Pre-Market IV Report December 21, 2018

Pre-Market IV Report December 21, 2018

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 overlooked information.

Options with increasing option implied volatility: IMMU DVMT HES BAC X MGM AXP OXY JNJ IBM IMMU TWTR TWLO CRM SQ HYG

Options with increasing option implied volatility: NKE UA UAA CTAS SMSI ZNGA

Debit and Credit Card Company option implied volatility elevated as interest and mortgage rates move lower

Visa (V) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 34
MasterCard (MA) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 42
Discover Financial Services (DFS) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 35
American Express (AXP) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 36

Bank option implied volatility elevated as interest and mortgage rates move lower
Citizens Financial (CFG) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 41.
Ally Financial (ALLY) 30-day option implied volatility is at 44; compared to its 52-week range of 19 to 45
Northern Trust (NTRS) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 36
Regions Financial (RF) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 45
Comerica (CMA) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 39
Huntington Bancshares (HBAN) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 38
TCF Financial Corp. (TCF) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 41

Facebook (FB) December call option implied volatility is at 54, December weekly is 47, January is at 44; compared to its 52-week range of 20 to 53. Call put ratio 1 call to 1.2 puts.

Apple (AAPL) December weekly call option implied volatility is at 43, January is at 41; compared to its 52-week range of 16 to 42.
Technology Select Sector Spdr Fund (XLK) 30 day option implied volatility is at 30; compared to its 52-week range of 12 to 37

Johnson & Johnson (JNJ) December call option implied volatility is at 36, January is at 25; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.1 puts.

Bausch Health Co. Inc. (BHC) December call option implied volatility is at 91, January is at 65; compared to its 52-week range of 34 to 83.

United States Oil Fund (USO) December call option implied volatility is at 55, January is at 53; compared to its 52-week range of 17 to 62 as WTI crude oil trades at $46.

Increasing unusual option volume: PSEC NOMD STWD SSYS OPK AER TGE CIM LKQ RUN
Increasing unusual call option volume: MXWL LKQ RJF RUN BC SSYS AIMT ALLY IRM RCII
Increasing unusual put option volume: PSEC AER OPK DVY KNDI EXAS SHY SHR TK DLR
Popular stocks with increasing volume: CHK PYPL TWTR WYNN UAL DNKN
Options with decreasing option implied volatility: BB CCL SMH TLT XLU XLF EWZ EEM
Active options: AAPL BAC FB GE TWTR AMZN MSFT AMD MU BABA TSLA NFLX NVDA T SQ C JD CHK SNAP PYPL