Pre-Market IV Report October 14, 2020

Pre-Market IV Report October 14, 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: T PFE MCD BIDU JMIA JKS LYFT JETS AMZN SPWR BIIB CGC MJ LOOP IMGN

Options expected to have increasing volume: GS WFC AMC LLY STT PNC USB BK MDRX BBBY

Apple (AAPL) 30-day option implied volatility is at 48; compared to its 52-week range of 18 to 90 after Apple 5G product launch event. Call put ratio 2.7 calls to 1 put with focus on October.

Boeing (BA) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 223 into FT headlines, “EU given green light to hit US with tariffs in Airbus-Boeing ruling.” Call put ratio 1.8 calls to 1 put into expected release of quarter results on October 28.

Concho Resources (CXO) 30-day option implied volatility is at 59; compared to its 52-week range of 30 to 151 into ConocoPhillips (COP) is in talks to acquire, Bloomberg reports. Call put ratio 1.8 calls to 1 put.

ConocoPhillips (COP) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 151 into the oil conglomerate is in talks to acquire Concho Resources (CXO), Bloomberg reports.

Allscripts (MDRX) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 164 into announcing $1.35B sale of CarePort.

New Tech options stay active

Datadog, Inc. (DDOG) 30-day option implied volatility is at 77; compared to its 52-week range of 53 to 105. Call put ratio 4.2 calls to 1 put with focus October ATM calls.

Spotify (SPOT) 30-day option implied volatility is at 60; compared to its 52-week range of 26 to 83. Call put ratio 2.2 calls to 1 put with focus on October and November options.

Peloton (PTON) 30-day option implied volatility is at 84; compared to its 52-week range of 58 to 158. Call put ratio 1.5 calls to 1 put.

Snowflake (SNOW) option implied volatility is at 56. Call put ratio 1.5 calls to 1 put.

Beyond Meat (BYND) 30-day option implied volatility is at 84; compared to its 52-week range of 47 to 130. Call put ratio 1.3 calls to 1 put with focus on October ATM calls.

Palantir (PLTR) 30-day option implied volatility is at 95. Call put ratio 3.4 calls to 1 put with focus on February options.

Zoom Video (ZM) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 137. Call put ratio 2.2 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 59; compared to its 52-week range of 27 to 98 after reports of new subscription promotions. Call put ratio 3.1 calls to 1 put with focus on January 560 calls and puts quarter results are expected on October 20..

Film exhibition option volume increases

AMC Entertainment (AMC) 30-day option implied volatility is at 134; compared to its 52-week range of 48 to 387.

Cinemark (CNK) 30-day option implied volatility is at 120; compared to its 52-week range of 20 to 338.

IMAX (IMAX) 30-day option implied volatility is at 73; compared to its 52-week range 25 to 343.

Straddle prices for stocks expected to report quarterly results this week

Honeywell (HON) October 170 straddle priced for a move of 3% into the expected release of quarter results on October 15.

Morgan Stanley (MS) October 50.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 15.

Commercial Metals (CMC) October 23 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 15.

Del Taco (TACO) October 10 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 15.

Intuitive Surgical (ISRG) October 755 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 15.

Taiwan Semiconductor (TSM) October 90 straddle priced for a move of 6% into the expected release of quarter results on October 15.

Truist Financial (TFC) October 42.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 15.

Walgreens Boots (WBA) October 35.50 straddle priced for a move of 7.5% into the expected release of quarter results on October 15.

Ally Financial (ALLY) October 27 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 16.

Bank of New York (BK) October 37 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 16.

Kansas City Southern (KSU) October 182.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 16.

Schlumberger (SLB) October 15.5 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 16.

State Street (STT) October 67.50 straddle priced for a move 6% of into the expected release of quarter results before the bell on October 16.

V.F. Corp (VFC) October 77 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 16.

Options with decreasing option implied volatility: CHWY NKLA DOCU ZM CRON PLTR BHC LL DISH
Increasing option volume: AMCX PAGP VNQ ABEV MPLN JKS IGT DDS AMC IMGN
Increasing unusual call option volume: PAGP AMCX MPLN JKS INFY FUN MTG
Increasing unusual put option volume: AMCX VNQ JKS LI UNFI NSC AEO DDS SAND
Popular stocks with increasing volume: PFE CCL LLY PTON WKHS
Active options: AAPL TSLA BAC WKHS MSFT DIS AMD NIO C AMZN FB JPM PFE ZM AAL BA VZ F CCL PTON
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $40.01, natural gas down 5%, gold at $1900 an ounce