Daily IV Report
Pre-Market IV Report December 24, 2018
Pre-Market IV Report December 24, 2018 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 overlooked information. Options with increasing option implied volatility: IMMU PRGO RSX NBEV TLT […]
Pre-Market IV Report December 24, 2018
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 overlooked information.
Options with increasing option implied volatility: IMMU PRGO RSX NBEV TLT PRGO P JD DVMT FEYE MSFT CELG AAPL BKLN IEF
Options expected to have increasing volume: AMZN FB AAPL WMT GOOG GOOGL
Retailers option implied volatility elevated as shares trend lower into 2019
Wal-Mart (WMT) December weekly call option implied volatility is at 25, January is at 26; compared to its 52-week range 15 to 38.
Target (TGT) December weekly call option implied volatility is at 33, January is at 42; compared to its 52-week range 19 to 44.
Macy’s (M) December weekly call option implied volatility is at 51, January is at 58; compared to its 52-week range 18 to 52.
Amazon (AMZN) December weekly call option implied volatility is at 55, January is at 52; compared to its 52-week range 18 to 52.
Lowe’s Cos. (LOW) December weekly call option implied volatility is at 33, January is at 35; compared to its 52-week range of 17 to 42.
Home Depot (HD) December weekly call option implied volatility is at 33, January is at 35; compared to its 52-week range of 14 to 41.
Kroger (KR) December weekly call option implied volatility is at 27, January is at 31; compared to its 52-week range 22 to 48.
Best Buy (BBY) December weekly call option implied volatility is at 39, January is at 45; compared to its 52-week range 24 to 61.
Increasing unusual option volume: VAC CPE BAK XEL CVE WBT FDN
Increasing unusual call option volume: CPE BAK CHS CS CVE EXTR VOYA DISH FLXN
Increasing unusual put option volume: VAC SM MEET CLVS CHI INCY PAA MTN ICE
Popular stocks with increasing volume: NKE SNAP M
Options with decreasing option implied volatility: KMX NKE AABA SDS NKE BB NKE QID UUP BX
Active options: AAPL GE FB AMZN BAC MSFT NFLX AMD T TSLA BABA NVDA TWTR MU SNAP VAC M SQ C NKE