Pre-Market IV Report October 28, 2021

Pre-Market IV Report October 28, 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: BKKT IRNT INO AGC LIDR TSLA ZNGA SBUX CMCSA SHOP XOM RDSA

Stocks expected to have increasing option volume: AAPL AMZN F CAT Z F EBAY CMCSA MRK SBUX

Tesla call put ratio 1 call to 1 put

Tesla (TSLA) October weekly call option implied volatility is at 61, November is at 56; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 1 call to 1 put as shares near record high.

IV into quarter results

Apple (AAPL) October weekly call option implied volatility is at 53, November is at 26; compared to its 52-week range of 19 to 50 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Amazon (AMZN) October weekly call option implied volatility is at 64, November is at 29; compared to its 52-week range of 18 to 54 into the expected release of quarter results after the bell on October 28. Call put ratio 2.4 calls to 1 put.

Starbucks (SBUX) October weekly call option implied volatility is at 61, November is at 27; compared to its 52-week range of 18 to 40 into the expected release of quarter results today after the bell.

Exxon (XOM) October weekly call option implied volatility is at 41, November is at 28; compared to its 52-week range of into the expected release of quarter results before the bell on October 29. Call put ratio 2.2 calls to 1 put.

Facebook (FB) October weekly call option implied volatility is at 40, October is a 31; 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 85, November is at 72; compared to its 52-week range of 80 to 96. Call put ratio 1.6 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.

Comcast (CMCSA) October weekly 53 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Yum Brands (YUM) October weekly 126 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Starbucks (SBUX) October weekly 114 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Caterpillar (CAT) October weekly 197 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Amazon (AMZN) October weekly 3390 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

MasterCard (MA) October weekly 335 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

Merck (MRK) October weekly 81.50 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Northrup (NOC) October weekly 387 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

Overstock (OSTK) October weekly 77 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Vale (VALE) October weekly 13.50 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Shopify (SHOP) October weekly 1360 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Skechers (SKX) October weekly 45 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

AbbVie (ABBV) October weekly108 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on October 29.

Chevron (CVX) October weekly 112 straddle priced for a move of +/- 2% into the expected release of quarter results before the bell on October 29.

Colgate (CL) October weekly 76 straddle priced for a move of +/- 3% nto the expected release of quarter results before the bell on October 29.

Exxon (XOM) October weekly 64 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 29.

Avis Budget Group (CAR) November call option implied volatility is at 91, December is at 77; compared to its 52-week range of 49 to 95. Call put ratio 1 call to 1.7 puts.

Zillow (Z) October weekly call option implied volatility is at 53, November is at 60; compared to its 52-week range of 40 to 78. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: KDMN CROX SAM TWTR HOG INTC TEVA IBM GOOGL CMG
Increasing unusual option volume: MARK CRTX RBAC IMGN ACAD
Increasing unusual call option volume: CRTX MARK RBAC IMGN ACAD DT
Increasing unusual put option volume: CRTX CSTM BKKT WE URA GNUS IVR
Popular stocks with increasing volume: DKNG TWTR SNAP COP NVDA
Active options: TSLA MSFT AMD AAPL FB SNAP LCID NVDA HOOD TWTR F MS GOOGL AMC BA INTC GM BKKT BAC PYPL
Global S&P Futures mixed, Nikkei down 0.9%, DAX mixed, WTI Crude oil recently at $82.02, natural gas mixed, gold at $1804 an ounce