Pre-Market IV Report October 29, 2020

Pre-Market IV Report October 29, 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 UVXY NOK MRNA TGT BIIB RIDE MOMO SNOW MPLN VXX ELY PLTR VMW

Options expected to have increasing volume: AAPL AMZN F BABA ATVI GOOG GOOGL BUD BAX OSTK COP SHOP MGM REGN SPOT SBUX

Apple (AAPL) October weekly call option implied volatility is at 87, November is at 52; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell.

Activision (ATVI) October weekly call option implied volatility is at 91, November is at 50; compared to its 52-week range of 23 to 89 into the expected release of quarter results today after the bell.

Amazon (AMZN) October weekly call option implied volatility is at 103, November is at 71; compared to its 52-week range of 17 to 69 into the expected release of quarter results today after the bell.

Alphabet (GOOG) October weekly call option implied volatility is at 80, November is at 58; compared to its 52-week range of 14 to 75 into the expected release of quarter results today after the bell.

Twitter (TWTR) October weekly call option implied volatility is at 202, November is at 112; compared to its 52-week range of 27 to 126 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Shake Shack (SHAK) October weekly call option implied volatility is at 104, November is at 99; compared to its 52-week range of 31 to 185 into the expected release of quarter results today after the bell.

Carvana (CVNA) October weekly call option implied volatility is at 201, November is at 118; compared to its 52-week range of 43 to 213 into the expected release of quarter results today after the bell.

Facebook (FB) October weekly call option implied volatility is at 113, November is at 74; compared to its 52-week range of 21 to 82 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Shopify (SHOP) October weekly call option implied volatility is at 106, November is at 71`; compared to its 52-week range of 40 to 124 into the expected release of quarter results today.

Regeneron (REGN) October weekly call option implied volatility is at 40, November is at 55; compared to its 52-week range of 25 to 78 into REGN-COV2 met endpoints in Phase 2/3 seamless trial. Call put ratio 1 call to 1.3 puts

United States Oil Fund (USO) October weekly option implied volatility is at 58, November is at 55; compared to its 52-week range of 22 to 248 as WTI crude trades below $38. Call put ratio 1 call to 1 put.

Straddle prices into quarter results

Apple (AAPL) October weekly 111 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Activision (ATVI) October weekly 79 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Alphabet (GOOG) October weekly 1515 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Amazon (AMZN) October weekly 3160 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Carvana (CVNA) October weekly 202.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Facebook (FB) October weekly 267 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Shake Shack (SHAK) October weekly 66 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Shopify (SHOP) October weekly 1025 straddle priced for a move of 8% into the expected release of quarter today after the bell.

Skechers (SKX) October weekly 33.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Spotify (SPOT) October weekly 275 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Starbucks (SBUX) October weekly 87 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Twitter (TWTR) October weekly 48.50 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

AbbVie (ABBV) October weekly 80 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 30.

Altria (MO) October weekly 37 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 30.

Aon (AON) October weekly 195 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 30.

Charter Communications (CHTR) October weekly 570 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 30.

Chevron (CVX) October weekly 67 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 30.

Colgate-Palmolive (CL) October weekly 76.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 30.

Exxon Mobil (XOM) October weekly 32 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 30.

Honeywell (HON) October weekly 160 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 30.

Phillips 66 (PSX) October weekly 44 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 30.

Total (TOT) November 30 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 30.

Options with decreasing option implied volatility: HTZ HOG DNKN TIF SNAP LRN TIF LRN EHTH
Increasing option volume: ELY DNKN BKLN CYH MTDR CS SAP HAS
Increasing unusual call option volume: ELY DNKN MTDR CYH GPN FIS STLD
Increasing unusual put option volume: BKLN HAS CXO ELAN DHT JWN JNK TJX CERN
Increasing option volume: LYFT DKNG OXY PFE
Active options: AAPL MSFT TSLA GE AMD SNAP NIO BAC CCL AAL F INTC BA FB PFE WFC LYFT AMZN DKNG OXY
Global S&P Futures recently up 0.5% premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $37.54, natural gas mixed, gold at $1882 an ounce