Pre-Market IV Report October 19, 2021

Pre-Market IV Report October 19, 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: SNDL AGC PFE HOOD PROG UNG URA DNA PAGS PINS RLX COTY CIFR RLX FCEL

Stocks expected to have increasing option volume: HAL SLB NFLX TSLA KSU JNJ PG TRV SYF M LVS AMC VZ

MEME stocks calls more active than puts as shares tick up

GameStop (GME) 30-day option implied volatility is at 70; compared to its 52-week range of 69 to 553. Call put ratio 3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 100; compared to its 52-week range of 99 to 726. Call put ratio 2.7 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 64; compared to its 52-week range of 55 to 226 Call put ratio 1.7 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 61; compared to its 52-week range of 57 to 303. Call put 4.1 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 478. Call put ratio 3.5 calls to 1 put.

Straddle prices into quarter results this week

Las Vegas Sands (LVS) October weekly 40 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Lam Research (LRCX) October weekly 570 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Netflix (NFLX) October weekly 640 straddle priced for a move of +/- 8.5% into the expected release of quarter results today after the bell.

United Airlines (UAL) October weekly 47 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Abbott (ABT) October weekly 117 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 20.

Biogen (BIIB) October weekly 270 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on October 20.

CSX (CSX) October weekly 34 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on October 20.

IBM (IBM) October weekly 142 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on October 20.

Tesla (TSLA) October weekly 870 straddle priced for a move of +/- 5% into the expected release of quarter results on October 20.

Verizon (VZ) October weekly 52 straddle priced for a move of +/- 2% into the expected release of quarter results before the bell on October 20.

Options with decreasing option implied volatility: GWH RKLB PAGS CEI
Increasing unusual option volume: JNK RVNC PROG MAT CRTX
Increasing unusual call option volume: MAT PROG CHRW AVDL CRTX
Increasing unusual put option volume: JNK PROG CRTX ICLN HIMX ERIC
Popular stocks with increasing volume: SOFI DIS PLTR F FCEL
Active options: TSLA AAPL AMD AMC FB FCEL NIO SOFI NVDA MSFT BAC DIS SNAP AMZN RIOT CCJ BBIG PLTR F MARA
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83.27, natural gas mixed, gold at $1782 an ounce