Pre-Market IV Report October 25, 2021

Pre-Market IV Report October 25, 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 HOOD CLOV RKT PROG UNG DNA AGC ZNGA COTY DIDI TGT IPOF MUDS

Stocks expected to have increasing option volume: PINS PYPL AAPL FB TWTR GE AMD COF HSBC TSLA

Option implied volatility for Social Media into quarterly results and PayPal (PYPL) is not pursuing an acquisition of Pinterest (PINS)

Pinterest (PINS) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 110 into PayPal (PYPL) says not pursuing an acquisition of Pinterest according to Bloomberg. Quarter results are expected on October 26.

PayPal (PYPL) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 59 into says is not pursuing an acquisition of Pinterest (PINS), according to Reuters.

Snap (SNAP) 30-day option implied volatility is at 61; compared to its 52-week range of 43 to 119 after lowering guidance. Call put ratio 1.5 calls to 1 put.

Facebook (FB) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 55 into expected release of quarter results on October 25. Call put ratio 1.9 calls to 1 put.

Twitter (TWTR) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 91 into expected release of quarter results on October 26. Call put ratio 1.2 call to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 45 into expected release of quarter results on October 26. Call put ratio 1 call to 1.7 puts.

Yelp (YELP) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 116 into expected release of quarter results on November 3. Call put ratio 1.9 calls to 1 put.

China Tech IV comes int

Etsy (ETSY) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 83 on November 3.
China Tech

JD.com (JD) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 63 into the expected release of quarter results on November 15.

Alibaba (BABA) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 67 into the expected release of quarter results on November 3.

Energy IV

United States Natural Gas (UNG) 30-day option implied volatility is at 100; compared to its 52-week range of 30 to 219 as Natural Gas trades up 5%.

United States Oil Fund (USO) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 61 as WTI Crude trades above $84.

Straddle prices for stocks expected to report quarterly results next week

Hasbro (HAS) October weekly 90 straddle priced for a move of +/- 9% into the expected release of quarter results on October 26.

Robin Hood (HOOD) October weekly 39.50 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on October 26.

Advanced Micro Devices (AMD) October weekly 120 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on October 26.

Capital One (COF) October weekly 167 straddle priced for a move of +/- 4.5% into the expected release of quarter results on October 26.

General Electric (GE) October weekly 104 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on October 26.

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 2750 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 242 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 +/- 9% into the expected release of quarter results before the bell on October 26.

Quantum Scape (QS) October weekly 23 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 58 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on October 26.

Twitter (TWTR) October weekly 62 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 202 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% into the expected release of quarter results on October 27.

Options with decreasing option implied volatility: CEI SNAP IBM INTC IRNT
Increasing unusual option volume: CRTD MARK RY ORI WE NRDY MAT
Increasing unusual call option volume: RY CRTD MARK WE TXRH FRSX
Increasing unusual put option volume: AGEN WE ENB PROG ERIC XPO OCUL
Popular stocks with increasing volume: CLF PYPL NIO DKNG F PLTR PINS
Active options: TSLA SNAP AAPL FB INTC AMD NVDA AMC AMZN CLF BABA BBIG PYPL NFLX NIO DKNG MSFT F PLTR PINS
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84.64, natural gas up 5%, gold at $1804 an ounce