Pre-Market IV Report December 20, 2021

Pre-Market IV Report December 20, 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: TEVA EEM FUTU GILD EFA NVDA PFE PTON BB ZNGA

Stocks expected to have increasing option volume: MRNA SPY RUT QQQ ORCL CERN

U.S. stock futures, oil prices and bond yields fell after Joe Manchin says he will vote against Biden spending bill, a rise in Omicron Covid-19 cases

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 18; compared to its 52-week range of 11 to 31 into Joe Manchin says he will vote against Biden spending bill and rise in Omicron Covid-19 cases.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 35 into Joe Manchin says he will vote against Biden spending bill and rise in Omicron Covid-19 cases.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37 into Joe Manchin says he will vote against Biden spending bill and rise in Omicron Covid-19 cases.

United States Oil Fund (USO) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 59 into Joe Manchin says he will vote against Biden spending bill and rise in Omicron Covid-19 cases.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 61 into Joe Manchin says he will vote against Biden spending bill and rise in Omicron Covid-19 cases.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 50 compared to its 52-week range of 28 to 71.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 47.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 23.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 8; compared to its 52-week range of 5 to 12.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 8; compared to its 52-week range of 6 to 13.

ARK Innovation (ARKK) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 71.

ARK Next Generation (ARKW) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 67.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 60.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 55.

Moderna (MRNA) 30-day option implied volatility is at 70; compared to its 52-week range of 51 to 102 into provides preliminary booster data, update on strategy to address omicron.

Straddle prices for stocks expected to report quarterly results

Carnival Corp (CCL) December weekly straddle 18 priced for a move of +/- 8% into the expected release of quarter results.

Micron Technology (MU) December weekly 83 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell today.

Nike (NKE) December weekly 161 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell today.

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

Options with decreasing option implied volatility: ESSC ORCL RBLX PTON DOCU
Increasing unusual option volume: CERN ATCO JNK BKLN CLOU
Increasing unusual call option volume: ATCO CERN TXRH NMC
Increasing unusual put option volume: JNK BKLN CNK ALDX
Popular stocks with increasing volume: PFE LCID RIVNUBER GM T AAL
Active options: AAPL TSLA AMC NVDA AMD F PFE BAC LCID MSFT AMZN FB RIVN BABA NIO UBER PLTR GM AAL T
Global S&P Futures down 1.7%, Nikkei down 2%, DAX down 2.1%, WTI Crude oil recently at $66.84, natural gas up1%, gold at $1801 an ounce