Pre-Market IV Report September 22, 2020

Pre-Market IV Report September 22, 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: TSLA T CMCSA ILMN MCD VIAC SNAP HTZ SNAP SHLL AMZN SPOT DDOG NKLA REV

Options expected to have increasing volume: NKE AZO GIS ACN COST DRI CMCSA TSLA F GM NKLA WKHS

Option implied volatility into Tesla (TSLA) Battery Event

Tesla (TSLA) 30-day option implied volatility is at 123; compared to its 52-week range of 34 to 154 into Battery Day announcement. Call put ratio 2.2 calls to 1 put.

Ford (F) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 195 into Tesla (TSLA) Battery Day announcement. Call put ratio 1.7 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 188 into Tesla (TSLA) Battery Day announcement. Call put ratio 1.4 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 179; compared to its 52-week range of 66 to 305. Call put ratio 1 call to 1.8 puts.

NIO Inc. (NIO) 30-day option implied volatility is at 106; compared to its 52-week range of 77 to 221. Call put ratio 2.7 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 179; compared to its 52-week range of 103 to 287. Call put ratio 1.6 calls to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 97; compared to its 52-week range of 47 to 355. Call put ratio 3.7 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 122; compared to its 52-week range of 101 to 178. Call put ratio 9.8 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 124; compared to its 52-week range of 77 to 400. Call put ratio 2.9 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 61; compared to its 52-week range of 61 to 266. Call put ratio 4.6 calls to 1 put.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 84 amid wide price movement.

HCA Healthcare (HCA) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 167 amid Washington political environment.

Tenet (THC) 30-day option implied volatility is at 72; compared to its 52-week range of 35 to 165 amid Washington political environment.

Revlon (REV) 30-day option implied volatility is at 145; compared to its 52-week range of 52 to 177. Call put ratio 1 call to 26 puts with focus on May puts.

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 1185 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

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

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

Nike (NKE) September weekly 114 straddle priced for a move of 6% into the expected release of quarter today results after the bell.

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

Stich Fix (SFIX) September weekly 29 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Cintas (CTAS) October 320 straddle priced for a move of 9% into the expected release of quarter results before 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 on September 23.

H.B. Fuller (FUL) October 45 straddle priced for a move of 10% into the expected release of quarter results after the bell on September 23.

JinkoSolar (JKS) October 28 straddle priced for a move of 15% into the expected release of quarter results on September 23.

Accenture (ACN) September weekly 232.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on September 24.

CarMax (KMX) September weekly 101 straddle priced for a move of 7% into the expected release of quarter results before the bell on September 24.

Costco (COST) September 340 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 on September 24.

Jabil (JBL) September weekly 33 straddle priced for a move of 11% into the expected release of quarter results before the bell on September 24.

Vail Resorts (MTN) October 220 straddle priced for a move of 13% into the expected release of quarter results after the bell on September 24.

Options with decreasing option implied volatility: TGT MLHR ZM CRM IMMU CRON CLVS
Increasing unusual option volume: VGK CYH MLHR CYTK CSTM ING NAV
PAGP MAT SU ING LAC VALE SAVA
Increasing unusual call option volume: PAGP MAT SU ING LAC VALE SAVA
Increasing unusual put option volume: GPN RWT SWN FEZ TRIP HTZ ETN OVV
Popular stocks with increasing volume: PTON AAL ROKU ZM VALE
Active Options: AAPL TSLA NKLA MSFT AMD BAC NIO GE AAL FB ROKU ZM VALE BA AMZN NVDA ORCL JPM WFC PTON
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $39.61, natural gas 1.8%, gold at $1906 an ounce