Pre-Market IV Report December 27, 2019

Pre-Market IV Report December 27, 2019

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: XLP S IBM NIO INTC ACB BBBY PTON MDR CGC

Options expected to have increasing volume: QQQ SPY TSLA BA QGEN

Tesla (TSLA) option implied volatility low as share price near record high

Tesla (TSLA) December weekly call option implied volatility is at 48, January is at 46, February is at 52; compared to its 52-week range of 37 to 75 into Tesla to deliver Model 3s made in China beginning Monday, Reuters reports.

Netflix (NFLX) January weekly call option implied volatility is at 25, January is at 28, February is at 38 compared to its 52-week range 23 to 71 into the expected release of quarter results on January 22.

Roku (ROKU) longer duration option implied volatility bid

Roku (ROKU) January weekly call option implied volatility is at 53, January is at 64, February is at 73; compared to its 52-week range of 50 to 97 on wide price movement.

Option implied volatility for T-Mobile (TMUS) and Sprint (S) into upcoming headlines

Sprint (S) January weekly call option implied volatility is at 61, January is at 72, February is at 75; compared to its 52-week range of 28 to 132 amid proposed merger with T-Mobile (TMUS).

T-Mobile (TMUS) January weekly call option implied volatility is at 15, January is at 20, February is at 24; compared to its 52-week range of 18 to 35.

DISH Network (DISH) January weekly call option implied volatility is at 23, January is at 30, February is at 34; compared to its 52-week range of 30 to 70.

Virgin Galactic Holdings (SPCE) January call option implied volatility is at 65, February is at 60; compared to its 26-week range of 39 to 98. Call put ratio 8.8 calls to 1 put with focus on April 11 calls.

Option Implied Volatility for Electronic Gamers into New Releases in 2020

Zynga (ZNGA) 30 day option implied volatility is at 35; compared to its 52-week range of 23 to 66
Sony (SNE) 30 day option implied volatility is at 19; compared to its 52-week range of 19 to 41
Activision Blizzard (ATVI) 30 day option implied volatility is at 25; compared to its 52-week range of 23 to 61
Take-Two Interactive (TTWO) 30 day option implied volatility is at 25; compared to its 52-week range of 24 to 56
Electronic Arts (EA) 30 day option implied volatility is at 23; compared to its 52-week range of 21 to 51
GameStop (GME) 30 day option implied volatility is at 74; compared to its 52-week range of 36 to 141
Comcast (CMCSA) 30 day option implied volatility is at 22; compared to its 52-week range of 17 to 36
Disney (DIS) 30 day option implied volatility is at 19; compared to its 52-week range of 15 to 32
Alphabet (GOOGL) 30 day option implied volatility is at 17; compared to its 52-week range of 14 to 39
Mattel (MAT) 30 day option implied volatility is at 41; compared to its 52-week range of 36 to 71
Hasbro (HAS) 30 day option implied volatility is at 22; compared to its 52-week range of 21 to 45
Microsoft (MSFT) 30 day option implied volatility is at 17; compared to its 52-week range of 15 to 42
Target (TGT) 30 day option implied volatility is at 24; compared to its 52-week range of 19 to 43
AMZN (AMZN) 30 day option implied volatility is at 23; compared to its 52-week range of 17 to 51
Walmart (WMT) 30 day option implied volatility is at 15; compared to its 52-week range of 13 to 30

Options with decreasing option implied volatility: I FDX CAG PDD ITCI
Increasing unusual option volume: CODI SRE NLNK AMX ACOR QGEN
Increasing unusual call option volume: SRE AMX CODI NLNK VALE GIS QGEN
Increasing unusual put option volume: APLS OAS QGEN BMA IPGP SERV EWT SPPI
Popular stocks with increasing unusual: SHOP ACB VALE
Active options: AAPL AMZN AMD TSLA VALE FB ROKU SNAP BAC BABA ACB MU BA MSFT NFLX C SHOP NVDA PG TWTR

Global S&P Futures are recently up 4.75 from previous day. Nikkei 225 down 0.3%, DAX up 0.1%, WTI Crude oil is recently at $61.95, natural gas down 4%, gold at $1514 an ounce