Pre-Market IV Report October 8, 2020

Pre-Market IV Report October 8, 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: T PFE VZ LYFT BP UNG SPWR TAN AMZN BABA DDD CVM BIIB AMRN
Options expected to have increasing volume: REGN C
Regeneron Pharmaceuticals (REGN) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 79 into Trump calls its therapeutic a ‘COVID cure’. Call put ratio 2.8 calls to 1 put with focus on October weekly calls.
Citigroup (C) 30-day option implied volatility is at 47; compared to its 52-week range of 18 to 146 into Fed reprimand, OCC fine. Call put ratio 2.1 calls to 1 put.
Option implied volatility for industrial metal stocks, calls active
Freeport-McMoran (FCX) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 185. Call put ratio 3.1 calls to 1 put. ​
Southern Copper (SCCO) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 114. Call put ratio 3.9 calls to 1 put.
Vale S.A. (VALE) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 157. Call put ratio 2.1 calls to 1 put.
Rio Tinto plc (RIO) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 114. Call put ratio 3.4 calls to 1 put. ​
BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 123.​ Call put ratio 8.6 calls to 1 put.
Option implied volatility for pipeline stocks, calls active
Williams Cos. (WMB) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 164. Call put ratio 1 call to 5.5 puts with a focus on October 19.50 puts into expected release of quarter results in late October.
Enterprise Products Partners (EPD) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 160. Call put ratio 3.6 calls to 1 put with focus on January 13 calls.
Magellan Midstream Partners (MMP) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 142. Call put ratio 1.1 calls to 1 put.
Energy Transfer (ET) 30-day option implied volatility is at 57; compared to its 52-week range of 27 to 180. Call put ratio 2.3 calls to 1 put with focus on January calls.
Kinder Morgan (KMI) 30-day option implied volatility is at 40; compared to its 52-week range of 16 to 141. Call put ratio 3.8 calls to 1 put.
Straddle prices for stocks expected to report quarterly results this week
Dominos’s Pizza (DPZ) October weekly 430 straddle priced for a move of 7% into the expected release of quarter results today.
Helen of Troy (HELE) October weekly 200 straddle priced for a move of 10% into the expected release of quarter results today.
Acuity Brands (AYI) October 115 straddle priced for a move of 9% into the expected release of quarter results today.
Options with decreasing option implied volatility: TSLA INO DOCU ZM CRM BCLI CRON MESO NKLA DISH
Increasing option volume: ESI ELAN LEVI ICLN CNP DDD
Increasing unusual call option volume: ESI CNP LEVI ICLN BCLI CYTK FLR
Increasing unusual put option volume: TAN LEVI BCLI MXEF JKS PSTG
Popular stocks with increasing volume: T PLUG FSLY INTC DKNG
Active options: AAPL TSLA NIO BABA AMD FB BA NFLX MSFT DKNG BAC AAL AMZN PTON T PLUG GE INTC FSLY NVDA
Global S&P Futures recently mixed in premarket, Nikkei up 0.9%, DAX up 0.5%, WTI Crude oil recently at $40.45.97, natural gas down 1%, gold at $1895 an ounce