Pre-Market IV Report October 29, 2021

Pre-Market IV Report October 29, 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: MCMJ GGPI SEAH AGC PROG WE GGPI AGC VXRT BKKT LCID IRNT

Stocks expected to have increasing option volume: AAPL AMZN XOM SBUX XOM CVX GILD WDC X

Tesla FSR & LCID options active as shares trend higher

Tesla (TSLA) October weekly call option implied volatility is at 70, November is at 59; compared to its 52-week range of 37 to 106. Call put ratio 1.6 calls to 1 put as shares trade above $1077.

Lucid Group (LCID) October weekly call option implied volatility is at 250, November is at 140; compared to its 52-week range of 69 to 288. Call put ratio 2.5 calls to 1 put as shares trade above $38 in premarket.

Fisker (FSR) October weekly call option implied volatility is at 160, November is at 108; compared to its 52-week range of 65 to 165. Call put ratio 10 calls to 1 put.

Immersion (IMMR) 30-day option implied volatility is at 91; compared to its 52-week range of 51 to 121 as shares rally 11%. Call put ratio 245 calls to 1 put.

Movers

Microvision (MVIS) 30-day option implied volatility is at 153; compared to its 52-week range of 92 to 272 as shares rally 6.5%. Call put ratio 6.5 calls to 1 put amid Facebook’s (FB) announcement related to AR and its metaverse.

Vuzix Corp. (VUZI) 30-day option implied volatility is at 99; compared to its 52-week range of 74 to 166. Call put ratio 35 calls to 1 put amid Facebook’s (FB) announcement related to AR and its metaverse.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 116; compared to its 52-week range of 81 to 200. Call put ratio 1 call to 1.7 puts.

Futu Holdings Limited (FUTU) 30-day option implied volatility is at 111; compared to its 52-week range of 62 to 186. Call put ratio 1 call to 1.1 puts.

Straddle prices for stocks expected to report quarterly results next week

Avis Budget Car (CAR) November 170 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on November 1.

AMC Entertainment (AMC) November weekly 35 straddle priced for a move of +/- 12% into the expected release of quarter results on November 1.

Chegg (CHGG) November 58 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on November 1.

Cirrus Logic (CRUS) November 80 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 1.

Clorox (CLX) November weekly 160 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on November 1.

PG&E (PCG) November weekly 11.50 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on November 1.

Amgen (AMGN) November weekly 207 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on November 2.

Ballard Power (BLDR) November 18 straddle priced for a move of +/- 14% into the expected release of quarter results on November 2.

Bausch Health (BHC) November weekly 28 straddle priced for a move of +/- 8% into the expected release of quarter results on November 2.

Caesars (CZR) November weekly 110 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on November 2.

Chesapeake Energy (CHK) November 65 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on November 2.

Conoco (COP) November weekly 75 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 2.

Devon (DVN) November weekly 40 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 2.

Match (MTCH)November weekly 16.50 straddle priced for a move of +/- % into the expected release of quarter results after the bell on November 2.

Marathon (MRO) November weekly straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 2.

Mondelez (MDLZ) November weekly 61 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on November 2.

Pfizer (PFE) November weekly 43 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on November 2.

Ralph Lauren (RL) November weekly 125 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on November 2.

XPO (XPO) November 87 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on November 2.

Zillow (Z) November weekly 99 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on November 2.

Options with decreasing option implied volatility: CEI IBM INTC SNAP CRTX SNAP IRBT
Increasing unusual option volume: BLU RNW TRIT AER RBAC
Increasing unusual call option volume: FPAC AER HAS TRIT RBAC RNW
Increasing unusual put option volume: INDA ARRY NLY BHC CSTM LCID LC
Popular stocks with increasing volume: LCID F C MRK BX FCEL PYPL FSR
Active options: LCID AAPL TSLA F FB C AMD MRK PLUG MSFT SNAP AMZN BX AMC NIO NVDA FCEL PYPL FSR AAL
Global S&P Futures mixed to lower, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83, natural gas mixed, gold at $1796 an ounce