Pre-Market IV Report October 26, 2021

Pre-Market IV Report October 26, 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: HOOD SNDL WE AGC ZNGA MARK BKKT AGC PROG CRTD HTA VISL CMLT AGC

Stocks expected to have increasing option volume: TSLA AAPL FG AMZN MSFT GOOG GOOGL GE F GM

Tesla (TSLA) October weekly call option implied volatility is at 62, November is at 51; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 2.2 calls to 1 put as shares trade above $1026.

Option volume and IV elevated

Remark Holdings (MARK) 30-day option implied volatility is at 323; compared to its 52-week range of 98 to 324 amid active option volume and share price movement.

Creatd (CRTD) 30-day option implied volatility is at 243; compared to its 52-week range of 87 to 244 amid active option volume and share price movement.

Healthcare Trust of America (HTA) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 67 amid active option volume and share price movement.

Bakkt Holdings, Inc. (BKKT) 30-day option implied volatility is at 254; compared to its 52-week range of 10 to 254 amid active option volume and share price movement.

Vislink Technologies Inc. (VISL) 30-day option implied volatility is at 189; compared to its 52-week range of 88 to 321 amid active option volume and share price movement.

Khosla Ventures Acquisition Co. II (KVSB) 30-day option implied volatility is at 92; compared to its 52-week range of 13 to 96 amid active option volume and share price movement.

Genius Brands Int’l (GNUS) 30-day option implied volatility is at 225; compared to its 52-week range of 70 to 530 amid active option volume and share price movement.

WeWork (WE) 30-day option implied volatility is at 134; compared to its 52-week range of 30 to 141 amid active option volume and share price movement.

AgEagle Aerial Systems (UAVS) 30-day option implied volatility is at 174; compared to its 52-week range of 99 to 319 amid active option volume and share price movement.

Altimeter Growth Corp (AGC) day option implied volatility is at 118; compared to its 52-week range of 19 to 123 amid active option volume and share price movement.

Marqeta, Inc. (MQ) 30-day option implied volatility is at 88; compared to its 52-week range of 52 to 88amid active option volume and share price movement.

Straddle prices for stocks expected to report quarterly results this week

Robin Hood (HOOD) October weekly 39 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) October weekly 120 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

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

General Electric (GE) October weekly 105 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

Alphabet (GOOGL) October weekly 2750 straddle priced for a move of +/- 3.5% into the expected release of quarter results today after the bell.

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

Twitter (TWTR) October weekly 62 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Visa (V) October weekly 235 straddle priced for a move of +/- 3% into the expected release of quarter results today after the bell.

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

eBay (EBAY) October weekly 80 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on October 27.

Ford (F) October weekly 16 straddle priced for a move of +/- 5% into the expected release of quarter results on October 27.

Amazon (AMZN) October weekly 3320 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on October 28.

Options with decreasing option implied volatility: CEI SNAP IBM IRNT INTC CIFR
Increasing unusual option volume: MARK CRTD HTA BKKT VISL KVSB GNUS WE UAVS RDQ AGC MQ PBR
Increasing unusual call option volume: MARK CRTD BKKT VISL WE IBN GNUS
Increasing unusual put option volume: BKKT ICLN WE ENB UA HAS URA IRM
Popular stocks with increasing volume: FCX PBR PYPL PINS
Active options: TSLA FB AAPL SNAP AMD LCID NIO NVDA AMC PINS PLTR BKKT PYPL F CLF INTC X PBR BBIG FCX
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83.83, natural gas mixed, gold at $1803 an ounce