Pre-Market IV Report October 20, 2020

Pre-Market IV Report October 20, 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: NFLX CMG SNAP IBM T UPS SNAP SPWR AMZN UVXY VXX M GD

Options expected to have increasing volume: LOGI IBM SNAP NFLX ACI PM NFLX PG SNAP TSLA CMG LAM LUV REV MRNA

MU, INTC & WDC options active as shares move up

Micron Technology (MU) October weekly call option implied volatility is at 41, November is at 45; compared to its 52-week range of 31 to 114. Call put ratio 3 calls to 1 put with focus on October 54 weekly calls.

Intel (INTC) October weekly call option implied volatility is at 41, November is at 45; compared to its 52-week range of 20 to 99.

Western Digital (WDC) October weekly call option implied volatility is at 51, November is at 57; compared to its 52-week range of 31 to 138 into expected release of quarter results on October 28. Call put ratio 2.4 calls to 1 put with focus on October weekly calls.

IV bid into quarter results

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

Netflix (NFLX) October weekly 542 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Snap (SNAP) October weekly 28 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Texas Instruments (TXN) October weekly straddle priced for a move of % into the expected release of quarter results today after the bell.

Abbott Laboratories (ABT) October weekly 108 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 21.

AutoNation (AN) October weekly 60 straddle priced for a move of 12% into the expected release of quarter results before the bell on October 21.

Baker Hughs (BKR) October weekly 13 straddle priced for a move of 13% into the expected release of quarter results on October 21.

Biogen (BIIB) October weekly 267 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 21.

CSX (CSX) October weekly 79 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 21.

Kinder Morgan (KMI) October weekly 12.5 straddle priced for a move of 4% into the expected release of quarter results after the bell on October 21.

KeyCorp (KEY) October weekly 12.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 21.

Lam Research (LRCX) October weekly 362.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 21.

Las Vegas Sands (LVS) October weekly 45 straddle priced for a move of 6% into the expected release of quarter results on October 21.

NetGear (NTGR) November 35 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 21.

NextEra Energy (NEE) October weekly 300 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 21.

SL Green (SLG) November straddle priced for a move of 15% into the expected release of quarter results after the bell on October 21.

Southern Copper (SCCO) November 16 straddle priced for a move of 18% into the expected release of quarter results on October 21.

Spirit Airlines (SAVE) November 17.5 straddle priced for a move of 20% into the expected release of quarter results on October 21.

Tesla (TSLA) October weekly 430 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 21.

Varian (VAR) November 170 straddle priced for a move of 3.5% into the expected release of quarter results on October 21.

Verizon (VZ) October weekly 57 straddle priced for a move of 3% into the expected release of quarter results on October 21.

Whirlpool (WHR) October weekly 200 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 21.

Winnebago (WGO) November 55 straddle priced for a move of 13% into the expected release of quarter results before the bell on October 21.

Xilinx (XLNX) October weekly 116 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 21.

Revlon (REV) 30-day option implied volatility is at 157; compared to its 52-week range of 52 to 177.

Options with decreasing option implied volatility: CXO NKLA TSLA FSLY INO JKS DKNG BABA DISH SIRI CXO
Options with increasing option implied volatility: T UPS SNAP SPWR AMZN UVXY VXX M GD
Options expected to have increasing volume: LOGI IBM SNAP NFLX ACI PM NFLX PG SNAP TSLA CMG LAM LUV
Increasing option volume: VNQ AR HTZ CXO VFC TCO SPG
Increasing unusual call option volume: TWNK FLEX HTZ CXO NLSN
Increasing unusual put option volume: ARMK AR UNFI HTZ NLSN IRBT MPW SPWR EIX
Increasing option volume: SPCE IBM KR DKNG HTZ TCO
Active options: AAPL NIO TSLA MSFT DKNG GE HTZ ZM AAL AMZN SNAP BAC BABA FB AMD BA PFE SPCE INTC T
Global S&P Futures recently mixed to higher in premarket, Nikkei up 0.4%, DAX up 0.2%, WTI Crude oil recently at $40.71, natural gas down 1.2%, gold at $19104 an ounce