Pre-Market IV Report December 22, 2020

Pre-Market IV Report December 22, 2020

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: QS RIOT GHIV VLDR SPXS UVXY GILD MVIS VUZI FEYE VLDR EDIT FUBO IPOC

Stocks expected to have increasing option volume: KMX CTAS PAYX

Electric Vehicle options

Tesla (TSLA) December weekly call option implied volatility is at 67, January is at 70; compared to its 52-week range of 34 to 153. Call put ratio 1.2 calls to 1 put.

NIO Inc. (NIO) December weekly call option implied volatility is at 80, January is at 103; compared to its 52-week range of 81 to 215. Call put ratio 2.6 calls to 1 put.

Nikola (NKLA) December weekly call option implied volatility is at 63, December is at 101; compared to its 52-week range of 67 to 304. Call put ratio 1.4 calls to 1 put.

Fisker (FSR) December weekly call option implied volatility is at 70, January is at 81; compared to its 52-week range of 117 to 205.

Lordstown Motors (RIDE) December weekly call option implied volatility is at 92, January is at 109; compared to its 52-week range of 115 to 176. Call put ratio 2.4 calls to 1 put.

Kandi Technologies Group (KNDI) December weekly call option implied volatility is at 125, January is at 118; compared to its 52-week range of 47 to 355.

Electrameccanica Vehicles (SOLO) January call option implied volatility is at 150, February is at 158; compared to its 52-week range of 86 to 400. Call put ratio 6.2 calls to 1 put amid wide price movement.

Workhorse Group (WKHS) December weekly calls option implied volatility is at 77, January is at 104; compared to its 52-week range of 103 to 287. Call put ratio 2.4 calls to 1 put.

Li Auto Inc. (LI) December weekly call option implied volatility is at 83, January is at 93; compared to its 52-week range of 75 to 178. Call put ratio 2.7 calls to 1 put.

Niu Technologies (NIU) January call option implied volatility is at 83, February is at 82; compared to its 52-week range of 72 to 155. Call put ratio 6.5 calls to 1 put.

Blink Charging (BLNK) December weekly calls option implied volatility is at 148, January is at 143; compared to its 52-week range of 61 to 266. Call put ratio 1.9 calls to 1 put.

Bloom Energy (BE) January call option implied volatility is at 101, February is at 99; compared to its 52-week range of 57 to 238. Call put ratio 1.6 calls to 1 put.

Ford (F) December weekly option implied volatility is at 40, January is at 38; compared to its 52-week range of 20 to 195. Call put ratio 1 call to 2.4 puts.

General Motors (GM) December weekly call option implied volatility is at 38, January is at 42; compared to its 52-week range of 21 to 188. Call put ratio 1.6 calls to 1 put.
Straddle prices into quarter releases this week

CarMax (KMX) December weekly 97.5 straddle priced for a move of 7% into the expected release of quarter results before the bell on December 22.

Cintas (CTAS) January 350 straddle priced for a move of 8% into the expected release of quarter results before the bell on December 22.

Paychex (PAYX) January 97.5 straddle priced for a move of 7% into the expected release of quarter results before the bell on December 23.

Options with decreasing option implied volatility: DIS SFIX WYNN ZM XPEV BCLI OPEN BB TLRY RAD MRNA FDX TSLA NKE
Increasing option volume: XP LAZR QS FOLD FUBO
Increasing unusual call option volume: LAZR QS AJRD RMG NNDM FUBO FEYE
Increasing unusual put option volume: FUBO QS EDIT MARA NNDM SNDL FEYE
Popular stocks with increasing volume: AAL PFE FEYE QS CCL PLTR
Active options: AAPL TSLA NIO PLTR AMD BAC MSFT F AAL PFE INTC FB AMZN FEYE QS WFC CCL JPM BA T
Global S&P Futures recently mixed, Nikkei down 1%, DAX up 1.3%, WTI Crude oil recently at $47.05, natural gas up %, gold at $1877 an ounce