Pre-Market IV Report December 22, 2021

Pre-Market IV Report December 22, 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: PTON XBI AMD NVDA PFE BB TEVA BBBY GILD NKLA

Stocks expected to have increasing option volume: BB KMX CAMP NVAX

Option IV into CES 2022

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 63 into Jeff Fisher, senior vice president of GeForce, and Ali Kani, vice president and general manager of Automotive delivering a special address during CES on Jan. 4, 2022.

Abbott (ABT) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 37 into CES 2022 will featuring President and CEO of Abbott, Robert Ford keynote.

General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 66 into CEO Mary Barra keynote at CES 2022.

Retailers IV into 2022.

Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 47.

Walmart (WMT) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 34.

Target (TGT) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 42.

Shopify (SHOP) 30-day option implied volatility is at 49; compared to its 52-week range of 35 to 68.

Alibaba (BABA) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 83.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 120; compared to its 52-week range of 57 to 303 into the expected release of Q3 financial results on January 6.

Gaps Stores (GPS) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 86.

Best Buy (BBY) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 51.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 118.

Micron (MU) call put ratio 2 calls to 1 put as shares rally 10%.

BlackRock (BLK) call put ratio 1 call to 30 puts with focus on January weekly (28) 720 & 740 puts.

Options with decreasing option implied volatility: CRM ORCL RBLX DOCU CERN DWAC
Increasing unusual option volume: BRG BKLN NUAN JAGX MO
Increasing unusual call option volume: BTI NUAN MO JAGX BRG GFI
Increasing unusual put option volume: NAT CNK KMX BLK
Popular stocks with increasing volume: AAL LCID INTC PLTR MO CCL
Active options: AAPL TSLA NVDA PFE MU AMD AMC MO T CCL F FB AMZN NIO BAC MSFT AAL LCID INTC PLTR
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.59, natural gas mixed, gold at $1788 an ounce