Pre-Market IV Report December 14, 2021

Pre-Market IV Report December 14, 2021

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: FUTU IPOF AMC HOOD BB NKE T NVDA

Stocks expected to have increasing option volume: FDX LEN ACN FDX JBL ADBE RIVN DRI SCS CPB REGN MGM PFE NFLX

IV into Fed policy meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 31 into FOMC policy meeting.

Tesla (TSLA) December call option implied volatility is at 60, January is at 61; compared to its 52-week range of 36 to 96. Call put ratio 1 call to 1.1 puts.

AMC Entertainment (AMC) December call option implied volatility is at 205, January is at 160; compared to its 52-week range of 94 to 725. Call put ratio 1 call to 1 put.

GameStop (GME) December call option implied volatility is at 167, January is at 123; compared to its 52-week range of 69 to 553. Call put ratio 1 call to 1.4 puts.

Bed Bath & Beyond (BBBY) December call option implied volatility is at 98, January is at 112; compared to its 52-week range of 57 to 302. Call put ratio 2.6 call to 1 put.

Straddle prices for stocks expected to report quarterly results

Lennar (LEN) December 113 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on December 15.

Adobe (ADBE) December 660 straddle priced for a move of +/- 6.5% into the expected release of quarter results on December 16.

FedEx (FDX) December 240 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on December 16.

Rivian (RIVN) December 119 straddle priced for a move of +/- 11% into the expected release of quarter results before the bell on December 16.

Crypto themed stocks amid wide price movement of Bitcoin

CleanSpark (CLSK) 30-day option implied volatility is at 125; compared to its 52-week range of 91 to 168.

Silvergate Capital (SI) 30-day option implied volatility is at 103; compared to its 52-week range of 66 to 168. Call put ratio 1.1 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 77; compared to its 52-week range of 56 to 142. Call put ratio 2.3 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 76; compared to its 52-week range of 62 to 127. Call put ratio 3 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 108; compared to its 52-week range of 75 to 316. Call put ratio 3.1 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 59. Call put ratio 2 calls to 1 put.

Square (SQ) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 73.

Options with decreasing option implied volatility: RBLX Z PTON PSFE DOCU
Increasing unusual option volume: BLU FEZ CCI IRM ARNA
Increasing unusual call option volume: CCI BLU IRM MKC SEAC BLMN
Increasing unusual put option volume: BLU INDA ENDP
Popular stocks with increasing volume: T LCID MRNA PTON EWT HOG COST SOFI UBER GPRO F WMT ORCL
Active options: AAPL F TSLA AMC FB NVDA PFE LCID AMD MSFT NIO T QCOM SOFI UBER PLTR BAC GM BA WMT
Global S&P Futures mixed, Nikkei mixed, DAX unchanged, WTI Crude oil recently at 71, natural gas down 1.9%, gold at $1784 an ounce