Pre-Market IV Report December 29, 2020

Pre-Market IV Report December 29, 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: MIC MAGS CALA DPW BBBY IPOC XL GHIV GSX RMG FUBO HYG SBE PSTH EDIT SIRI

Stocks expected to have increasing option volume: AAPL AMZN TSLA NIO LMND

Large tech stocks into end of quarter and year. (Share prices near upper end of range)

Facebook (FB) December weekly call option implied volatility is at 30, January is at 34; compared to its 52-week range of 24 to 84.

Apple (AAPL) December weekly call option implied volatility is at 35, January is at 34; compared to its 52-week range of 21 to 90.

Netflix (NFLX) December weekly call option implied volatility is at 30, January is at 34; compared to its 52-week range of 29 to 99.

Alphabet (GOOG) December weekly call option implied volatility is at 21, January is at 25; compared to its 52-week range of 16 to 75.

Amazon (AMZN) December weekly call option implied volatility is at 25, January is at 30; compared to its 52-week range of 22 to 69.

Pinterest (PINS) December weekly call option implied volatility is at 55, January is at 54; compared to its 52-week range of 41 to 155.

Zoom (ZM) December weekly call option implied volatility is at 55, January is at 61; compared to its 52-week range of 37 to 137.

Alibaba (BABA) December weekly call option implied volatility is at 45, January is at 44; compared to its 52-week range of 22 to 63.

Palantir (PLTR) December weekly call option implied volatility is at 93, January is at 97; compared to its 52-week range of 58 to 173.

Lemonade (LMND) December weekly call option implied volatility is at 145, January is at 110; compared to its 52-week range of 63 to 122 into lock up expiration. Call put ratio 1 calls to 1.4 puts.

IV into House of Reps votes 322 to 87 to override Trump’s defense bill veto

Honeywell (HON) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 104

Boeing (BA) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 221.

General Dynamics (GD) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 80.

Lockheed Martin (LMT) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 87.

Northrop Grumman (NOC) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 86.

Options with decreasing option implied volatility: ABNB BCRX DASH BB NKE FEYE XPEV DIS BB SPLK FEYE
Increasing option volume: IMMR XNET TSEM RMG NXTD
Increasing unusual call option volume: RMG TSEM EWU QS GPN MCFE TAK
Increasing unusual put option volume: FUBO FTCH QS KNDI LAZR WB
Popular stocks with increasing volume: PLTR NKLA SNAP NKLA RIOT PFE
Active options: AAPL BABA TSLA AMZN NIO PLTR FB MSFT AMD DIS AAL T GE BAC SNAP RIOT ZM NKLA PFE CCL
Global S&P Futures recently mixed to higher, Nikkei up 2%, DAX up 0.5%, WTI Crude oil recently at $48.13, natural gas mixed, gold at $1882 an ounce