Pre-Market IV Report December 27, 2018

Pre-Market IV Report December 27, 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 LQD TLRY ENDP CRUS PCG TWTR STX AER GWW PSEC

Options expected to have increasing volume: VXX RUT SPY AAPL AMZN AMD GOOG JPM C BAC

Option implied volatility comes in as FANGS, Tech, Industrial and Bank stocks surge. Indexes are lower in the premarket

S&P Dep Receipts (SPY) December weekly call option implied volatility is at 37, January is at 29; compared to its 52-week range of 8 to 35. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) December weekly call option implied volatility is at 39, January 33; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.29 puts.

Ishares Russell 2000 Etf (IWM) December weekly call option implied volatility is at 36, January 31; compared to its 52-week range of 12 to 34. Call put ratio 1 call to 1.8 puts.

JPMorgan (JPM) December weekly call option implied volatility is at 37, January 34; compared to its 52-week range of 15 to 40. Call put ratio 1.6 calls to 1 put.

Bank of America (BAC) December weekly call option implied volatility is at 47, January 41; compared to its 52-week range of 16 to 47. Call put ratio 9 calls to 1 put.

Exxon Mobil (XOM) December weekly call option implied volatility is at 37, January 33; compared to its 52-week range of 12 to 38. Call put ratio 1.9 calls to 1 put as WTI trades above $45.

Chevron (CVX) December weekly call option implied volatility is at 37, January 34; compared to its 52-week range of 14 to 39. Call put ratio 1.4 calls to 1 put.

Micron Technology (MU) December weekly call option implied volatility is at 59, January is at 59; compared to its 52-week range of 34 to 64. Call put ratio 1.9 calls to 1 put.

Apple (AAPL) December weekly call option implied volatility is at 44, January is at 39; compared to its 52-week range of 16 to 46. Call put ratio 1.2 call to 1 put.

Facebook (FB) December weekly call option implied volatility is at 52, January is at 45; compared to its 52-week range of 20 to 53. Call put ratio 1.1 call to 1 put.

Increasing unusual option volume: GOLD DAN WBT HDS TEN AXTA GCO HES
Increasing unusual call option volume: GOLD DAN HST WBT BLKN VRTX GREK HPR
Increasing unusual put option volume: AXTA HDS IBN ZBH SNA DRIP DAL GRUB FDX
Popular stocks with increasing unusual: AABA F DAL FDX
Options with decreasing option implied volatility: DVMT RCII CAG UNG
Active options: BAC AAPL FB GE AMD MSFT AMZN NVDA BABA NFLX TSLA MU T CZR C AABA SQ INTC F C TWTR