Pre-Market IV Report October 12, 2020

Pre-Market IV Report October 12, 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: BIIB T AAL LYFT SPWR TAN AMZN GME JMIA PFE T JKS GPRO

Options expected to have increasing volume: BAC JPM C WFC DAL PNC USB

Apple (AAPL) 30-day option implied volatility is at 47; compared to its 52-week range of 18 to 90 into expected new product introductions in October 13. Call put ratio 2.8 calls to 1 put.

Option implied volatility for digital platforms

Facebook (FB) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 82 into EU targets Big Tech with ‘hit list’, FT reports.

Amazon (AMZN) 30-day option implied volatility is at 48; compared to its 52-week range of 17 to 69 into EU rush to constrain the power of Amazon, Apple, Facebook and Google, FT reports.

Snap (SNAP) 30-day option implied volatility is at 71; compared to its 52-week range of 38 to 127 into Brussels broadens search for extra powers to curb power of digital platforms. FT reports.
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Alphabet (GOOG) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 75 into EU drafts rules to force Big Tech to share data, FT reports.

Twitter (TWTR) 30-day option implied volatility is at 63; compared to its 52-week range of 27 to 126 into EU drafts rules to force Big Tech to share data, FT reports. Call put ratio 2 calls to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 78; compared to its 52-week range of 39 to 155 into EU drafts rules to force Big Tech to share data, FT reports.. Call put ratio 5.8 calls to 1 puts.

IV into Californians voting on Proposition 22.

Uber (UBER) 30-day option implied volatility is at 63; compared to its 26-week range of 36 to 201 into Californians voting on Proposition 22.

Lyft (LYFT) 30-day option implied volatility is at 84; compared to its 26-week range of 38 to 195 into Californians voting on Proposition 22.

Straddle prices for stocks expected to report quarterly results this week

Blackrock (BLK) October 610 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 13.

Citigroup (C) October 45 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 13.

Delta (DAL) October 33 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 13.

Fastenal (FAST) October 45 straddle priced for a move of 6% into the expected release of quarter results on October 13.

Johnson & Johnson (JNJ) October 150 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 13.

JPMorgan (JPM) October 101 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 13.

Schwab (SCHW) October 38 straddle priced for a move of 4% into the expected release of quarter results on October 13.

Alcoa (AA) October 12.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 14.

Bank of America (BAC) October 25.5 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 14.

Goldman Sachs (GS) October 207.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 14.

Infosys (INFY) October 15 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 14.

The PNC Financial Services Group (PNC) October 115 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 14.

U.S.Bancorp (USB) October 39.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 14.

United Airlines (UAL) October 37 straddle priced for a move of 9% into the expected release of quarter results on October 14.

UnitedHealth Group (UNH) October 327 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October 25.5 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 14.

Honeywell (HON) October 175 straddle priced for a move of 3% into the expected release of quarter results on October 15.

Morgan Stanley (MS) October 49 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 15.

Options with decreasing option implied volatility: CRON DDD RRC TGTX NKLA CCJ SNOW DISH AMRN DOCU TSLA ZM
Increasing option volume: LBTYK JKS CCXI AMCX PBF TRGP VUG
Increasing unusual call option volume: LBTYK AMCX PAGP JKS ICLN CYTK GME XLNX
Increasing unusual put option volume: TRGP JKS AMCX ATUS GME OVV DPZ APPN TFC IRBT
Popular stocks with increasing volume: DKNG GE ZM AAL PTON GME
Active options: AAPL TSLA AMD GME GE AMZN MSFT ZM NIO BAC AAL FB INTC BA DKNG BABA NFLX WKHS NVDA PTON
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $40.03, natural gas up 6.2%, gold at $1929 an ounce