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.

Options with increasing option implied volatility: GGPI SNDL AGC BITF EVGO BGFV NEGG

Stocks expected to have increasing option volume: F GM FSR LCID NIO NKLA RIDE WKHS WYNN DIS COIN WEN PLUG TWNK DASH RNG TOST

Tesla IV increases

Tesla (TSLA) November weekly call option implied volatility is at 98, November is at 93; compared to its 52-week range of 37 to 106 into Rivian Automotive (RIVN) 153M share IPO priced at $78. Call put ratio 1 call to 1.2 puts.

Avis Budget Group (CAR) November call option implied volatility is at 120, December is at 141; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.6 puts.

Hertz Global (HTZ) November call option implied volatility is at 120, December is at 126.

AMC Entertainment (AMC) 30-day option implied volatility is at 115, November is at 112; compared to its 52-week range of 95 to 726. Call put ratio 2.1 calls to 1 put.

Krystal Biotech (KRYS) 30-day option implied volatility is at 264; compared to its 52-week range of 45 to 256 into topline data expected from the pivotal GEM-3 trial evaluating B-VEC this quarter. Call put ratio 3.6 calls to 1 put.

BeyondSpring (BYSI) 30-day option implied volatility is at 274; compared to its 52-week range of 73 to 293 into the FDA has a Prescription Drug User Fee Act target action date set for the plinabulin NDA of November 30. Call put ratio 1 call to 2.1 puts.

Straddle prices for stocks expected to report quarterly results

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

Affirm (AFRM) November weekly 157.50 straddle priced for a move of +/- 12% into the expected release of quarter results on today after the bell.

Sofi Technologies (SOFI) November weekly 22 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Dutch (BROS) November 65 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: PTON MRK SNAP Z CHGG
Increasing unusual option volume: MPLX UAN CMPS RBAC AZEK RDSA COR EBAY GE SPCE
Increasing unusual call option volume: MPLX SJM RDSA YALA AGC
Increasing unusual put option volume: CMPS MQ EVGO ONON SEAH BHC
Popular stocks with increasing volume: PFE F LCID AMC PLTR PTON FCEL PYPL
Active options: TSLA XOM AMD F PLTR PYPL PLTR AAPL NVDA RBLX AMC BP LCID AMZN NIO SPCE UBER TTD RIOT SDC TLRY
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83.75, natural gas mixed, gold at $1828 an ounce