Pre-Market IV Report December 20, 2019

Pre-Market IV Report December 20, 2019

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: ITCI S BB XME GNE CCL PTON MDR ANGI XLY WMGI ILMN I IOVA LE

Options expected to have increasing volume: KMX ACN BB CCL NKE

Only two U.S. corporations have a AAA rating: MSFT JNJ

Microsoft (MSFT) December call option implied volatility is at 13, January is at 12; compared to its 52-week range 15 to 44. MSFT is one of only two U.S. corporations have a AAA rating.

Johnson & Johnson (JNJ) December call option implied volatility is at 17, January is at 14; compared to its 52-week range of to 33. JNJ is one of only two U.S. corporations have a AAA rating.

Some AA rating companies option implied volatility at low end of range

Merck (MRK) December call option implied volatility is at 15, January is at 13; compared to its 52-week range 14 to 30 with AA rating. Call put ratio 2.5 calls to 1 put.

Wal-Mart (WMT) December call option implied volatility is at 12, January is at 11; compared to its 52-week range 13 to 30 with AA rating.

Exxon (XOM) December call option implied volatility is at 15, January is at 13; compared to its 52-week range 15 to 39 with AA rating.

Apple (AAPL) December call option implied volatility is at 15, January is at 16; compared to its 52-week range of 15 to 46 with AA rating.

Dogs of the Dow stocks option implied volatility

Walgreens Boots Alliance (WBA) December call option implied volatility is at 21, January is at 23; compared to its 52-week range of 19 to 37 as shares underperform Dow Jones Index peers.

3M Co. (MMM) December call option implied volatility is at 19, January is at 16; compared to its 52-week range of 16 to 36 as shares underperform Dow Jones Index peers.

Verizon Communications (VZ) December and January call option implied volatility is at 11; compared to its 52-week range of 12 to 34 as shares underperform Dow Jones Index peers. Call put ratio 2.5 calls to 1 put.

Cisco Systems (CSCO) December call option implied volatility is at 16, January is at 17; compared to its 52-week range of 17 to 42 as shares underperform Dow Jones Index peers. Call put ratio 3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results today

CarMax (KMX) December 98.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on December 20.

Carnival Corp. (CCL) December 46.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on December 20.

BlackBerry (BB) December 6 straddle priced for a move of 12% into the expected release of quarter results before the bell today.

Option implied volatility for Gold stocks as gold trades $1481

AngloGold Ashanti (AU) 30 day option implied volatility is at 43; compared to its 52-week range of 33 to 60

Kinross Gold (KGC) 30 day option implied volatility is at 36; compared to its 52-week range of 37 to 58

Farfetch Limited (FTCH) 30-day call option implied volatility is at 64; compared to its 52-week range of 46 to 118. Call put ratio 1 call to 3.8 puts.

Options with decreasing option implied volatility: TGT CAG KSS PDD PTI
Increasing unusual option volume: SAVE LTM IEF MLHR GNW EXPR
Increasing unusual call option volume: SAVE LTM BBD AVGO XLY
Increasing unusual put option volume: IEF EXPR GNW LTM RUBI
Popular stocks with increasing unusual: CAG NIO DIS
Active options: TSLA AAPL MU FB AMD AVGO NFLX ROKU MSFT NVDA TWTR CSCO NKE AMZN SNAP BAC NIO BABA DIS GNW
Global S&P Futures are recently down 1.25 from previous day. Nikkei 225 down 0.2%, DAX up 0.2%, WTI Crude oil is recently