Pre-Market IV Report November 25, 2020

Pre-Market IV Report November 25, 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: HYLN IDEX IVR RIG SBE PLTR FUBO RIDE XPEV PLTR BLNK FOSL NKLA FLR

Stocks expected to have increasing option volume: VMW DELL ADSK PSTG JWN ADI GPS DE ACB CGC CRON TLRY RIDE NKLA NIO TSLA

Tesla (TSLA) November weekly call option implied volatility is at 59, December is at 76; compared to its 52-week range of 34 to 153. Call put ratio 2.1 calls to 1 put.

NIO Inc. (NIO) November weekly call option implied volatility is at 103, December is at 127; compared to its 52-week range of 81 to 215. Call put ratio 1.9 calls to 1 put.

Niu Technologies (NIU) 30-day option implied volatility is at 101; compared to its 52-week range of 72 to 155. Call put ratio 7.7 calls to 1 put with focus on December calls.

Crypto theme stocks

Ideanomics (IDEX) December call option implied volatility is at 323, January is at 301; compared to its 52-week range of 108 to 387. Call put ratio 332 calls to 1 put with focus on December calls.

Riot Blockchain (RIOT) November weekly call option implied volatility is at 152, December is at 203; compared to its 52-week range of 88 to 275 calls. Call put ratio 4.3 calls to 1 put.

Marathon Patent Group (MARA) December call option implied volatility is at 221, January is at 227; compared to its 52-week range of 120 to 474 calls. Call put ratio 8.4 calls to 1 put.

Pareteum (TEUM) 30-day option implied volatility is at 203; compared to its 52-week range of 121 to 386 calls.

Social Reality (SRAX) 30-day option implied volatility is at 114; compared to its 52-week range of 95 to 217.

Overstock.com (OSTK) November weekly call option implied volatility is at 67, December is at 97; compared to its 52-week range of 67 to 214. Call put ratio 4.5 calls to 1 put.

Option implied volatility into digital online Holiday

PayPal (PYPL) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 90.

Visa (V) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 89.

MasterCard (MA) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 102.

Square (SQ) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 142.

FedEx (FDX) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 138.

UPS (UPS) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 77.

Amazon (AMZN) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 69.

Walmart (WMT) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 68.

Best Buy (BBY) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 107.

Options with decreasing option implied volatility: LYFT BAC RTX SNAP TWTR MESO BCLIINO LB WSM BJ DLTR DKS
Increasing option volume: IDEX HST ECPG SNDL AYRO XPEV UFS RKT SABR CLDR
Increasing unusual call option volume: IDEX HST UFS NVO AYRO XPEV CLNE
Increasing unusual put option volume: XPEV HST SBE IDEX BLNK FE MAC
Increasing option volume: CCL PLTR XOM NKLA
Active options: IDEX TSLA AAPL NIO PLTR AAL GE WFC F BAC BA ACB CCL XPEV AMD BABA XOM FB MSFT NKLA
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $45.52, natural gas down 2%, gold at $1810 an ounce