Pre-Market IV Report September 21, 2020

Pre-Market IV Report September 21, 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 MCD VIAC SNAP ET SHLL TSLA AMZN SPOT KODK CMO RETA LAC CORT LAC CMO RETA CORT

Options expected to have increasing volume: NKLA WKHS NIO BLNK TSLA GM F AZO NKE GIS ACN COST DRI ACB BB SFIX

Nikola (NKLA) 30-day option implied volatility is at 148; compared to its 52-week range of 21 to 305 into Nikola Corporation today announced that Trevor Milton approached the Board of Directors and proposed to voluntarily step aside as Executive Chairman and from the Board. The Board accepted his proposal, and Stephen Girsky, former Vice Chairman of General Motors Co. and a member of Nikola’s Board, has been appointed Chairman of the Board, effective immediately.

General Motors (GM) 30-day option implied volatility is at 45; compared to its 52-week range of 67 to 187 into Nikola Corporation (NKLA) today announced that Trevor Milton approached the Board of Directors and proposed to voluntarily step aside as Executive Chairman and from the Board.

Tesla (TSLA) 30-day option implied volatility is at 159; 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 2.2 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 48; compared to its 52-week range of 18 to 90 amid share price up 50% for year.

Facebook (FB) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 82 amid share price up 24% for year.

Netflix (NFLX) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 99 amid share price up 45% for year.

Alphabet (GOOGL) 30-day option implied volatility is at 36; compared to its 52-week range of 14 to 75 amid share price up 11% for year.

Amazon (AMZN) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 69amid share price up 63% for year.

Merck (MRK) 30-day day option implied volatility is at 23; compared to its 52-week range of 15 to 64 into an investor briefing on the company’s broad oncology presentation at ESMO 2020 on a conference call to be held on September 22 at 8 am.

Intuit (INTU) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 93 into hosting a virtual investor day on September 23.

Straddle prices for stocks expected to report quarterly results this week

Aurora Cannabis (ACB) September weekly 6.5 straddle priced for a move of 22% into the expected release of quarter results on September 22.

AutoZone (AZO) September weekly 1205 straddle priced for a move of 6% into the expected release of quarter results before the bell the bell on September 22.

BlackBerry (BB) September weekly 5 straddle priced for a move of 13% into the expected release of quarter results on September 22.

KB Home (KBH) October 39 straddle priced for a move of 13% into the expected release of quarter results after the bell the bell on September 22.

Nike (NKE) September weekly 115 straddle priced for a move of 6% into the expected release of quarter results after the bell the bell on September 22.

Steelcase (SCS) October 12.50 straddle priced for a move of 18% into the expected release of quarter results after the bell the bell on September 22.

Stich Fix (SFIX) September weekly 28.50 straddle priced for a move of 20% into the expected release of quarter results after the bell the bell on September 22.

Cintas (CTAS) October 320 straddle priced for a move of 8% into the expected release of quarter results before the bell the bell on September 23.

General Mills (GIS) October 57.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell the bell on September 23.

H.B. Fuller (FUL) October 50 straddle priced for a move of 10% into the expected release of quarter results after the bell the bell on September 23.

JinkoSolar (JKS) October 24 straddle priced for a move of 17% into the expected release of quarter results on September 23.

Accenture (ACN) September weekly 237.50 straddle priced for a move of 5% into the expected release of quarter results before the bell the bell on September 24.

CarMax (KMX) September weekly 103 straddle priced for a move of 7% into the expected release of quarter results before the bell the bell on September 24.

Costco (COST) September 335 straddle priced for a move of 4.5% into the expected release of quarter results on September 24.

Darden Restaurants (DRI) October 90 straddle priced for a move of 15% into the expected release of quarter results before the bell the bell on September 24.

Jabil (JBL) September weekly 33.50 straddle priced for a move of 11% into the expected release of quarter results before the bell the bell on September 24.

Vail Resorts (MTN) October 220 straddle priced for a move of 11% into the expected release of quarter results after the bell the bell on September 24.

Options with decreasing option implied volatility: RKT SLV ZM CRM IMMU CLVS CVM IMMU NKLA FDX CRON
Increasing unusual option volume: SAVA WPRT VGK ARR LAC MLHR MT WRK MAT
Increasing unusual call option volume: SAVA MT WRK LAC VALE IEF
Options with increasing put volume: ATUS MAT LOGI SABR EWJ AMLP MMP
Popular stocks with increasing volume: ZM VALE KODK DKNG
Active options: AAPL TSLA VALE MSFT FB AMZN AMD WFC BAC NIO KODK BA NVDA ZM AAL GE SNAP DKNG JPM INTC
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $40.94, natural gas mixed, gold at $1958 an ounce