Pre-Market IV Report October 26, 2020

Pre-Market IV Report October 26, 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 NOK JMIA SNOW TJX REV CMPS

Options expected to have increasing volume: BYND HAS SAP TWLO FFIV DNKN

Dunkin’ Brands (DNKN) November call option implied volatility is at 37, December is at 33; compared to its 52-week range of 17 to 127 into confirms preliminary discussions to be acquired by Inspire Brands. Call put ratio 143 calls to 1 put with focus on November 95 calls.

SAP (SAP) November call option implied volatility is at 35, December is at 35; compared to its 52-week range of 17 to 79 into lowering FY20 revenue guidance.

Option implied volatility for Cloud stocks into SAP (SAP) lowers guidance

Fastly, Inc. (FSLY) 30-day option implied volatility is at 94; compared to its 52-week range of 53 to 144 into SAP (SAP) lowers guidance.

Cloudflare (NET) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 119.

Akamai (AKAM) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 70.

DocuSign (DOCU) 30-day option implied volatility is at 51; compared to its 52-week range 28 to 108.

CrowdStrike (CRWD) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 118.

Pure Storage (PSTG) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 113.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 77; compared to its 52-week range of 53 to 105.

Twilio (TWLO) 30-day option implied volatility is at 61; compared to its 52-week range of 33 to 97.

ServiceNow (NOW) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 84

Global X Cloud Computing ETF (CLOU) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 51.

Salesforce (CRM) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 97.

IV into quarter results

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 82 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 27.

Akamai (AKAM) October weekly 107 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 27.

Boston Properties (BXP) November 80 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 10% into the expected release of quarter results on October 27.

Caterpillar (CAT) October weekly 167.50 straddle priced for a move of 7% into the expected release of quarter results on October 27.

Corning (GLW) October weekly 35.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 27.

Cummins (CMI) November 225 straddle priced for a move of 4.5% 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 4% into the expected release of quarter results before the bell on October 27.

First Solar (FSLR) October weekly 85 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 27.

Fiserv (FISV) October weekly 101 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on October 27.

Harley Davidson (HOG) October weekly 30 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 16% 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 9% 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 4.5% into the expected release of quarter results after the bell on October 27.

Pfizer (PFE) October weekly 38 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 6% into the expected release of quarter results before the bell on October 27.

Amgen (AMGN) October weekly 227 straddle priced for a move of 4% into the expected release of quarter results after the bell on October 28.

Boeing (BA) October weekly straddle 167.50 priced for a move of 7% into the expected release of quarter results before the bell on October 28.

eBay (EBAY) October weekly 54 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on October 28.

Fastly (FSLY) October weekly 76.50 straddle priced for a move of 15% into the expected release of quarter results after the bell on October 28.

Ford (F) October weekly 8 straddle priced for a move of 7% into the expected release of quarter results on October 28.

Visa (V) October weekly 200 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on October 28.

Options with decreasing option implied volatility: SNAP FSLY ERIC HTZ INTC VOD CRON IRBT ACI
Increasing option volume: DNKN EWU FLEX MAT KDP ENTG CCXI ALGN APO JKS HAS SABR SONO
Increasing unusual call option volume: MAT FLEX CCX OMC ALGN EMB KDP SLG DNKN
Increasing unusual put option volume: BLMN APO MAT MPLN NSC SNAP
Increasing option volume: GILD DKNG ZM PFE F
Active options: AAPL SNAP TSLA INTC AMD FB AAL GE AMZN BAC NIO F T MSFT UBER GILD DKNG BA ZM PFE
Global S&P Futures recently down 0.7% in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $38.67, natural gas mixed, gold at $1903 an ounce