Pre-Market IV Report September 3, 2020

Pre-Market IV Report September 3, 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: DOCU CRBP WORK SHLL PTON CHWY CLDR CRWD WORK AMRN GME VHC

Options expected to have increasing volume: RKT AMBA CLDR CRWD FIVE HRB ZUO MOMO PDCO MIK PD

New technology transportation stocks

Tesla (TSLA) September weekly call option implied volatility is at 103, September is at 115; 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 1.6 calls to 1 put.

NIO Inc. (NIO) September weekly option implied volatility is at 108, September is at 123; compared to its 52-week range of 77 to 221. Call put ratio 2.6 calls to 1 put.

Workhorse Group (WKHS) September weekly call option implied volatility is at 122, September is at 152; compared to its 52-week range of 102 to 287. Call put ratio 5 calls to 1 put.

Nikola (NKLA) September weekly call option implied volatility is at 77, September is at 95; compared to its 52-week range of 67 to 305. Call put ratio 2.4 calls to 1 put.

Kandi Technologies Group (KNDI) September call option implied volatility is at 120, October is at 121; compared to its 52-week range of 47 to 355. Call put ratio 4.6 calls to 1.1 puts.

Li Auto Inc. (LI) September call option implied volatility is at 128, October is at 145; compared to its 4-week range of 101 to 177 as shares sell off 2.9%. Call put ratio 2.4 calls to 1 put.

Electrameccanica Vehicles (SOLO) September call option implied volatility is at 129, October is at 141; compared to its 52-week range of 77 to 400. Call put ratio 2.4 calls to 1 put.

Blink Charging (BLNK) September call option implied volatility is at 198, October is at 184; compared to its 52-week range of 59 to 266. Call put ratio 10 calls to 1 put.

Option Implied Volatility for Companies developing Covid-19 vaccine

Sanofi (SNY) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 94 into developing Covid-19 vaccine.

GlaxoSmithKline (GSK) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 74 into developing Covid-19 vaccine.

IV Movers

Twitter (TWTR) September weekly call option implied volatility is at 55, September is at 48; compared to its 52-week range of 27 to 127. Call put ratio 5.5 calls to 1 put with focus on September 43 calls.

DraftKings (DKNG) September weekly call option implied volatility is at 93, September is at 94; compared to its 52-week range of 54 to 142 after Michael Jordan takes equity interest. Call put ratio 8 calls to 1 put with focus on September weekly 38 and 39 calls.

Zoom Video (ZM) September weekly call option implied volatility is at 80, September is at 72; compared to its 52-week range of 36 to 137. Call put ratio 1.2 calls to 1 put with focus on September weekly options.

Intel (INTC) September weekly call option implied volatility is at 39, September is at 36; compared to its 52-week range of 20 to 99 after introducing new processors. Call put ratio 8 calls to 1 put with focus on September weekly 52 and 53 calls.

GameStop (GME) September weekly call option implied volatility is at 150, September is at 185; compared to its 52-week range of 52 to 226. Call put ratio 1.6 calls to 1 put with focus on September weekly 8 calls.

Kansas City Southern (KSU) September weekly call option implied volatility is at 37; compared to its 52-week range of 17 to 82. Call put ratio 17 calls to 1 put with focus on September weekly and September calls.

Straddle prices for stocks expected to report quarterly results this week

Campbell Soup (CPB) September weekly 52.50 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell

Broadcom (AVGO) September weekly 375 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Smith & Wesson Brands (SWBI) September 20 straddle priced for a move of 29% into the expected release of quarter results today after the bell

DocuSign (DOCU) September weekly 265 straddle priced for a move of 18% into the expected release of quarter results today after the bell

National Beverage (FIZZ) September 85 straddle priced for a move of 18% into the expected release of quarter results today

Signet Jewelers (SIG) September weekly 18.5 straddle priced for a move of 22% into the expected release of quarter results today before the bell

Toro (TTC) September 80 straddle priced for a move of 11% into the expected release of quarter results today before the bell

Ciena (CIEN) September weekly 60 straddle priced for a move of 9.5% into the expected release of quarter results today before the bell

Increasing unusual option volume: CORT GOGO MTDR ZUO VHC AMRN BHP PVH
Increasing unusual call option volume: CORT GOGO ZUO IWF BHP VHC PVH
Increasing unusual put option volume: MTDR ATUS GOGO AMRN CLDR CRWD CIEN MLCO
Popular stocks with increasing volume: DKNG SNAP RKT CRWD PTON M KSU INTC SBUX ZM AAL
Active options: AAPL TSLA INTC MSFT FB SNAP NIO AMD BAC DKNG NVDA TWTR WMT ZM RKT CRWD PTON AAL M MU
Global S&P Futures recently mixed in premarket, Nikkei up 0.9%, DAX up 1.1%, WTI Crude oil recently at $41.18, natural gas mixed, gold at $1939 an ounce