Daily IV Report
Pre-Market IV Report December 26, 2018
Pre-Market IV Report December 26, 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: GUSH DRIP IMMU SPXS ENDP […]
Pre-Market IV Report December 26, 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: GUSH DRIP IMMU SPXS ENDP ERX SQQQ PRGO AMRN DISH HES BKLN HYG IEF LQD CHK
Options expected to have increasing volume: VIX VXX RUT AAPL DVMT VMW AMZN JD TGT M ANF AEO BBBY WMT
Option implied volatility continues to stays elevated
S&P Dep Receipts (SPY) December weekly call option implied volatility is at 43, January is at 34; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.9 puts.
PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 48, January 39; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.2 puts as large cap techs trend lower.
Ishares Russell 2000 Etf (IWM) December weekly call option implied volatility is at 41, January 34; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.6 puts.
SPDR S&P Retail ETF (XRT) December weekly call option implied volatility is at 36, January is at 35; compared to its 52-week range of 17 to 37. Call put ratio 1 call to 4.3 puts the day after Christmas.
Exxon Mobil (XOM) 30-day option implied volatility is at 39; compared to its 52-week range 12 to 38 as WTI crude oil trades below $44.
Chevron (CVX) 30-day option implied volatility is at 39; compared to its 52-week range 14 to 39
Increasing unusual option volume: WBT VXXB INDA CCJ WSM FANG IMMR TIVO
Increasing unusual call option volume: WBT VXXB CCJ FANG TIVO AMT UXIN
Increasing unusual put option volume: INDA WSM CNQ OAS EXC TZA AGO ITT
Popular stocks with increasing unusual: XOM DIS HP
Options with decreasing option implied volatility: UXIN DVMT UNG DRI UNG RCII CAG NVDA
Active options: BAC AAPL AMD FB MSFT AMZN GE TSLA NFLX MU T BABA NVDA F JD C SQ XOM TWTR DIS