Pre-Market IV Report December 23, 2022
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 NFLX SJR SAVA PUBM UVIX PINC DRIP U LYFT CCL
Stocks expected to have increasing option volume: TSLA SPY QQQ BIIB
Tesla option IV
Tesla (TSLA) December weekly call option implied volatility is at 105, January is at 85; compared to its 52-week range of 49 to 84 into Elon Musk says will not sell more shares for another two years, Reuters says.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 56.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 40.
iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 3 puts.
SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 52. Call put ratio 1 call to 3.4 puts.
Options with decreasing option implied volatility: MDGL GH CFLT EXAS LMND MSOS YANG BCRX CLNE AI VTNR PR
Increasing unusual option volume: EPR RENN IP SLDP URBN KMX CNK JBL AMC
Increasing unusual call option volume: IP JBL FSLY GOTU MCHP MTB EH KMX LEV
Increasing unusual put option volume: URBN IP KMX CNK PFSI SJR ARCC
Popular stocks increasing volume: NKE BA BAC PYPL C MU INTC SQ
Active options: TSLA AAPL AMZN BABA GOOGL GOOG META AMD NVDA NKE NFLX MSFT CCL BA BAC PYPL C MU INTC SQ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $1804
