Pre-Market IV Report November 8, 2021

Pre-Market IV Report November 8, 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: MCFE NVDA SNDL ZNGA COTY AMC NVDA ZNGA TTD AMRS MRIN VXRT

Stocks expected to have increasing option volume: TSLA NIO F GM PYPL NVDA AMD BRK.A MCFE

Stocks with option IV movement and volume

Tesla (TSLA) November weekly call option implied volatility is at 68, November is at 67; compared to its 52-week range of 37 to 106. Call put ratio 1.1 calls to 1 put into Twitter users voted in favor of Tesla CEO Elon Musk selling 10% of his shares. Musk said he would follow the poll’s results.

Avis Budget Group (CAR) November call option implied volatility is at 145, December is at 138; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.6 puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 143, November is at 130; compared to its 52-week range of 95 to 726 into expected release of quarter results today. Call put ratio 3.4 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 91, November is at 90; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December. Call put ratio 3.2 calls to 1 put.

Bed Bath & Beyond (BBBY) November weekly call option implied volatility is at 201, November is at 164; compared to its 52-week range of 57 to 303. Call put ratio 6.2 calls to 1 put.

Peleton (PTON) November weekly call option implied volatility is at 96, November is at 86; compared to its 52-week range of 50 to 81 into lower guidance. Call put ratio 1 call to 1.6 puts.

Advanced Micro Devices, Inc. (AMD) November weekly call option implied volatility is at 49, November is at 48; compared to its 52-week range of 29 to 65 into President & CEO Su hosts Accelerated Data Center Premiere to showcase today.

Broadcom (AVGO) November weekly call option implied volatility is at 31, November is at 26; compared to its 52-week range of 20 to 44 into hosting an investor day on November 9.

NVIDIA (NVDA) November weekly call option implied volatility is at 72, November is at 74; compared to its 52-week range of 31 to 62 into expected release of quarter results after the bell on November 17.

Ocugen (OCGN) November weekly call option implied volatility is at 201, November is at 190; compared to its 52-week range of 106 to 360. Call put ratio 2 calls to 1 put.

Bakkt Holdings, Inc. (BKKT) 30-day option implied volatility is at 223; compared to its 52-week range 10 to 259. Call put ratio 10 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

PayPal (PYPL) November weekly 225 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Roblox (RBLX) November weekly 78 straddle priced for a move of +/- 14.5% into the expected release of quarter results today after the bell.

Ballard Power (BLDP) November 18 straddle priced for a move of +/- 14% into the expected release of quarter results on November 8.

Hormel (HRL) November weekly 43 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on November 8.

Lemonade (LMND) November weekly 70 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on November 8.

Plug Power (PLUG) November weekly 39 straddle priced for a move of +/- 9.5% into the expected release of quarter results on November 8.

RealReal (REAL) November 12.50 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on November 8.

Zynga (ZNGA) November weekly 7 straddle priced for a move of +/- 14% into the expected release of quarter results on November 8.

Wynn (WYNN) November weekly 97.50 straddle priced for a move of +/- 7.5% into the expected release of quarter results on November 9.

Doordash (DASH) November weekly 200 straddle priced for a move of +/- 10% into the expected release of quarter results on November 9.

Wendys (WEN) November 23 straddle priced for a move of +/- 7% into the expected release of quarter results on November 9.

Dutch (BROS) November 70 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on November 10.

Disney (DIS) November weekly 175 straddle priced for a move of +/- 5.5% into the expected release of quarter results on November 10.

Options with decreasing option implied volatility: MRK IBM Z SNAP CHGG BKKT PTON
Increasing unusual option volume: ALZN RWLK HUGE VLRS
Increasing unusual call option volume: ALZN RWLK HUGE VLRS MCFE
Increasing unusual put option volume: AGEN ENDP SLQT TGTX
Popular stocks with increasing volume: PFE F MRNA PTON QCOM ABNB INTC DKNG AAL BBBY
Active options: TSLA NVDA PFE AAPL AMD F FB LCID AMZN MRNA PTON AMC BA UBER QCOM ABNB INTC DKNG AAL BBBY