Pre-Market IV Report December 17, 2020

Pre-Market IV Report December 17, 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: NKE RIOT BIDU CLVS VERU FUBO LMND RIOT GHIV MVIS IPOC TG ISEE MDXG CALA SLCA

Stocks expected to have increasing option volume: ROKU NKE LEN MLHR BA PENN DKNG AMGN DASH AI ABNB

Tesla (TSLA) into S&P 500 addition

Tesla (TSLA) December option implied volatility is at 107, January is at 81; compared to its 52-week range of 34 to 153. Call put ratio 1.7 calls to 1 put.

Option volume, IV and share price movement for stocks near upper end of range into end of year

iShares Russell 2000 ETF (IWM) December call option implied volatility is at 30, January 27; compared to its 52-week range of 12 to 81 as shares near record high. Call put ratio 1 call to 2.9 puts.

PowerShares QQQ Trust (QQQ) December call option implied volatility is at 22, January is at 24; compared to its 52-week range of 12 to 79 as shares near record high. Call put ratio 1 call to 2 puts.

Square (SQ) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 142 as shares near record high. Call put ratio 2.9 calls to 1 put with focus on December 230 and 235 calls.

PayPal (PYPL) 30-day option implied volatility is at 38; compared to its 52-week range 20 to 90 as shares near record high. Call put ratio 4.8 calls to 1 put.

Roku (ROKU) 30-day option implied volatility is at 58; compared to its 52-week range of 55 to 130. Call put ratio 2.4 calls to 1 put with focus on January 455 calls.

Amazon (AMZN) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 69.

ServiceNow (NOW) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 84. Call put ratio 2.4 calls to 1 put.

Okta, Inc. (OKTA) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 89. Call put ratio 1.6 calls to 1 put.

Ringcentral, Inc. (RNG) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 101. Call put ratio 1 call to 1 put.

Twilio (TWLO) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 97. Call put ratio 1.5 calls to 1 put.

Target (TGT) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 91. Call put ratio 2.7 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 81; compared to its 52-week range of 34 to 154. Call put ratio 1.7 calls to 1 put.

iQIYI (IQ) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 133 as shares pull back. Call put ratio 2.3 calls to 1 put.

Straddle prices into quarter releases this week

Accenture (ACN) December 247.5 straddle priced for a move of 4.5% into the expected release of quarter results today.

FedEx (FDX) December 290 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

General Mills (GIS) December 60 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Jabil (JBL) December 41 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Sanderson Farms (SAFM) December 140 straddle priced for a move of 5.5% into the expected release of quarter today results before the bell.

Steelcase (SCS) December 12.50 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

BlackBerry (BB) December 8.5 straddle priced for a move of 11% into the expected release of quarter results before the bell on December 18.

Darden (DRI) December 115 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on December 18.

Nike (NKE) December 138 straddle priced for a move of 5% into the expected release of quarter results after the bell on December 18.

Winnebago (WGO) December 60 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on December 18.

Options with decreasing option implied volatility: XPEV ACB SFIX ZM DIS APT DM ASAN QS TLRY PLTR PFE
Increasing option volume: LAZR NXTD CALA RIGL VOD QS SWK
Increasing unusual call option volume: RIGL LAZR VOD QS DT HBAN
Increasing unusual put option volume: QS ATUS IVZ AG MARA PENN BBD BB JNK
Popular stocks with increasing volume: ROKU TLRY PLTR TWTR
Active options: AAPL TSLA MSFT NIO AMZN TLRY PLTR TWTR T BIDU PFE DKNG BABA AMD FB AAL XOM VOD TSM BA
Global S&P Futures recently mixed to higher, Nikkei mixed, DAX mixed, WTI Crude oil recently at $48.50, natural gas mixed, gold at $1878 an ounce