Pre-Market IV Report December 28, 2021

Pre-Market IV Report December 28, 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 IBM SPCE FCEL PTON AMD T PFE XBI VOD GPRO CX APT

Stocks expected to have increasing option volume: TSLA MGM CZR WYNN LVS AAL UAL DAL LUV

Option IV into CDC halves recommended isolation time for people with asymptomatic infections to 5 days

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 63. Call put ratio 3 calls to 1 put with focus on December weekly calls.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 65.

PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 59.

Block (SQ) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 73.

Option implied volatility for casino, resort, online betting into CDC cuts isolation time for asymptomatic COVID-19 cases to 5 days

Caesars Entertainment (CZR) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 82 into CDC cuts isolation time for asymptomatic COVID-19 cases to 5 days.

MGM Resorts (MGM) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 69.

Penn National Gaming (PENN) 30-day option implied volatility is at 54; compared to its 52-week range of 49 to 99.

Las Vegas Sands (LVS) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 61.

Wynn (WYNN) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 72.

DraftKings (DKNG) DKNG 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 92 into CDC cuts.

Options with decreasing option implied volatility: ADBE ORCL DOCU ALLK CERN DQ BCTX ZG
Increasing unusual option volume: BBIO HRTX APT HYRE GDDY
Increasing unusual call option volume: BBIO APT HRTX HYRE NXTD
Increasing unusual put option volume: BBIO VNQ MPW PRTY
Popular stocks with increasing volume: T RBLX SOFI PFE AMD NVDA FB
Active options: AAPL TSLA NVDA AMD FB F AMC LCID MSFT AMZN T NIO PFE BABA MARA PLTR RBLX MU SOFI AFRM
Global S&P Futures mixed, Nikkei up 1.3%, DAX mixed to higher, WTI Crude oil recently at $75.81, natural gas mixed, gold at $1816 an ounce