Pre-Market IV Report October 23, 2020

Pre-Market IV Report October 23, 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 UPS JKS AMZN PDD NOK SNOW CCXI VFF HOME U HYLN SNOW

Options expected to have increasing volume: GILD INTC MAT STX SAM STX WFC UBER LYFT FSLY AXP

UBER and LYFT IV into Californians voting on Proposition 22

Uber (UBER) October weekly call option implied volatility is at 45, November is at 65; compared to its 26-week range of 36 to 201 into November 3 company-sponsored California ballot measure that will give voters the chance to decide over the future status of gig workers. Call put ratio 5 calls to 1 put.

Lyft (LYFT) October weekly call option implied volatility is at 55, November is at 88; compared to its 26-week range of 38 to 195 into November 3 company-sponsored California ballot measure that will give voters the chance to decide over the future status of gig workers. Call put ratio 3.5 calls to 1 put.

Semiconductor stocks option implied volatility into Intel (INTC) results

Market Vectors Semiconductor ETF (SMH) October weekly call option implied volatility is at 25, November is at 26; compared to its 52-week range of 19 to 91.

Analog Devices (ADI) October weekly call option implied volatility is at 26, November is at 21; compared to its 52-week range of 22 to 94.

NVIDIA (NVDA) October weekly call option implied volatility is at 39, November is at 35; compared to its 52-week range of 28 to 110.

Amphenol (APH) November call option implied volatility is at 28, December is at 25; compared to its 52-week range of17 to 104. Call put ratio 6.7 calls to 1 put.

Cree (CREE) October weekly call option implied volatility is at 33, November is at 53; compared to its 52-week range of 34 to 102. Call put ratio 9.2 calls to 1 put.

Maxim Integrated (MXIM) November call option implied volatility is at 33, December is at 27; compared to its 52-week range of 22 to 92.

NXP Semiconductors (NXPI) October weekly call option implied volatility is at 31, November is at 42; compared to its 52-week range of 25 to 115.

ON Semiconductor (ON) November call option implied volatility is at 53, December is at 50; compared to its 52-week range of 30 to 134.

Sensata (ST) November call option implied volatility is at 39, December is at 30; compared to its 52-week range of 21 to 114.

TE Connectivity (TEL) November call option implied volatility is at 31, December is at 30; compared to its 52-week range of 17 to 80.

Texas Instruments (TXN) October weekly call option implied volatility is at 24, November is at 31; compared to its 52-week range of 19 to 95.

Impinj (PI) November call option implied volatility is at 83, December is at 64; compared to its 52-week range of 45 to 138.

Qorvo (QRVO) October weekly call option implied volatility is at 51, November is at 47; compared to its 52-week range of 27 to 93. Call put ratio 5.8 calls to 1 put.

Skyworks (SWKS) October weekly call option implied volatility is at 30, November is at 45; compared to its 52-week range of 25 to 108.

Xilinx (XLNX) October weekly call option implied volatility is at 26, November is at 46; compared to its 52-week range of 27 to 85.

AMD (AMD) October weekly call option implied volatility is at 57, November is at 61; compared to its 52-week range of 36 to 117 into expected release of quarter results on October 27.

Qualcomm (QCOM) October weekly call option implied volatility is at 31, November is at 43; compared to its 52-week range of 25 to 85 into expected release of quarter results on November 4.

Straddle prices for stocks expected to report quarterly results next week

Beyond Meat (BYND) October weekly 172 straddle priced for a move of 7% into the expected release of quarter results on October 26.

Boyd Gaming (BYD) November straddle priced for a move of 17% into the expected release of quarter results after the bell on October 26.

Chegg (CHGG) November 85 straddle priced for a move of 18% into the expected release of quarter results after the bell on October 26.

F5 Networks (FFIV) November 127 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 26.

Hasbro (HAS) October weekly 90 straddle priced for a move of 11% into the expected release of quarter results after the bell on October 26.

HCA Healthcare (HCA) October weekly 135 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 26.

SAP (SAP) November 150 straddle priced for a move of 9% into the expected release of quarter results on October 26.

Twilio (TWLO) October weekly 295 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 26.

3M (MMM) October weekly 170 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 27.

Advanced Micro Devices (AMD) October weekly 79.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 27.

Akamai (AKAM) October weekly straddle priced for a move of 6.5% into the expected release of quarter results after the bell on October 27.

Boston Properties (BXP) November 75 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 27.

BP (BP) October weekly 16 straddle priced for a move of 6% into the expected release of quarter results on October 27.

Caterpillar (CAT) October weekly 167 straddle priced for a move of 7.5% into the expected release of quarter results on October 27.

Corning (GLW) October weekly 35.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 27.

Cummins (CMI) November 222 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 27.

Eli Lilly (LLY) October weekly 142 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 27.

First Solar (FSLR) October weekly 82.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on October 27.

Fiserv (FISV) October weekly 101 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 27.

Harley Davidson (HOG) October weekly 29.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 27.

JetBlue (JBLU) November 13 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 27.

Hawaiian Holdings (HA) November 16 straddle priced for a move of 17% into the expected release of quarter results after the bell on October 27.

Juniper (JNPR) October weekly 22.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 27.

Merck (MRK) October weekly 79 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 27.

Microsoft (MSFT) October weekly 215 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 27.

Pfizer (PFE) October weekly 37.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 27.

Polaris (PII) November 90 straddle priced for a move of 11% into the expected release of quarter results before the bell on October 27.

Raytheon (RTX) October weekly 62.50 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on October 27.

Options with decreasing option implied volatility: SNAP INO FIT FSLY GSX VOD EDIT NIO WLL
Increasing option volume: INVH ADNT MTDR CCXI CS HUN JKS FIZZ
Increasing unusual call option volume: MTDR CCXI INVH CS ALGN JKS
Increasing unusual put option volume: TAN APA FIZZ JKS SU FEZ ALGN LOGI FHN LOGI
Increasing option volume: DKNG F APA PTON ZM SNAP
Active options: AAPL TSLA SNAP GE BAC NIO FB AAL T INTC AMZN DKNG MSFT AMD APA F BA ZM PTON NFLX
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $40.35, natural gas mixed, gold at $1919 an ounce