Pre-Market IV Report November 29, 2021

Pre-Market IV Report November 29, 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: RLX ORCL CRM SPY EWZ JWN PTON BKKT DWAC NLY UVXY NRXP DWAC AAL LUV DAL UAL

Stocks expected to have increasing option volume: SPY QQQ RUT IWM CRM KR CRWD SNOW SPLK

United States Oil Fund (USO) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 59 amid Omicron Variant and into OPEC+ meeting.

Airliner option IV bid amid Omicron Variant

American Airlines (AAL) 30-day option implied volatility is at 61; compared to its 52-week range of reports of 39 to 117.

Delta Air Lines (DAL) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 61.

Southwest Airlines (LUV) 30-day option implied volatility is at 45; compared to its 52-week range of reports of 28 to 55.

United Airlines (UAL) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 71.

Boeing (BA) 30-day option implied volatility is at 45; compared to its 52-week range of reports of 29 to 55.

Lyft (LYFT) 30-day option implied volatility is at 57; compared to its 52-week range of 41 to 78.

Uber (UBER) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 72.

Carnival Corp. (CCL) 30-day option implied volatility is at 70; compared to its 52-week range of 41 to 91.

Royal Caribbean (RCL) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 78.

Norwegian Cruise Line (NCLH) option implied volatility is at 79; compared to its 52-week range of 45 to 108.

China gambling resort option IV into Suncity Group trading suspended according to WSJ

Melco Resorts (MLCO) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 78 into Suncity Group trading suspended, according to WSJ. Call put ratio 1.1 calls to 1 put as shares near 10-year low.

Las Vegas Sands (LVS) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 61.

Wynn Resorts (WYNN) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 72.

MGM Resorts (MGM) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 69.

Caesars (CZR) 30-day option implied volatility is at 61; compared to its 52-week range of 41 into 82.

Penn National (PENN) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 99.

DraftKings (DKNG) 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 91.

Straddle prices for stocks expected to report quarterly results

Ambarella (AMBA) December weekly 170 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on November 30.

Box (BOX) December 24 straddle priced for a move of +/- 10.5% into the expected release of quarter results after the bell on November 30.

Hewlett Packard (HPE) December weekly 14.5 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on November 30.

NetApp (NTAP) December weekly 88 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 30.

Salesforce (CRM) December weekly 285 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on November 30.

Zscaler (ZS) December weekly 335 straddle priced for a move of +/- 12.5% into the expected release of quarter results after the bell on November 30.

Options with decreasing option implied volatility: FTCV RIVN PANW EWZ USO RLX HTZ
Options with increasing option implied volatility: RLX ORCL CRM SPY EWZ JWN PTON BKKT DWAC NLY UVXY NRXP DWAC
Stocks expected to have increasing option volume: SPY QQQ RUT IWM CRM KR CRWD SNOW SPLK
Increasing unusual option volume: MDY CBOE JNK CSGP YELP
Increasing unusual call option volume: CBOE PXD YNDX AER APT EWG
Increasing unusual put option volume: MDY INDA JNK EWT VNQ
Popular stocks with increasing volume: AAL UAL MRNA ZM DIS
Active options: AAPL TSLA PFE MRNA NVDA AAL CCL AMD BAC AMZN BA ZM LCID FB MSFT F AMC NIO UAL
Global S&P Futures mixed to higher, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $71.39, natural gas up down 6.9%, gold at $1796 an ounce