Pre-Market IV Report November 7, 2023

Pre-Market IV Report November 7, 2023

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: PKX REPL IMGN ACVA TH HIMS UPST SAGE AX TRIP GTLB DISH SATS

Stocks expected to have increasing option volume: UBER DVN GILD EBAY CPNG TOST HOOD LCID CAVA CELH RIVN DISH SATS NXPI SKZ VFC NKE TRIP DDOG TDC RNG ADTN PLNT

Straddle prices into quarter results

eBay (EBAY) November weekly 40.50 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Rivian (RIVN) November weekly 17 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.

Celsius Holdings (CELH) November weekly 177.50 straddle is priced for a move of 15% into the expected release of quarter results today.

Disney (DIS) November weekly 84 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on November 8.

Biogen (BIIB) November weekly 247.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on November 8.

Warner Bros (WBD) November weekly 11.50 straddle is priced for a move of 8.5% into the expected release of quarter results before the bell on November 8.

Take-Two (TTWO) November weekly 134 straddle is priced for a move of 7% into the expected release of quarter results after the bell on November 8.

Roblox (RBLX) November weekly 34 straddle is priced for a move of 15% into the expected release of quarter results before the bell on November 8.

Endeavor (EDR) November 24 straddle is priced for a move of 10% into the expected release of quarter results before the bell on November 8.

Applovin (APP) November 40 straddle is priced for a move of 18% into the expected release of quarter results after the bell on November 8.

MGM Resorts (MGM) November weekly 38 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on November 8.

Twilio (TWLO) November weekly 53 straddle is priced for a move of 12% into the expected release of quarter results after the bell on November 8.

Unity Software (U) November weekly 26 straddle is priced for a move of 15% into the expected release of quarter results on November 8.

Wynn Resorts (WYNN) November weekly 95 straddle is priced for a move of 6% into the expected release of quarter results on November 8.

Teva (TEVA) November weekly 9 straddle is priced for a move of 8% into the expected release of quarter results before the bell on November 8.

Affirm (AFRM) November weekly 22 straddle is priced for a move of 15% into the expected release of quarter results after the bell on November 8.

Lyft (LYFT) November weekly 10.50 straddle is priced for a move of 14% into the expected release of quarter results after the bell on November 8.

Under Armour (UAA) November weekly 7 straddle is priced for a move of 13% into the expected release of quarter results before the bell on November 8.

SeaWorld (SEAS) November 47 straddle is priced for a move of 8% into the expected release of quarter results before the bell on November 8.

Ralph Lauren (RL) November 113 straddle is priced for a move of 8% into the expected release of quarter results before the bell on November 8.

China stocks option IV into Asia-Pacific Economic Cooperation summit in San Francisco which starts November 11. President Joe Biden and Chinese President Xi Jinping are expected to meet next week during the summit.

JD.com (JD) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 79.

Alibaba (BABA) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 71.

NIO Inc. (NIO) 30-day option implied volatility is at 67; compared to its 52-week range of 56 to 104. Call put ratio 3.1 calls to 1 put.

Pinduoduo (PDD) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 97.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 52.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 74.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 38 into Asia-Pacific Economic Cooperation summit in San Francisco which starts November 11. President Joe Biden and Chinese President Xi Jinping are expected to meet next week during the summit. Call put ratio 6 calls to 1 put.

Options with decreasing option implied volatility: SRPT WOLF HLF ZI IEP DOCN IGT BILL SQ TGTX ROKU CVNA
Increasing unusual option volume: ELAN TRIP GRAB PRGO CRON BKLN BMBL CSTM
Increasing unusual call option volume: PRGO GRAB TRIP IREN HEAR FLEX NRG JCI
Increasing unusual put option volume: AYX PAYC BMBL TRIP RILY SIMO KKR EWW REPL BKLN
Popular stocks with increasing volume: PLTR UBER SOFI VALE DKNG F PYPL C RIVN BAC DIS NIO
Active options: TSLA AAPL NVDA AMZN MSFT AMD PLTR UBER META SOFI VALE DKNG F PYPL C RIVN GOOGL BAC DIS NIO
Global S&P Futures mixed to lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $80, natural gas mixed, gold at $1975