Pre-Market IV Report December 27, 2021

Pre-Market IV Report December 27, 2021

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: TEVA BBBY GILD SPCE BB PFE TDOC LABU XBI ZEV

Stocks expected to have increasing option volume: QQQ SPY RUT IWM BABA BBBY MRNA

BABA & JD IV ticks lower

Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 83.

JD.com (JD) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 69.

Airline option IV flat to low

American Airlines (AAL) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 117.

Delta Air Lines (DAL) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 61.

Southwest Airlines (LUV) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 54.

United Airlines (UAL) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 71.

Alaska Airlines (ALK) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 59.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 54.

Volume movers

iShares MSCI Turkey ETF (TUR) call put ratio 1 call to 2.7 puts with focus on January 17 puts.

Turkcell Iletisim Hizmetleri A.s. (TKC) call put ratio 9 calls to 1 put amid wide price movement

Health Care Select Sect Fd (XLV) call put ratio 10.7 calls to 1 put with focus on January call spreaders

Options with decreasing option implied volatility: CRM ADBE ORCL DOCU CERN FUTU NVAX BCTX SLDP
Increasing unusual option volume: CME BBIO NXTD XXII CHD XLV
Increasing unusual call option volume: CME EWW NXTD COUR
Increasing unusual put option volume: BBIO ALDX ATOS
Popular stocks with increasing volume: UBER SNAP BAC
Active options: TSLA AAPL NVDA AMD AMC F MU FB PFE NKLA AMZN UBER NIO MSFT MARA LCID SNAP BAC BABA PLTR
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73, natural gas up 2%, gold at $1805 an ounce