Pre-Market IV Report December 17, 2021

Pre-Market IV Report December 17, 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 PFE AMD TEVA BB FDX NKE NVDA

Stocks expected to have increasing option volume: GM ORCL CERN AFRM PYPL SQ FDX RIVN KMX BB MU NKE T

Expected movers: GM CERN ORCL

General Motors (GM) December option implied volatility is at 48, January is at 40; compared to its 52-week range of 28 to 66 into announces Cruise CEO Dan Ammann leaving the company. Call put ratio 2.4 calls to 1 put with focus on December and January 60 calls.

Oracle (ORCL) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 40 into Oracle in discussions to acquire Cerner (CERN), WSJ reports.

Cerner (CERN) December call option implied volatility is at 48, January is at 36; compared to its 52-week range of 19 to 39 into Oracle (ORCL) in discussions to acquire Cerner, WSJ reports. Call put ratio 14.6 calls to 1 put with focus on December 77.50 calls.

NVIDIA (NVDA) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 63. Call put ratio 2.2 calls to 1 put.

AT&T (T) December call option implied volatility is at 42, January is at 29; compared to its 52-week range of 15 to 31. Call put ratio 3.1 calls to 1 put into dividend payment.

Affirm Holdings (AFRM) 30-day option implied volatility is at 91; compared to its 52-week range of 60 to 126 as shares close below $100.

PayPal (PYPL) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 59. Call put ratio 2.4 calls to 1 put.

Square (SQ) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 73.

Straddle prices for stocks expected to report quarterly results

Carnival Corp (CCL) December weekly straddle 17.50 priced for a move of +/- 8% into the expected release of quarter results before the bell on December 20.

Micron Technology (MU) December weekly 82.50 straddle priced for a move of +/- 8% into the expected release of quarter on December 20.

Nike (NKE) December weekly 162.50 straddle priced for a move of +/- 8% into the expected release of quarter results on December 20.

Black Berry (BB) December weekly 9 straddle priced for a move of +/- 13% into the expected release of quarter results on December 21.

Options with decreasing option implied volatility: MRNA TTD ORCL PTON DOCU
Increasing unusual option volume: PGR GRTX BBIO KDP RSKD INDA
Increasing unusual call option volume: PGR KDP CERN JCI BBIO
Increasing unusual put option volume: INDA CFLT PACB YNDX XPO VIPS WM
Popular stocks with increasing volume: BABA INTC SNAP LCID ROKU
Active options: AAPL TSLA NVDA F PFE AMD FB T BAC AMC LCID MSFT AMZN NIO PLTR ROKU SNAP WFC INTC BABA
Global S&P Futures mixed, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $71.66, natural gas mixed, gold at $1809 an ounce