Pre-Market IV Report November 6, 2020

Pre-Market IV Report November 6, 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: JMIA IQ MYL MRNA CSCO DBX XPEV RIDE PDD SNOW KNDI CIEN

Stocks expected to have increasing option volume: UBER SPCE PTON ROKU YELP GPRO TMUS PLNT IAC NET BMY ZTS BIIB MTCH GPRO DBX MNST SQ WYNN

General Motors (GM) 30-day option implied volatility is at 44; compared to its 52-week range of 65 to 272 into November 19 event.

Natural Gas stocks option implied volatility flat as natural gas prices increase

Range Resources (RRC) 30-day option implied volatility is at 82; compared to its 52-week range of 48 to 185 as natural gas prices increase.

CNX Resources (CNX) 30-day option implied volatility is at 69; compared to its 52-week range of 48 to 185.

Cabot Oil & Gas (COG) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 114.

Continental (CLR) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 253.

Halliburton (HAL) 30-day option implied volatility is at 62; compared to its 52-week range of 30 to 224.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 55; compared to its 52-week range of 27 to 174.

Straddle prices into quarter results expected to be released next week

Aurora Cannabis (ACB) November weekly 6.5 straddle priced for a move of 31% into the expected release of quarter on November 9.

Canopy Growth (CGC) November weekly straddle priced for a move of 15% into the expected release of quarter on November 9.

Kandi Technologies (KNDI) November10 straddle priced for a move of 22% into the expected release of quarter on November 9.

Nautilus (NLS) November 30 straddle priced for a move of 20% into the expected release of quarter on after the bell on November 9.

Nikola (NKLA) November weekly 20 straddle priced for a move of 17% into the expected release of quarter on after the bell on November 9.

Occidental Petroleum (OXY) November weekly 10 straddle priced for a move of 10% into the expected release of quarter on after the bell on November 9.

Simon Property (SPG) November weekly straddle priced for a move of % into the expected release of quarter on after the bell on November 9.

Taubman (TCO) November 65 straddle priced for a move of 10% into the expected release of quarter on after the bell on November 9.

Tilray (TLRY) November weekly 8 straddle priced for a move of 31% into the expected release of quarter on after the bell on November 9.

Workhorse (WKHS) November weekly 18 straddle priced for a move of 18% into the expected release of quarter on November 9.

Advanced Auto Parts (AAP) November 155 straddle priced for a move of 8% into the expected release of quarter on after the bell on November 10.

Lyft (LYFT) November weekly 29 straddle priced for a move of 13% into the expected release of quarter on after the bell on November 10.

Rocket Cos (RKT) November weekly 21 straddle priced for a move of 13% into the expected release of quarter on after the bell on November 10.

Rockwell Automation (ROK) November 250 straddle priced for a move of 7% into the expected release of quarter on before the bell on November 10.

Options with decreasing option implied volatility: PINS IBM BIIB SNAP FSLY TWTR FROG
Increasing option volume: ANGI WMGI IWN CRK DBD XPEV YELP COMM
Increasing unusual call option volume: CRK IWN ANGI QEP BX MTDR YELP IAC
Increasing unusual put option volume: ANGI MFA WMGI UPWK CXO CORT MPLN BIIB SPWR
Increasing option volume: PTON SPCE UBER DKNG ZNGA GM
Active options: AAPL NIO TSLA BABA FB MSFT BAC AMZN UBER AMD QCOM TLRY ACB WFC DKNG AAL ZNGA GE GM C
Global S&P Futures recently down 0.3% in premarket, Nikkei up 1%, DAX down 1% WTI Crude oil recently at $38.09, natural gas mixed, gold at $1945 an ounce