Pre-Market IV Report November 24, 2021

Pre-Market IV Report November 24, 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: CRM ORCL UVXY SPY VXX EWZ INVZ GPS ASTR IONQ HOOD GPS JWN DE BLMN

Stocks expected to have increasing option volume: DELL VMW DE JWN GPS ADSK PLAN

Movers

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 36 to 106.

AMC Entertainment (AMC) 30-day option implied volatility is at 117; compared to its 52-week range of 95 to 726.

GameStop (GME) 30-day option implied volatility is at 110; compared to its 52-week range of 69 to 553. Call put ratio 3 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 43.

ARK Innovation (ARKK) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 4 puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 67.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 60.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 55. Call put ratio 1 call to 5.3 puts.

Straddle prices for stocks expected to report quarterly results

Deere (DE) November weekly 350 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 24.

IV into events

Krystal Biotech (KRYS) 30-day option implied volatility is at 335; compared to its 52-week range of 45 to 350 into topline data expected from the pivotal GEM-3 trial evaluating B-VEC.

BeyondSpring (BYSI) 30-day option implied volatility is at 303; compared to its 52-week range of 73 to 303 into the FDA has a Prescription Drug User Fee Act target action date set for the plinabulin NDA of November 30. Call put ratio 1 call to 1.7 puts.

Dropbox (DBX) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 93. Call put ratio 4.9 calls to put into investor event on December 2.

Options with decreasing option implied volatility: PBR PTON BKKT PSFE DWAC
Increasing unusual option volume: DBX TUR ESI AUR TXRH VG
Increasing unusual call option volume: TXRH AUR OLO COMM HTA SJM
Increasing unusual put option volume: PAGS ARKF EWW KBH OPEN BG
Popular stocks with increasing volume: DIS SOFI PYPL LCID ZM
Active options: AAPL TLSA NVDA AMD F NIO LCID ZM AMC FB MSFT PLTR AMZN MU BAC XPEV BABA DIS PYPL SOFI