Pre-Market IV Report December 28, 2020

Pre-Market IV Report December 28, 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: BABA RMG PS GSX GILD GHIV IPOC BBBY QS SBE HYG

Stocks expected to have increasing option volume: TSLA AAPL NIO

Alibaba (BABA) December weekly call option implied volatility is at 55, January is at 56; compared to its 52-week range of 22 to 63. Call put ratio 1.4 calls to 1 put amid share price pullback.

The ‘FANG’ stocks

Facebook (FB) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 84.

Apple (AAPL) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 90.

Netflix (NFLX) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 99.

Alphabet (GOOG) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 75.

Amazon (AMZN) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 69.

IV into natural gas down 8.2%

United States Natural Gas (UNG) 30-day option implied volatility is at 59; compared to its 52-week range of 34 to 87 into natural gas down 8.2%.

Option implied volatility for Cloud Software stocks

Pure Storage (PSTG) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 113

Datadog, Inc. (DDOG) 30-day option implied volatility is at 52; compared to its 52-week range of 53 to 94

Twilio (TWLO) 30-day option implied volatility is at 52; compared to its 52-week range of 36 to 97

ServiceNow (NOW) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 84

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 90

Global X Cloud Computing ETF (CLOU) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 55

Sap (SAP) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 79

Salesforce (CRM) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 97

Oracle (ORCL) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 92

Workday (WDAY) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 85

Zendesk (ZEN) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 95

Atlassian (TEAM) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 95

HubSpot (HUBS) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 99

Snowflake (SNOW) 30-day option implied volatility is at 69; compared to its 12-week range of 46 to 100

Options with decreasing option implied volatility: BB BCRX ABNB TSLA NKE
Increasing option volume: QS RMG LAZR
Increasing unusual call option volume: RMG QS LAZR WATT
Increasing unusual put option volume: LAZR QS FUBO BILL
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 0.7%, DAX up 1%, WTI Crude oil recently at $48.63, natural gas down 8%, gold at $1887 an ounce