Pre-Market IV Report October 22, 2020

Pre-Market IV Report October 22, 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: BIIB SPWR CMG JKS PDD AMZN TIF UVXY VIX NOK CMG UTZ INO GEO NTGR TGT

Options expected to have increasing volume: TSLA CMG T SNAP PTON

Calls active in new generation vehicle and SPAC stocks

Tesla (TSLA) 30-day option implied volatility is at 75; compared to its 52-week range of 34 to 154 as shares at upper end of range in premarket after reporting quarter results. Call put ratio 1.7 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 97; compared to its 52-week range of 77 to 216. Call put ratio 2.1 calls to 1 put with focus on November calls.

Workhorse Group (WKHS) 30-day option implied volatility is at 135; compared to its 52-week range of 102 to 287. Call put ratio 1.1 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 140; compared to its 52-week range of 67 to 305. Call put ratio 1.8 call to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 102; compared to its 52-week range of 47 to 355. Call put ratio 3.7 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 126; compared to its 52-week range of 77 to 400. Call put ratio 5.5 calls to 1 put.

Kensington Capital Acquisition (KCAC) 30-day option implied volatility is at 86; compared to its 52-week range of 102 to 145.Call put ratio 6.4 calls to 1 put.

Spartan Energy Acquisition (SPAQ) 30-day option implied volatility is at 123; compared to its 52-week range of 126 to 205. Call put ratio 8.7 calls to 1 put.

DiamondPeak Holdings Corp. (DPHC) 30-day option implied volatility is at 133; compared to its 52-week range of 117 to 176. Call put ratio 2.9 calls to 1 put.

Hennessy Capital Acquisition Corp. IV (HCAC) 30-day option implied volatility is at 39; compared to its 52-week range of 48 to 111. Call put ratio 101 calls to 1 put.

Pivotal Investment Corp. II (PIC) 30-day option implied volatility is at 47; compared to its 52-week range of 56 to 90. Call put ratio 3 calls to 1 put.

RMG Acquisition (RMG) 30-day option implied volatility is at 20; compared to its 52-week range of 26 to 86. Call put ratio 56 calls to 1 put.

Hyliion Holdings (HYLN) 30-day option implied volatility is at 115; compared to its 52-week range of 103 to 217. Call put ratio 3.8 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 123; compared to its 52-week range of 59 to 266. Call put ratio 4 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 82; compared to its 52-week range of 75 to 178.

XPENG (XPEV) 30-day option implied volatility is at 87; compared to its 52-week range of 81 to 146.

Pivotal Investment Corp. II (PIC) 30-day option implied volatility is at 47; compared to its 52-week range of 46 to 89. Call put ratio 1300 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

American Airlines (AAL) October weekly 13 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

AT&T (T) October weekly 26.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Bank of Ozark (OZK) November 22.50 straddle priced for a move of 12% into the expected release of quarter results today.

Capital One (COF) October weekly 77 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Coca-Cola (KO) October weekly 50 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Freeport-McMoRan (FCX) October weekly 17.50 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Kimberly Clark (KMB) October weekly 149 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Intel (INTC) October weekly 53.50 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Mattel (MAT) October weekly 12.50 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Northrop Grumman (NOC) October weekly 310 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Nucor (NUE) October weekly 48.50 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Southwest Airlines (LUV) October weekly 40 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Tractor Supply (TSCO) October weekly 150 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Union Pacific (UNP) October weekly 205 straddle priced for a move of 4% into the expected release of quarter results today.

Valero (VLO) October weekly 41 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

American Express (AXP) October weekly 103 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 23.

Cleveland Cliffs (CLF) October weekly 8 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 23.

Illinois Tool Works (ITW) October weekly 202.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 23.

Options with decreasing option implied volatility: GSX SNAP HTZ FSLY FIT CRON TECK SIRI
Increasing option volume: MTDR FEZ NYT FIVN JKS
Increasing unusual call option volume: FLEX JKS WGO TRV AMCX STLD HLT
Increasing unusual put option volume: FEZ ERIC CXO JKS TAN APO
Increasing option volume: SPCE XOM AAL ZM PYPL
Active options: SNAP AAPL TSLA FB NFLX PINS NIO AMZN T PYPL AMD DKNG TWTR ZM AAL INTC XOM MSFT SPCE BABA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX down 0.7, WTI Crude oil recently at $40.34, natural gas mixed, gold at $1921 an ounce