Pre-Market IV Report October 19, 2020

Pre-Market IV Report October 19, 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: NKLA CL REVT UVXY VXX UPS SOLO AMZN UPS BABA JKS HTZ JMIA

Options expected to have increasing volume: HAL LOGI STLD ACI PM NFLX IBM

EVs and SPAC option implied volatility

Tesla (TSLA) 30-day option implied volatility is at 78; compared to its 52-week
range of 34 to 154 as shares at upper end of range. Call put ratio 1.7 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 111; compared to its 52-week range of 77 to 216. Call put ratio 2.4 calls to 1 put with focus on November calls.

Workhorse Group (WKHS) 30-day option implied volatility is at 137; compared to its 52-week range of 102 to 287. Call put ratio 2.3 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 157; 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 110; compared to its 52-week range of 47 to 355. Call put ratio 2.9 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 140; compared to its 52-week range of 77 to 400. Call put ratio 4.3 calls to 1 put.

Kensington Capital Acquisition (KCAC) 30-day option implied volatility is at 102; compared to its 52-week range of 102 to 145.

Spartan Energy Acquisition (SPAQ) 30-day option implied volatility is at 126; compared to its 52-week range of 126 to 205. Call put ratio 4.8 calls to 1 put.

DiamondPeak Holdings Corp. (DPHC) 30-day option implied volatility is at 122; compared to its 52-week range of 117 to 176. Call put ratio 1.9 calls to 1 put.

Hennessy Capital Acquisition Corp. IV (HCAC) 30-day option implied volatility is at 50; compared to its 52-week range of 48 to 111. Call put ratio 8 calls to 1 put.

Pivotal Investment Corp. II (PIC) 30-day option implied volatility is at 46; compared to its 52-week range of 56 to 90. Call put ratio 3.3 calls to 1 put.

RMG Acquisition (RMG) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 86. Call put ratio 2.4 calls to 1 put.

Hyliion Holdings (HYLN) 30-day option implied volatility is at 121; compared to its 52-week range of 103 to 217.

Blink Charging (BLNK) 30-day option implied volatility is at 132; compared to its 52-week range of 59 to 266. Call put ratio 3.4 calls to 1 put.

Smith & Wesson Brands (SWBI) 30-day option implied volatility is at 79; compared to its 52-week range of 32 to 159 into elections. Call put ratio 2.1 calls to 1 put.

Sturm Ruger (RGR) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 120. Call put ratio 3 calls to 1 put.

Vista Outdoor (VSTO) 30-day option implied volatility is at 91; compared to its 52-week range of 38 to 164. Call put ratio 21 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Haliburton (HAL) October weekly 12 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

IBM (IBM) October weekly 126 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on October 20.

Logitech (LOGI) November 80 straddle priced for a move of 11% into the expected release of quarter results on October 20.

Steel Dynamics (STLD) November 33 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 20.

Albertsons (ACI) November 14 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 20.

Canadian National (CNI) November 110 straddle priced for a move of 7% into the expected release of quarter results on October 20.

Canadian Pacific (CP) November 320 straddle priced for a move of 7.5% into the expected release of quarter results on October 20.

iRobot (IRBT) October weekly 90 straddle priced for a move of 13% into the expected release of quarter results after the bell on October 20.

Lockheed Martin (LMT) October weekly 385 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 20.

Netflix (NFLX) October weekly 530 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 20.

Philip Morris (PM) October weekly 79 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 20.

Proctor & Gamble (PG) October weekly 144 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 20.

Snap (SNAP) October weekly 28 straddle priced for a move of 12.5% into the expected release of quarter results after the bell on October 20.

Options with decreasing option implied volatility: NKLA AMCX FSLY TSLA
Increasing option volume: VNQ AR HTZ CXO VFC
Increasing unusual call option volume: FLEX CYH HTZ NAV EWU
Increasing unusual put option volume: FLEX HTZ CNP DBI NAV VIPS
Popular stocks with increasing volume: PFE SPCE NKLA FSLY CCL HTZ
Active options: AAPL NIO TSLA HTZ GE BA AMZN ZM PTON MSFT FB PFE DKNG AMD SPCE BABA NKLA CCL FSLY
Global S&P Futures recently higher in premarket, Nikkei up 1.1%, DAX up 0.2%, WTI Crude oil recently at $40.68, natural gas down 2%, gold at $1913 an ounce