Pre-Market IV Report December 23, 2020

Pre-Market IV Report December 23, 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 IPOC FUBO RIOT LAZR GSX APT MVIS LAC VUZI FEYE CLDR GME SPCE BBBY

Stocks expected to have increasing option volume: TSLA AAPL LAZR RIOT SQ PYPL PANW SWI FEYE BLDP PLUG FCEL

Movement

QuantumScape (QS) December weekly call option implied volatility is at 246, January is at 223; compared to its 52-week range of 76 to 232. Call put ratio 2.6 calls to 1 put.

FuboTV (FUBO) 30-day option implied volatility is at 182; compared to its 52-week range of 98 to 181. Call put ratio 1.5 calls to 1 put.

Laser Storm, Inc. (LAZR) January call option implied volatility is at 143, February is at 145; compared to its 52-week range of 28 to 243. Call put ratio 4.3 calls to 1 put.

Magnite (MGNI) 30-day call option implied volatility is at 106; compared to its 52-week range of 51 to 161. Call put ratio 10.9 calls to 1 put with focus on January 25, 30 and 35 calls.

Bloom Energy Corp. (BE) January call option implied volatility is at 102, February is at 100; compared to its 52-week range of 75 to 237. Call put ratio 5.3 calls to 1 put.

Social Capital Hedosophia Holdings Corp. III (IPOC) January call option implied volatility is at 156, February is at 150; compared to its 52-week range of 12 to 149. Call put ratio 5.6 calls to 1 put.

CIIG Merger Corp. (CIIC) January call option implied volatility is at 130, February is at 128; compared to its 52-week range of 172 to 182. Call put ratio 7.3 calls to 1 put.

Canoo (GOEV) January call option implied volatility is at 155, February is at 153; compared to its 52-week range of 30 to 217. Call put ratio 5.8 calls to 1 put.

Velodyne Lidar, Inc. (VLDR) January call option implied volatility is at 134, February is at 131; compared to its 52-week range of 74 to 192. Call put ratio 5 calls to 1 put.

Blink Charging (BLNK) December weekly call option implied volatility is at 167, January is at 154, January is at 161; compared to its 52-week range of 97 to 265. Call put ratio 2.4 calls to 1 put.

Peloton (PTON) 30-day option implied volatility is at 70; compared to its 52-week range of 65 to 158.
Etsy (ETSY) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 125.

Shopify (SHOP) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 124 as shares rally 5%. Call put ratio 1.7 calls to 1 put.

Square (SQ) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 142. Call put ratio 2.2 calls to 1 put with focus on December weekly ATM calls.

Magna International (MGA) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 119. Call put ratio 62 calls to 1 put with focus on January 67.50 calls.

Dropbox (DBX) 30-day call option implied volatility is at 50; compared to its 52-week range of 33 to 101. Call put ratio 15 calls to 1 put with focus on December weekly 24.50 and 25 calls.

Lemonade (LMND) December weekly call option implied volatility is at 106, January is at 103; compared to its 52-week range of 63 to 122. Call put ratio 1.5 calls to 1 put.

ARK Innovation (ARKK) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 150. Call put ratio 1.4 calls to 1 put.

ARK Next Generation (ARKW) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 77. Call put ratio 3.4 calls to 1 put with focus on January 160 calls.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 81. Call put ratio 16 calls to 1 put with focus on January calls.

Options with decreasing option implied volatility: RAD DIS PDD XPEV SFIX NKE
Increasing option volume: QS LAZR NXTD ARKG FUBO IAC
Increasing unusual call option volume: QS LAZR ARKG CLNE GNPX URBN FUBO
Increasing unusual put option volume: QS MVIS FUBO ATUS NNDM MARA RIOT NK PAYX
Popular stocks with increasing volume: PYPL SQ FCEL RIOT GME PTON BLDP PLUG QS LAZR BLNK
Active options: AAPL TSLA NIO PLTR GME QS FB AMD AAL MSFT RIOT GE AMZN PTON PLUG UBER T MRNA BAC WMT CRM BABA CCL SPCE FCEL BA WFC BLNK
Global S&P Futures recently mixed to higher, Nikkei to higher, DAX mixed to higher, WTI Crude oil recently at $46.68, natural gas down 1.4%, gold at $1871 an ounce