Pre-Market IV Report November 9, 2021

Pre-Market IV Report November 9, 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.

Popular stocks with increasing volume: PFE F LCID AMC PLTR PTON FCEL PYPL

Active options: AMD TSLA F LCID AAPL AMC PLTR NVDA TLRY PTON FCEL PFE MU PYPL BA NIO AMZN FB SNAP QS

Stocks with option IV movement and volume

Tesla (TSLA) November weekly call option implied volatility is at 69, November is at 67; compared to its 52-week range of 37 to 106. Call put ratio 1.1 calls to 1 put into Rivian IPO.

Avis Budget Group (CAR) November call option implied volatility is at 152, December is at 146; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.1 puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 200, November is at 160; compared to its 52-week range of 95 to 726 into quarter results. Call put ratio 2.5 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) November weekly call option implied volatility is at 70, November is at 61; compared to its 52-week range of 29 to 65 after President & CEO Su hosted Accelerated Data Center Premiere to showcase. Call put ratio 3.3 calls to 1 put.

Broadcom (AVGO) November weekly call option implied volatility is at 37, November is at 29; compared to its 52-week range of 20 to 44 into hosting an investor day today.

NVIDIA (NVDA) November weekly call option implied volatility is at 75, November is at 76; compared to its 52-week range of 31 to 62 into expected release of quarter results after the bell on November 17.

Micron (MU) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 59. Call put ratio 4.9 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 55. Call put ratio 5.4 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 46.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 43.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 88; compared to its 52-week range of 59 to 200. Call put ratio 8 calls to 1 put as shares rally 11%.

EVgo (EVGO) 30-day option implied volatility is at 153; compared to its 52-week range of 50 to 153. Call put ratio 10 calls to 1 put as shares rally 34%.

Blink Charging (BLNK) 30-day option implied volatility is at 78; compared to its 52-week range of 53 to 106. Call put ratio 3.7 calls to 1 put as shares rally 9%.

Ballard Power (BLDP) call put ratio 3.6 calls to 1 put as shares rally 8.5%

Plug Power (PLUG) 30-day option implied volatility is at 79; compared to its 52-week range of 59 to 157. Call put ratio 5.4 calls to 1 put as shares rally 6.7% into quarter results.

FuelCell Energy (FCEL) 30-day option implied volatility is at 113; compared to its 52-week range of 83 to 243. Call put ratio 5.3 calls to 1 put as shares rally 20%.

Global X Lithium Etf (LIT) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 58. Call put ratio 2.5 calls to 1 put as shares rally 3%.

Straddle prices for stocks expected to report quarterly results

Coinbase (COIN) November weekly 355 straddle priced for a move of +/- 10.50% into the expected release of quarter results on today after the bell.

Wynn Resorts Ltd (WYNN) November weekly 95 straddle priced for a move of +/- 7% into the expected release of quarter results today.

Doordash (DASH) November weekly 195 straddle priced for a move of +/- 11% into the expected release of quarter results today.

Palantir (PLTR) November weekly 26.50 straddle priced for a move of +/- 12% into the expected release of quarter results on today after the bell.

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

Affirm (AFRM) November weekly 162.50 straddle priced for a move of +/- 13% into the expected release of quarter results on today after the bell.

Sofi Technologies (SOFI) November weekly 22.50 straddle priced for a move of +/- 10% into the expected release of quarter results on today after the bell.

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 176.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results on November 10.

Options with decreasing option implied volatility: PTON MRK SNAP Z CHGG OCGN TEVA PINS WW W
Options with increasing option implied volatility: AMC CLOV BKKT GGPI SNDL ZNGA PBR BGFV NEGG BGFV EVGO INO BBBY CRON MARA
Stocks expected to have increasing option volume: AMC PYPL SPCE WYNN COIN LMND DIS NVDA QCOM INTC AMD TCSM MU
Increasing unusual option volume: ZION FXC CBAT KIND MCFE
Increasing unusual call option volume: CBAT KIND AER ACM MCFE EVGO
Increasing unusual put option volume: HIMX XP CMPS SEAH SEAS LYV EVGO KEY
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81.91, natural gas mixed, gold at $1827 an ounce