Pre-Market IV Report December 27, 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: LMND ORIC PBRA CHRS NTNX TTWO AZUL COP EC CMRE
Stocks expected to have increasing option volume: NIO SPY QQQ RUT ARKK TSLA
Airliner option IV low amid weather delay headlines
Southwest Airlines (LUV) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 58.
American Airlines (AAL) 30-day option implied volatility is at 49; compared to its 52-week range of 43 to 86.
Delta Air Lines (DAL) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 71
United Airlines (UAL) 30-day option implied volatility is at 48; compared to its 52-week range of 38 to 87.
Option IV offered lower into China scraps inbound quarantine rules in break with zero-Covid
Tesla (TSLA) December weekly call option implied volatility is at 77, January is at 88; compared to its 52-week range of 49 to 84.
NIO Inc. (NIO) 30-day option implied volatility is at 81; compared to its 52-week range of 61 to 132 into CEO warns of sales challenges in first half of the year, Bloomberg reports.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; 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.
SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 52.
Best Buy (BBY) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 88.
Dollar Tree (DLTR) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 65.
Crypto IV
Coinbase (COIN) 30-day option implied volatility is at 92; compared to its 52-week range of 56 to 174.
Silvergate Capital (SI) 30-day option implied volatility is at 150; compared to its 52-week range of 74 to 276.
Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 81; compared to its 52-week range of 66 to 221.
ARK option IV increaeses
ARK Innovation (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 91 into end of year.
Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 96.
ARK Next Generation (ARKW) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 111.
ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 262.
ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 88.
Live Nation Entertainment (LYV) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 104.
Airbnb (ABNB) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 77. Call put ratio 1 call to 2.2 puts.
Options with decreasing option implied volatility: MDGL ISEE CCI VOO UPST MSOS BEKE KOS BCRX
Increasing unusual option volume: MNTV VRT CNK LAZ OLLI WE TRIP ZTO SJR
Increasing unusual call option volume: MNTV ZTO YPF HOLX RCM
Increasing unusual put option volume: WE CNK TRIP GOTU SBSW MNTV URBN KMX
Popular stocks increasing volume: CHPT BABA MU NIO CCL RIVN COIN BAC F
Active options: TSLA AAPL AMZN AMC NVDA AMD META GOOGL MSFT NFLX CHPT BABA GOOG MU NIO CCL RIVN COIN BAC F
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas up 2%, gold at $1815
