Pre-Market IV Report October 15, 2020

Pre-Market IV Report October 15, 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: UAL AA FLR ISRG T MVIS AMC PFE LYFT SPWR BABA DDOG AMZN JKS BKLN XPEV PSTH

Options expected to have increasing volume: UAL AA ISRG BK CXO FSLY

Electric vehicle share prices move up

Tesla (TSLA) 30-day option implied volatility is at 81; compared to its 52-week range of 34 to 154 as shares at upper end of range. Call put ratio 2.6 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 121; compared to its 52-week range of 77 to 216. Call put ratio 4.3 calls to 1 put with focus on November calls.

Workhorse Group (WKHS) 30-day option implied volatility is at 142; compared to its 52-week range of 102 to 287. Call put ratio 2.4 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 135; compared to its 52-week range of 67 to 305. Call put ratio 1 call to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 115; compared to its 52-week range of 47 to 355. Call put ratio 28 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 155; compared to its 52-week range of 77 to 400. Call put ratio 13 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 163; compared to its 52-week range of 59 to 266. Call put ratio 9.9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

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

Commercial Metals (CMC) October 23 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

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

Intuitive Surgical (ISRG) October 750 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Taiwan Semiconductor (TSM) October 89 straddle priced for a move of 6% into the expected release of quarter results today.

Truist Financial (TFC) October 42.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Walgreens Boots (WBA) October 36 straddle priced for a move of 7% into the expected release of quarter results today.

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 36.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 16.

Kansas City Southern (KSU) October 185 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 16.

Schlumberger (SLB) October 16 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 65 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 76 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 16.

Film exhibition option volume and price movement increases

AMC Entertainment (AMC) 30-day option implied volatility is at 213; compared to its 52-week range of 48 to 387.

Cinemark (CNK) 30-day option implied volatility is at 115; compared to its 52-week range of 20 to 338.

IMAX (IMAX) 30-day option implied volatility is at 74; compared to its 52-week range 25 to 343.

Options with decreasing option implied volatility: GME PLTR SNOW XRT XLC DBA SHY C WFC GS MS
Increasing option volume: SNBR MPLN INFY XPEV LI FTCH WW CXO
Increasing unusual call option volume: IEF XPEV MPLN INFY LI AMLP
Increasing unusual put option volume: TAN XLC LI XHB KBE
Popular stocks with increasing volume: PTON ZM PFE NIO AL DKNG
Active options: AAPL NIO TLSA BAC AMZN DKNG FB WFC AAL NFLX MSFT DIS AMD PTON BABA T BIDU ZM PFE C
Global S&P Futures recently down 0.5% in premarket, Nikkei mixed, DAX down 2.8%, WTI Crude oil recently at $40.55, natural gas up 4.5%, gold at $1900 an ounce