Pre-Market IV Report November 3, 2021

Pre-Market IV Report November 3, 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: CAR AMC PROG GGPI LYFT BKKT MCMJ OCGN GGPI SNDL LYFT UBER ATVI MDLZ

Stocks expected to have increasing option volume: BBBY ABNB CWH CLR ETSY FSR MAR QCOM SHAK ROKU SWKS ATVI AKAM MTCH COP CZR AMGN Z ZG BBBY UBER LYFT TCS TMUS MDLZ DVN CHK HLF CWH CVS CPRI WING EAT MAR AMC GME LYFT

FOMC policy meeting decision today. SPY, QQQ & RUT IV near low end of range

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 86; compared to its 52-week range of 57 to 303 into announcing a Kroger (KR) partnership. Call put ratio 12.7 calls to 1 put. BBBY shares up $10 to $26.75 in premarket.

Tesla (TSLA) November weekly call option implied volatility is at 77, November is at 74; compared to its 52-week range of 37 to 106. Call put ratio 1.3 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 226, December is at 131; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 3.6 puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 117; compared to its 52-week range of 95 to 726 into expected release of quarter results on November 8.

Gamestop (GME) 30-day option implied volatility is at 87; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December.

Ocugen (OCGN) November weekly call option implied volatility is at 510, November is at 316; compared to its 52-week range of 106 to 360 a final risk-benefit assessment of Covaxin. Call put ratio 3.1 calls to 1 put.

Bakkt Holdings, Inc. (BKKT) 30-day option implied volatility is at 240; compared to its 52-week range 10 to 259.

Straddle prices for stocks expected to report this week

Qualcomm (QCOM) November weekly 135 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Roku (ROKU) November weekly 315 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Shack Shake (SHAK) November weekly 71 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Uber (UBER) November weekly 43 straddle priced for a move of +/- 9.5% into the expected release of quarter results after the bell on November 4.

Options with decreasing option implied volatility: SNAP INTC CRTX IBM
Increasing unusual option volume: BBBY CAR LYFT CHGG IAA MARK LOTZ TWNK INCY BKKT
Increasing unusual call option volume: BBBY CHGG IAA MARK CRTX INCY LOTZ
Increasing unusual put option volume: SKT CHGG CAR WE COOP ZG PLNT
Popular stocks with increasing volume: PFE LCID PLTR BABA SNAP UBER
Active options: TSLA AAPL F PFE AMD NVDA FB AMC LCID MSFT NIO PLTR BABA SNAP OCGN MARA UBER FCEL RIOT PLUG
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.58, natural gas mixed, gold at $1780 an ounce