-week range of 40 to 124.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 20, December is at 24; compared to its 52-week range of 13 to 111 into Biden to nominate Janet Yellen to become Treasury Secretary.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 125.

Straddle prices for stocks expected to report quarterly results this week

American Eagle (AEO) November weekly 18 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Abercrombie & Fitch (ANF) November weekly 22.50 straddle priced for a move of 13% into the expected release of quarter results today.

Gap Stores (GPS) November weekly 26 straddle priced for a move of 8% into the expected release of quarter results today.

Analog Devices (ADI) November weekly 137 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Autodesk (ADSK) November weekly 257.5 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Best Buy (BBY) November weekly 122 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

Dollar Tree (DLTR) November weekly 97.50 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell.

Burlington Stores (BURL) November weekly 230 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell.

Dell (DELL) December 70 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

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

HP Inc (HPQ) November weekly 21 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

J.M. Smucker (SJM) December 115 straddle priced for a move of 6% into the expected release of quarter results today.

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 23 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 24.

Pure Storage (PSTG) December 20 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 24.

VMware (VMW) November weekly 149 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 24.

Deere (DE) November weekly 260 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: CCL MESO CEMI ENDP FL KSS IQ LB WSM TGT CCL RTX SNAP BAC TWTR
Increasing option volume: BGCP AYRO XPEV NIO SBE LX CLNE IDEX PLAN DIS OSTK DBX
Increasing unusual call option volume: AYRO NIU SBE XPEV UXIN GMHI IWN
Increasing unusual put option volume: SKT XPEV BLNK ELAN MAC
Increasing option volume: PLTR SNAP M FCEL OXY SQ
Active options: AAPL NIO TSLA GE PLTR AMD SNAP AAL BA F XPEV BABA MSFT PLUG AMZN M FB FCEL OXY SQ
Global S&P Futures recently up 0.2%, Nikkei up 2.1%, DAX up 0.6%, WTI Crude oil recently at $43.37, natural gas mixed, gold at $1825 an ounce