Pre-Market IV Report December 23, 2021

Pre-Market IV Report December 23, 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: TEVA BBBY GILD SPCE MCMJ CERN CEI NOK PFE SNDL

Stocks expected to have increasing option volume: JD NKLA NVAX PFE MRNA MRK JNJ BNTX NVAX HON

China IV amid wide price movement

JD.com (JD) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 69. Call put ratio 2.5 calls to 1 put as shares trade lower in premarket after disclosing that Tencent will reduce its stake to 2.3%.

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

Option implied volatility for Cruise Stocks amid virus

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 50; compared to its 52-week range of 35 to 78.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 91.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 57; compared to its 52-week range of 46 to 108.

Option implied volatility for Resort stocks and Online Sports Betting amid virus

MGM Resorts (MGM) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 69. Call put ratio 3.8 calls to 1 put.

Melco Resorts (MLCO) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 81. Call put ratio 9.8 calls to 1 put.

Las Vegas Sands (LVS) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 61.

Wynn Resorts (WYNN) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 72.

Caesars (CZR) 30-day option implied volatility is at 60; compared to its 52-week range of 53 to 198.

DraftKings (DKNG) 30-day option implied volatility is at 71; compared to its 52-week range of 43 to 92.

Penn National Gaming (PENN) 30-day option implied volatility is at 58; compared to its 52-week range of 49 to 99.

Boyd Gaming (BYD) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 61.

Options with decreasing option implied volatility: PFE PTON XBI AMD NFLX
Increasing unusual option volume: CERN RCAT BBIO NXTD
Increasing unusual call option volume: CERN RCAT AMT AGCB
Increasing unusual put option volume: SKT KMX BAX PAYX
Popular stocks with increasing volume: PFE CCL BB MRNA RBLX AAL
Active options: TSLA AAPL NVDA PFE F AMD AMC CCL AMZN FB MSFT LCID PLTR BABA MU NIO BB MRNA RBLX AAL
Global S&P Futures mixed, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $72.49, natural gas mixed, gold at $1808 an ounce