Pre-Market IV Report November 5, 2020

Pre-Market IV Report November 5, 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: KODK IQ MYL ZNGA CSCO XPEV PDD RIDE SNOW JMIA KNDI XPEV MRVL PTON SPCE QCOM GM UBER

Stocks expected to have increasing option volume: QQQ SPY QCOM BABA GOOS CPRI NET UBER LYFT GM PZZA BMY ZTS BIIB UNH MTCH ZNGA UNH MTCH EXPE

iShares China Large-Cap (FXI) option implied volatility at lower end of range, share price near three year high

iShares China Large-Cap (FXI) November weekly call option implied volatility is at 28, November at 21; compared to its 52-week range of 15 to 65 as shares near three-year high.

Alibaba (BABA) November weekly call option implied volatility is at 67, November is at 45; compared to its 52-week range of 22 to 63 into expected to release quarter results.

Apple (AAPL) November weekly call option implied volatility is at 44, November is at 39; compared to its 52-week range of 18 to 90 into November 10 event..

Microsoft (MSFT) October weekly call option implied volatility is at 31, November is at 32; compared to its 52-week range of 15 to 90 into two new Xbox models roll out on November 10.

Sony Corp (SNE) November weekly call option implied volatility is at 24, November is at 25; compared to its 52-week range of 19 to 71 into next –generation PlayStation 5 (PS5) console rollout on November 12.

Amazon (AMZN) November weekly call option implied volatility is at 43, November is at 41; compared to its 52-week range of 17 to 69.

Alphabet (GOOG) November weekly call option implied volatility is at 39, November is at 31; compared to its 52-week range of 14 to 75.

Facebook (FB) November weekly call option implied volatility is at 51, November is at 43; compared to its 52-week range of 21 to 82.

AMD (AMD) November weekly call option implied volatility is at 54, November is at 51; compared to its 52-week range of 36 to 117.

Netflix (NFLX) November weekly call option implied volatility is at 43, November is at 42; compared to its 52-week range of 27 to 99.

Tesla (TSLA) November weekly call option implied volatility is at 62, November is at 59; compared to its 52-week range of 34 to 153.

NIO Inc. (NIO) November weekly call option implied volatility is at 119, November is at 120; compared to its 52-week range of 77 to 221 after sharp rally.

Kandi Technologies Group (KNDI) November call option implied
volatility is at 147, December is at 122; compared to its 52-week range of 47 to 354 after sharp rally.

PayPal (PYPL) November weekly call option implied volatility is at 55, November is at 45; compared to its 52-week range of 20 to 90.

Shopify (SHOP) November weekly call option implied volatility is at 50, November is at 48`; compared to its 52-week range of 40 to 124.

Twitter (TWTR) November weekly call option implied volatility is at 77, November is at 67; compared to its 52-week range of 27 to 126.

Straddle prices for stocks expected to report quarterly results this week

Peloton (PTON) November weekly 112 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Roku (ROKU) November weekly 202.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Square (SQ) November weekly 170 straddle priced for a move of 8% into the expected release of quarter results today after the bell

Take-Two (TTWO) November weekly 165 straddle priced for a move of 7% into the expected release of quarter results today

Virgin Galactic (SPCE) November weekly 18 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Yeti (YETI) November weekly 49 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

GoPro (GPRO) November weekly 6 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Groupon (GRPN) November weekly 21.50 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Uber (UBER) November weekly 36 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Alibaba (BABA) November weekly 295 straddle priced for a move of 4.5%

General Motors (GM) November weekly 35.50 straddle priced for a move of 5%

T-Mobile (TMUS) November weekly 116 straddle priced for a move of 4.5%

Regeneron (REGN) November weekly 587 straddle priced for a move of 6.5%

Bristol Meyers Squibb (BMY) November weekly 65 straddle priced for a move of 5%

Electronic Arts (EA) November weekly 125 straddle priced for a move of 5%

Canadian Goose (GOOS) November weekly 33 straddle priced for a move of 15%

Caesars Entertainment (CZR) November weekly 52 straddle priced for a move of 12%

Capri Holdings (CPRI) November weekly 23 straddle priced for a move of 13%

Dish Network (DISH) November weekly 26.50 straddle priced for a move of 10%

IAC/Interactive (IAC) November weekly 130 straddle priced for a move of 11%

Live Nation (LYV) November weekly 55 straddle priced for a move of 11%

Monster Beverage (MNST) November weekly 82.50 straddle priced for a move of 7%

Zoetis (ZTS) November weekly 175 straddle priced for a move of 5.5% into the expected release of quarter results on November 5.

EOG Resources (EOG) November weekly 36 straddle priced for a move of 8% into the expected release of quarter results on November 6.

CVS Health (CVS) November weekly 60 straddle priced for a move of 4% into the expected release of quarter results on November 6.

Hershey (HSY) November weekly 144 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 6.

Viacom (VIAC) November weekly 30 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 6.

Options with decreasing option implied volatility: FSLY BIIB TWTR TIF DNKN CRON TECS UVXY TECS VIX PINS
Stocks expected to have increasing option volume: QQQ SPY QCOM BABA GOOS CPRI NET UBER LYFT GM PZZA BMY ZTS BIIB UNH MTCH ZNGA UNH
Increasing option volume: WMGI HST UFS BKLN TSEM LGFA VAPO MXEF CIT RSX
Increasing unusual call option volume: RSX CIT LGFA XPEV URBN SAIL RIDE CYH ELY
Increasing unusual put option volume: WMGI BKLN RSX MTCH ZNGA ELAN XME KKR BIIB WEN
Increasing option volume: UBER LYFT UNH AAL DKNG JD AMGN
Active options: NIO AAPL TSLA FB UBER AMD BABA MSFT AMZN BAC LYFT GE WFC PFE F SNAP AAL DKNG INTC JD
Global S&P Futures recently up 0.3% in premarket, Nikkei up 1.4%, DAX up 1% WTI Crude oil recently at $38.86, natural gas mixed, gold at $1918 an ounce