Pre-Market IV Report December 21, 2021

Pre-Market IV Report December 21, 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 TEVA BB NKE GILD MU PTON BILI FUTU

Stocks expected to have increasing option volume: NKE GIS KMX MU ALDX

Tesla (TSLA) December weekly call option implied volatility is at 68, January is at 64; compared to its 52-week range of 36 to 91.

Solar stocks option IV amid wide price movement amid as oil price at low end of range

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 76; compared to its 52-week range of 59 to 105. Call put ratio 1 call to 20 puts.

JinkoSolar (JKS) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 125.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 95. Call put ratio 1 call to 1.8 puts.

Canadian Solar (CSIQ) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 89. Call put ratio 1 call to 1.9 puts.

First Solar (FSLR) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 71.

SunPower (SPWR) 30-day option implied volatility is at 74; compared to its 52-week range of 58 to 164.

Sunrun (RUN) 30-day option implied volatility is at 82; compared to its 52-week range of 57 to 96.

Straddle prices for stocks expected to report quarterly results

Black Berry (BB) December weekly 9 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

General Mills (GIS) January 67.50 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on December 21. Call put ratio 1.7 calls to 1 put.

Rite Aid (RAD) December weekly 12.50 straddle priced for a move of +/- 17% into the expected release of quarter results. Call put ratio 1.3 calls to 1 put.

AAR Corp (AIR) January 35 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell on December 21.

CalAmp (CAMP) January 10 straddle priced for a move of +/- 15% into the expected release of quarter results today after the bell on December 21.

CarMax (KMX) January 130 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on December 22. Call put ratio 1 call to 1.3 puts.

Paychex (PAYX) January 125 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on December 22.

Cintas (CTAS) January 430 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on December 22.

Spdr S&P Regional Banking Etf (KRE) December weekly call option implied volatility is at 47, January is at 36; compared to its 52-week range of 21 to 57. Call put ratio 10.3 calls to 1 put with focus on March 74 and 76 calls.

Options with decreasing option implied volatility: RBLX ESSC CERN DOCU ORCL
Increasing unusual option volume: TIP CERN TUR GRTX BRG KRE
Increasing unusual call option volume: TCOM CERN GRTX ECH KRE
Increasing unusual put option volume: TIP TUR INDA VOO
Popular stocks with increasing volume: PFE F T CCL MU BABA AAL MRNA
Active options: AAPL TSLA AMC NVDA PFE NIO F BAC FB T CCL AMD MSFT MU BABA PLTR LCID C MRNA AAL
Global S&P Futures mixed, Nikkei up 2%, DAX up 0.6%, WTI Crude oil recently at $68.61, natural gas mixed, gold at $1797 an ounce