Pre-Market IV Report October 27, 2021

Pre-Market IV Report October 27, 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 EBAY MCD CMCSA F GM BKRT VXRT COTY GOOG AAPL DWAC TWTR MSFT AMD V

Stocks expected to have increasing option volume: AAPL AMZN MSFT GOOG GOOGL GE F GM V HOOD TWTR FB AMD TXN PYPL XOM SBUX TMO MRK CMCSA MCD MA SPOT KO MCD BMY BA GM FISV BSX GD KHC HLT DT PBR HOG SIX CRTX HA

Tesla (TSLA) October weekly call option implied volatility is at 64, November is at 53; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 2.2 calls to 1 put as shares at record high.
IV into quarter results

Apple (AAPL) October weekly call option implied volatility is at 41, November is at 24; compared to its 52-week range of 19 to 50 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

eBay (EBAY) October weekly call option implied volatility is at 80, November is at 37; compared to its 52-week range of 24 to 51 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.1 puts.

Ford (F) October weekly call option implied volatility is at 75, November is at 43; compared to its 52-week range of 33 to 78 into the expected release of quarter results today. Call put ratio 1 call to 1.9 puts.

Service Now (NOW) October weekly call option implied volatility is at 75, November is at 37; compared to its 52-week range of 25 to 52 into the expected release of quarter results today after the bell.

Teladoc (TDOC) October weekly call option implied volatility is at 89, November is at 55; compared to its 52-week range of 38 to 78 into the expected release of quarter results today after the bell.

Xilinx (XLNX) October weekly call option implied volatility is at 117, November is at 53; compared to its 52-week range of 25 to 66 into the expected release of quarter results. Call put ratio 1.1 calls to 1 put as shares near record high.

Amazon (AMZN) October weekly call option implied volatility is at 54, November is at 28; compared to its 52-week range of 18 to 54 into the expected release of quarter results after the bell on October 28.

Facebook (FB) October weekly call option implied volatility is at 47, October is a 33; compared to its 52-week range of 21 to 55. Call put ratio 1.6 calls to 1 put.

Proshares Bitcoin Strategy (BITO) October weekly call option implied volatility is at 70, November is at 79; compared to its 52-week range of 80 to 96. Call put ratio 2 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

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

eBay (EBAY) October weekly 78 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

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

General Motors (GM) October weekly 57.50 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Boeing (BA) October weekly 210 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

Comcast (CMCSA) October weekly 54 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 28.

Yum Brands (YUM) October weekly 126 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on October 28.

Starbucks (SBUX) October weekly 115 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on October 28.

Caterpillar (CAT) October weekly 200 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on October 28.

Amazon (AMZN) October weekly 3375 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on October 28.

MasterCard (MA) October weekly 360 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on October 28.

Merck (MRK) October weekly 82 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 28.

Northrup (NOC) October weekly 397 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on October 28.

Overstock (OSTK) October weekly 82 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on October 28.

Vale (VALE) October weekly 14 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on October 28.

Shopify (SHOP) October weekly 1365 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on October 28.

Skechers (SKX) October weekly 46 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on October 28.

Increasing unusual option volume: RBAC SEAH MARK FPAC FRSX LIDR
Increasing unusual call option volume: RBAC SEAH FPAC MARK FRSX
Increasing unusual put option volume: BKRT MQ FPAC LIDR SEAH PROG
Popular stocks with increasing volume: DKNG TWTR SNAP COP NVDA LMT
Active options: TSLA FB NVDA F AMD AAPL PLTR SNAP COP OCGN NIO INTC LCID AMC MSFT BAC BABA DKNG BKKT TWTR
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83.71, natural gas mixed, gold at $1787 an ounce