Pre-Market IV Report November 4, 2021

Pre-Market IV Report November 4, 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: ZNGA NKLA MCMJ SNDL GGPI PBR BKKT BITF ZNGA HUT GME

Stocks expected to have increasing option volume: ROKU ILMN SWKS DKNG UBER SQ QCOM SHAK PZZA NKLA FSLY SPWR CAKE ETSY BKNG EA KD SPWR FSR QRVO SKLZ DE PENN

Stocks with option IV movement and volume

Tesla (TSLA) November weekly call option implied volatility is at 73, November is at 74; compared to its 52-week range of 37 to 106. Call put ratio 1.2 calls to 1 put as shares trade above $1210.

Avis Budget Group (CAR) November call option implied volatility is at 155, December is at 133; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 2.3 puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 145, November is at 133; compared to its 52-week range of 95 to 726 into expected release of quarter results on November 8. Call put ratio 3.4 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 147, November is at 110; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December. Call put ratio 4.1 calls to 1 put.

Bed Bath & Beyond (BBBY) November weekly call option implied volatility is at 160, November is at 110; compared to its 52-week range of 57 to 303. Call put ratio 2.8 calls to 1 put.

Ocugen (OCGN) November weekly call option implied volatility is at 350, November is at 260; compared to its 52-week range of 106 to 360. Call put ratio 2.9 calls to 1 put.

Bakkt Holdings, Inc. (BKKT) 30-day option implied volatility is at 233; compared to its 52-week range 10 to 259.

Straddle prices for stocks expected to report quarterly results this week.

Uber (UBER) November weekly 46 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Moderna (MRNA) November weekly 345 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

Airbnb (ABNB) November weekly 172 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Draftkings (DKNG) November weekly 47 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on November 5.

Options with decreasing option implied volatility: TWLO INTC IBM SNAP CHGG
Increasing unusual option volume: FE ADT RRD AER ZG CHGG
Increasing unusual call option volume: FE ADT RRD CHGG ICPT BLMN SUN IAA DNMR OCGN
Increasing unusual put option volume: CWEB ZG TUP Z OPK BBBY OCGN
Popular stocks with increasing volume: PFE GME BB UBER AAL HOOD BBBY
Active options: TSLA AMC PFE AAPL F AMD Z BBBY LCID NVDA GME BB OCGN UBER FB AMZN PLTR AAL HOOD INTC
Global S&P Futures mixed, Nikkei up 0.9%, DAX mixed, WTI Crude oil recently at $80.69, natural gas mixed, gold at $1774 an ounce