Pre-Market IV Report December 28, 2022

Market Rebellion

This article was last updated on 12/28/2022.

Pre-Market IV Report December 28, 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: TGTX NNOX ORMP BCAP ORMP U WOLF TSLA MSTR TDOC GME BKLN COUP IBM

Stocks expected to have increasing option volume: TSLA NIO RIVN SPY QQQ ARKK LUV

Movers

Tesla (TSLA) December weekly call option implied volatility is at 112, January is at 111; compared to its 52-week range of 49 to 95.

Apple (AAPL) December weekly call option implied volatility is at 38, January is at 36; compared to its 52-week range of 23 to 45 as shares near low end of range.

NIO Inc. (NIO) 30-day option implied volatility is at 89; compared to its 52-week range of 61 to 132.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 47.

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 60.

Ford Motor (F) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 64. Call put ratio 2.5 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 58. Call put ratio 1 call to 3.8 puts.

Option IV offered lower into China scraps inbound quarantine rules in break with zero-Covid

Alibaba (BABA) 30-day option implied volatility is at 53; compared to its 52-week range of 49 to 99 into China borders set to reopen on January 8.

JD.com (JD) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 96.

Baidu (BIDU) 30-day option implied volatility is at 52; compared to its 52-week range of 42 to 98. Call put ratio 2.8 calls to 1 put.

Kingsoft Cloud (KC) 30-day option implied volatility is at 83; compared to its 52-week range of 59 to 185 into China borders set to reopen on January 8. Call put ratio 9 calls to 1 put.

Huya (HUYA) 30-day option implied volatility is at 101; compared to its 52-week range of 60 to 142. Call put ratio 16 calls to 1 put.

DouYu (DOYU) 30-day option implied volatility is at 99; compared to its 52-week range of 20 to 115.

Dada Nexus (DADA) 30-day option implied volatility is at 89; compared to its 52-week range of 60 to 131.

Baozun (BZUN) 30-day option implied volatility is at 80; compared to its 52-week range of 54 to 121. Call put ratio 10.8 calls to 1 put.

Bilibili (BILI) 30-day option implied volatility is at 101; compared to its 52-week range of 70 to 142.

Pinduoduo (PDD) 30-day option implied volatility is at 57; compared to its 52-week range of 53 to 162.

KE Holdings (BEKE) 30-day option implied volatility is at 65; compared to its 52-week range of 59 to 159. Call put ratio 1 call to 6 puts.

Joyy (YY) 30-day option implied volatility is at 59; compared to its 52-week range of 54 to 134.

NetEase (NTES) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 85.

Zhihu (ZH) 30-day option implied volatility is at 65; compared to its 52-week range of 20 to 182.

iQIYI (IQ) 30-day option implied volatility is at 113; compared to its 52-week range of 82 to 149 into China borders set to reopen on January 8.

Hello Group (MOMO) 30-day option implied volatility is at 68; compared to its 52-week range of 53 to 103.

Vipshop (VIPS) 30-day option implied volatility is at 54; compared to its 52-week range of 50 to 87 into China borders set to reopen on January 8.

Options with decreasing option implied volatility: MPW KMX SPXS NKE FDX GIS
Increasing unusual option volume: WE VRT TREX FRG INVZ MLCO
Increasing unusual call option volume: WE IMAX WIX PGY SIRI MLCO
Increasing unusual put option volume: MLCO TGTX LUV GERN IWO NNOX EXC
Popular stocks increasing volume: NIO CHPT LYFT MLCO F RIVN GME LCID
Active options: TSLA AAPL NVDA AMZN AMC AMD BABA LAZR NFLX NIO CHPT LYFT MSFT MLCO F GOOGL RIVN GME LCID
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas down 6%, gold at $1807

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