Pre-Market IV Report October 28, 2020

Pre-Market IV Report October 28, 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: MSFT BA DDOG UPS MRNA VXX UVXY JKS AMZN DDOG TAN FROG SNOW PLTR LUV

Options expected to have increasing volume: MSFT BA SPWR FB AAPL AMZN TWTR GE GD AMGN CREE ETSY

Apple (AAPL) October weekly call option implied volatility is at 72, November is at 56; compared to its 52-week range of 18 to 90 into the expected release of quarter results after the bell on October 29.

Activision (ATVI) October weekly call option implied volatility is at 79, November is at 56; compared to its 52-week range of 23 to 89 into the expected release of quarter results after the bell on October 29.

Sony Corp (SNE) November call option implied volatility is at 64, December is at 46; compared to its 52-week range of 19 to 71 into quarter results and next –generation PlayStation 5 (PS5) console rollout on November 12.

Microsoft (MSFT) October weekly call option implied volatility is at 58, November is at 47; compared to its 52-week range of 15 to 90 into two new Xbox models roll out on November 10.

Alphabet (GOOG) October weekly call option implied volatility is at 63, November is at 49; compared to its 52-week range of 14 to 75 into the expected release of quarter results after the bell on October 29.

Straddle prices into quarter results

Apple (AAPL) October weekly 117 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 29.

Activision (ATVI) October weekly 81 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 29.

Alphabet (GOOG) October weekly 1605 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 29.

Anheuser Bush (BUD) October weekly 55 straddle priced for a move of 5.5% into the expected release of quarter results on October 29.

Baxter (BAX) October weekly 80.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 29.

Blue Apron (APRN) October weekly 6 straddle priced for a move of 30% into the expected release of quarter results before the bell on October 29.

Carvana (CVNA) October weekly 210 straddle priced for a move of 20% into the expected release of quarter results after the bell on October 29.

Carlyle (CG) November 26 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 29.

Columbia Sportswear (COLM) November 95 straddle priced for a move of 10% into the expected release of quarter results on October 29.

Comcast (CMCSA) October weekly 43.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 29.

ConocoPhillips (COP) October weekly 30 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 29.

Devon (DVN) October weekly 8.5 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 29.

Dunkin Brands (DKNK) November 100 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 29.

Facebook (FB) October weekly 282 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 29.

Imax (IMAX) October weekly 12 straddle priced for a move of 16% into the expected release of quarter results before the bell on October 29.

Illumina (ILMN) October weekly 322 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 29.

Kellogg (K) October weekly 65 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 29.

Live Nation (LYV) November 52.50 straddle priced for a move of 13% into the expected release of quarter results on October 29.

MGM Resorts (MGM) October weekly straddle priced for a move of % into the expected release of quarter results after the bell on October 29.

Molson Coors (TAP) October weekly 21 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 29.

Nabors (NBR) November 30 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 29.

Newmont Corp (NEM) October weekly 62 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 29.

Nokia (NOK) October weekly 4 straddle priced for a move of 13% into the expected release of quarter results on October 29.

Overstock (OSTK) October weekly 72 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 29.

Penn National Gaming (PENN) October weekly 58 straddle priced for a move of 10% into the expected release of quarter results on October 29.

PG&E (PCG) October weekly 10 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 29.

Plantronics (PLT) November 17.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on October 29.

Ralph Lauren (RL) November 75 straddle priced for a move of 13% into the expected release of quarter results before the bell on October 29.

Shake Shack (SHAK) October weekly 71 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 29.

Shopify (SHOP) October weekly 1082 straddle priced for a move of 8% into the expected release of quarter results on October 29.

Skechers (SKX) October weekly 36 straddle priced for a move of 11% into the expected release of quarter results after the bell on October 29.

Spotify (SPOT) October weekly 287 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on October 29.

Starbucks (SBUX) October weekly 90 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 29.

Tapestry (TPR) October weekly 21.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 29.

Twitter (TWTR) October weekly 51 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 29.

World Wrestling (WWE) November 40 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 29.

YUM! Brands (YUM) October weekly 98 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 29.

Increasing option volume: ELY SAP DNKN HOG EXAS PBF
Increasing unusual call option volume: ELY HOG EXAS RRR TEN FLEX VOD XLNX
Increasing unusual put option volume: HOG EXAS VOO XLNX MPLN VTI FEX SKX
Increasing option volume: PLTR DKNG SNAP TWTR
Active options: AAPL AMD MSFT TSLA NIO PFE GE SNAP AAL BABA FB CSCO TWTR WFC BA AMZN DKNG PLTR
Global S&P Futures recently down 0.5% premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $38.43, natural gas mixed, gold at $1907 an ounce