Pre-Market IV Report October 27, 2020

Pre-Market IV Report October 27, 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 AMD MSFT AAPL AMZN TWLO CHGG BA RTX MRK PFE HOME SNOW GEO BP

Options expected to have increasing volume: LVS MSFT GLW FSLR HOG JBLU CHGG TWLO HA PFE MRK LLY MGM WYNN

Las Vegas casino option implied volatility amid quarter results, covid and LVS exploring Las Vegas casino sale report

Las Vegas Sands (LVS) October weekly call option implied volatility is at 58, November is at 55; compared to its 52-week range of 22 to 180 into exploring sale of Las Vegas casinos, Bloomberg reports.

MGM Resorts (MGM) October weekly call option implied volatility is at 100, November is at 83; compared to its 52-week range of 20 to 337 into Las Vegas Sands (LVS) exploring sale of Las Vegas casinos, Bloomberg reports. MGM is expected to release quarter results on October 29.

Wynn Resorts (WYNN) October weekly call option implied volatility is at 64, November is at 76; compared to its 52-week range of 31 to 216 into Las Vegas Sands (LVS) exploring sale of Las Vegas casinos, Bloomberg reports. WYNN is expected to release quarter results on November 4

Straddle prices into quarter results

Advanced Micro Devices (AMD) October weekly 82 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Microsoft (MSFT) October weekly 210 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Amgen (AMGN) October weekly 225 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 160 priced for a move of 6% into the expected release of quarter results before the bell on October 28.

eBay (EBAY) October weekly 53.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 28.

Fastly (FSLY) October weekly 74 straddle priced for a move of 14% 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 192.50 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on October 28.

Annaly (NLY) November 7 straddle priced for a move of 20% into the expected release of quarter results after the bell on October 28.

Boston Scientific (BSX) October weekly 37 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 28.

CME Group (CME) October weekly 160 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 28.

Cree (CREE) October weekly straddle 71 priced for a move of 9% into the expected release of quarter results after the bell on October 28.

Deutsche Bank (DB) October weekly 9.5 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 28.

Etsy (ETSY) October weekly 140 straddle priced for a move of 13% into the expected release of quarter results after the bell on October 28.

Extreme Networks (EXTR) October weekly 5 straddle priced for a move of 19% into the expected release of quarter results before the bell on October 28.

Fiat Chrysler (FCAU) October weekly 13 straddle priced for a move of 8% into the expected release of quarter results on October 28.

Garmin (GRMN) November 100 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 28.

Generac (GNRC) November 210 straddle priced for a move of 12% into the expected release of quarter results before the bell on October 28.

General Dynamics (GD) October weekly 138 straddle priced for a move of % into the expected release of quarter results before the bell on October 28.

Gilead (GILD) October weekly 139 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on October 28.

Hess (HES) October weekly 37 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 28.

KLA Corp (KLAC) October weekly 200 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 28.

Mastercard (MA) October weekly 317 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 28.

Norfolk Southern (NSC) October weekly 210 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 28.

Petrobras (PBR) October weekly 7 straddle priced for a move of 5.5% into the expected release of quarter results on October 28.

Pinterest (PINS) October weekly 50 straddle priced for a move of 16% into the expected release of quarter results after the bell on October 28.

Royal Caribbean (RCL) October weekly 58 straddle priced for a move of 8.5% into the expected release of quarter results on October 28.

Six Flags (SIX) November 22.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on October 28.

Spirit (SAVE) November 17.50 straddle priced for a move of 22% into the expected release of quarter results after the bell on October 28.

Sturm Ruger (RGR) November 62.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 28.

SunPower (SPWR) October weekly 16.50 straddle priced for a move of 13% into the expected release of quarter results on October 28.

Teladoc (TDOC) October weekly 212.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 28.

Tradeweb (TW) November 60 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 28.

Vale (VALE) October weekly 11 straddle priced for a move of 25% into the expected release of quarter results on October 28.

Western Digital (WDC) October weekly 40 straddle priced for a move of 11% into the expected release of quarter results after the bell on October 28.

Yum China (YUMC) October weekly 55 straddle priced for a move of 9% into the expected release of quarter results on October 28.

Yandex (YNDX) October weekly 59 straddle priced for a move of 7% into the expected release of quarter results on October 28.

Options with decreasing option implied volatility: SNAP FIT CCJ IRBT CRON NFLX TSLA CMG STX
Increasing option volume: SAP DNKN SELB FLEX FIS GPN FFIV MUR KWEB UA
Increasing unusual call option volume: DNKN GPN FLEX SELB FIS MUR DBI
Increasing unusual put option volume: KWEB FFIV BCLI HAS XLC BILL CHGG PH HOG
Increasing option volume: F ZM T C AAL DKNG
Active options: AAPL SNAP TSLA AMD MSFT INTC NIO AAL FB BAC AMZN GE CCL DKNG BA F ZM BABA T C
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $39, natural gas up 0.9%, gold at $1903 an ounce