Pre-Market IV Report September 16, 2020

Pre-Market IV Report September 16, 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 WKHS BGCP BBBY SHLL FDX LCA TSLA CRBP

Options expected to have increasing volume: FDX UPS ADBE KSS XLF C JPM WFC BAC EWZ FB NKLA

Apple IV comes in after upgraded product event

Apple (AAPL) 30-day option implied volatility is at 45; compared to its 52-week range of 18 to 90 after upgraded product event. Call put ratio 2.5 calls to 1 put.

Retail IV at lower end of range as shares prices stabilize

Amazon (AMZN) 30-day option implied volatility is at 41; compared to its 52-week range of 16 to 68

Walmart (WMT) 30-day option implied volatility is at 33; compared to its 52-week range of 13 to 68

Target (TGT) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 91.

Home Depot (HD) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 114

Lowes (LOW) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 129

Gaps Stores (GPS) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 132.

Best Buy (BBY) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 107

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 97; compared to its 52-week range of 47 to 214.

Alibaba (BABA) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 63

Vehicle technology IV stays bid into Tesla (TSLA) Battery Day event

Tesla (TSLA) 30-day option implied volatility is at 119; compared to its 52-week range of 34 to 154 into hosting a Battery Day event after its annual meeting on September 22. Call put ratio 2.6 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 107; compared to its 52-week range of 77 to 221. Call put ratio 4.2 calls to 1 put with focus on October weekly (2) calls.

Workhorse Group (WKHS) 30-day option implied volatility is at 173; compared to its 52-week range of 102 to 287. Call put ratio 1.7 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 176; compared to its 52-week range of 67 to 305. Call put ratio 1 call to 1.1 puts.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 110; compared to its 52-week range of 47 to 355. Call put ratio 1.4 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 130; compared to its 6-week range of 101 to 177. Call put ratio 6.1 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 125; compared to its 52-week range of 77 to 400. Call put ratio 9.6 calls to 1 put with focus on September calls.

Blink Charging (BLNK) 30-day option implied volatility is at 150; compared to its 52-week range of 59 to 266. Call put ratio 2.3 calls to 1 put.

Bank IV into Fed policy decision

Citigroup (C) 30-day option implied volatility is at 43; compared to its 52-week range of 18 to 146. Call put ratio 1 call to 1.2 puts on wide price movement.

JPMorgan (JPM) 30-day option implied volatility is at 37; compared to its 52-week range of 15 to 118. Call put ratio 1.8 calls to 1 put on wide price movement.

Wells Fargo (WFC) 30-day option implied volatility is at 42; compared to its 52-week range of 16 to 138

Goldman Sachs (GS) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 116.

Northern Trust (NTRS) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 127.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 149.

TCF Financial Corp. (TCF) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 126.

Bank of New York Mellon (BK) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 118.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 111.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 125.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 48

Options with decreasing option implied volatility: TGT CSCO ZM CRM IMMU
Increasing unusual option volume: FCAU NVTA FDX ALXN MRNS TRGP FIZZ LAC IMMU A MUR
Increasing unusual call option volume: FCAU MRNS FIZZ LAC MTG A OMC
Increasing unusual put option volume: IMMU ANGI SWN SIRI ACI IEF MAT DVA AEO
Popular stocks with increasing volume: ROKU WKHS NKLA WMT DAL AAL
Active options: AAPL TSLA NIO NKLA AMD DKNG MSFT CCL NVDA BA FB ROKU C WMT AAL INTC WKHS ORCL DAL AMZN
Popular stocks with increasing volume: NIO CCL SQ NKLA
Active options: AAPL TSLA NIO C AMD PTON MSFT BAC FB WMT CCL NKLA DKNG ORCL BA GSX SQ TSM AMZN NVDA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $39.13, natural gas mixed, gold at $1974 an ounce