Pre-Market IV Report October 22, 2021

Pre-Market IV Report October 22, 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: SNAP TGT LOW EAR ZNGA HOOD SNDL COTY CLOV AGC UNG DNA PROG AGC ZNGA INTC UAA

Stocks expected to have increasing option volume: SNAP FB TWTR PINS GOOG GOOGL INTC HON STX CMG

Option implied volatility for Social Media into Snap (SNAP) results and outlook

Snap (SNAP) 30-day option implied volatility is at 63; compared to its 52-week range of 43 to 119 as shares trade lower on guidance. Call put ratio 1.3 calls to 1 put.

Facebook (FB) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 55 into expected release of quarter results on October 25. Call put ratio 2.5 calls to 1 put.

Twitter (TWTR) 30-day option implied volatility is at 56; compared to its 52-week range of 32 to 91 into expected release of quarter results on October 26. Call put ratio 1 call to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 110 after reports of PayPal (PYPL) buyout talks. Call put ratio 2.7 calls to 1 put into expected release of quarter results on October 26.

Alphabet (GOOG) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 946 into expected release of quarter results on October 26. Call put ratio 1 call to 1 put.

Yelp (YELP) 30-day option implied volatility is at 49; compared to its 52-week range of 35 to 116 into expected release of quarter results on November 3. Call put ratio 5.7 calls to 1 put.

Etsy (ETSY) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 83 on November 3.

Straddle prices for stocks expected to report quarterly results next week

First Solar (FSLR) October weekly 50 straddle priced for a move of +/- 7% into the expected release of quarter results on October 25.

Hasbro (HAS) October weekly 92 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on October 25.

3M (MMM) October weekly 180 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on October 26.

Alphabet (GOOGL) October weekly 2840 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on October 26.

Eli Lilly (LLY) October weekly 240 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on October 26.

Boyd Gaming (BYD) November 65 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on October 26.

Jet Blue (JBLU) November 15 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on October 26.

Quantum Scape (QS) October weekly 25 straddle priced for a move of +/- 10% into the expected release of quarter results on October 26.

Texas Instruments (TXN) October weekly 200 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on October 26.

Pinterest (PINS) October weekly 61 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on October 26.

Twitter (TWTR) October weekly 65 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on October 26.

United Parcel Service (UPS) October weekly 200 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on October 26.

Visa (V) October weekly 230 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on October 26.

Apple (AAPL) October weekly 149 straddle priced for a move of +/- 3.5% into the expected release of quarter results on October 27.

Options with decreasing option implied volatility: OCGN BBIG MRK IBM AFRM IRNT
Increasing unusual option volume: GCI UNIT NKTR EAR WE ALKS
Increasing unusual call option volume: GCI NKTR UNIT EAR ALKS
Increasing unusual put option volume: ENB URA KDMN UMC WE INDA
Popular stocks with increasing volume: SNAP TLRY PINS PYPL
Active options: TSLA AAPL F PYPL AMD SNDL DIDI AMC NVDA NFLX SNAP INTC IBM FB TLRY WISH SOFI PINS T AMZN
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.82, natural gas mixed to higher, gold at $1791 an ounce