Pre-Market IV Report December 24, 2020

Pre-Market IV Report December 24, 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: XL QS LMND RIOT GHIV IPOC FEYE GPRO MGNI BBBY GSX GILD GPRO HYLN

Stocks expected to have increasing option volume: LAZR RIOT SQ PYPL QS

Alibaba (BABA) December weekly call option implied volatility is at 23, January is at 33; compared to its 52-week range of 22 to 63 into China launches antitrust investigation into Alibaba, FT reports.

Movers

Zoom (ZM) December weekly call option implied volatility is at 45, January is at 65; compared to its 52-week range 37 to 137 after shares sell off 6%.

FireEye (FEYE) 30-day option implied volatility is at 85; compared to its 52-week range of 31 to 149.

Palo Alto Networks (PANW) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 83.

SolarWinds (SWI) 30-day option implied volatility is at 94; compared to its 52-week range of 40 into 170 after reporting a recent cyberattack.

Option implied volatility solar stocks

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 81; compared to its 52-week range of 91 to 139

JinkoSolar (JKS) 30-day option implied volatility is at 95; compared to its 52-week range of 45 to 145.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 66; compared to its 52-week range of 41 to 124.

Canadian Solar (CSIQ) 30-day option implied volatility is at 75; compared to its 52-week range of 38 to 147.

First Solar (FSLR) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 112.

SunPower (SPWR) 30-day option implied volatility is at 88; compared to its 52-week range of 55 to 145.

Sunrun (RUN) 30-day option implied volatility is at 74; compared to its 52-week range of 39 to 148.

CES 2021

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 188 into GM Chairman and CEO Mary Barra will present the opening keynote address during CES 2021 on January 12.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 117 into AMD President and CEO Dr. Lisa Su keynote during CES 2021 on January 12.

Best Buy (BBY) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 107 into Best Buy, CEO Corie Barry discusses her vision for the future of tech at CES 2021 on January 12.

Walmart (WMT) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 68 into a Conversation with Walmart’s CEO Doug McMillon at CES 2021 on January 13.

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 90 into MSFT Brad Smith President Keynote at CES 2021 on January 13.

Options with decreasing option implied volatility: RAD DIS XPEV SFIX SPLK TSLA FDX NKE GIS
Increasing option volume: QS MGA WATT CLNE LAZR
Increasing unusual call option volume: WATT QS RMG CLNE
Increasing unusual put option volume: QS ATUS NNDM FUBO MAT FEYE
Popular stocks with increasing volume: GME DIS MRNA MO
Active options: AAPL TSLA PLTR GME NIO FB MO BAC FCEL AAL AMZN PFE AMD FEYE BABA MRNA QS MSFT DIS
Global S&P Futures recently mixed, Nikkei up 0.5%, DAX up 1.2%, WTI Crude oil recently at $47.88, natural gas down 2.3%, gold at $1882 an ounce