Pre-Market IV Report December 29, 2021

Pre-Market IV Report December 29, 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: SNDL TEVA BBBY IBM GILD PTON AMD PFE T XBI DIDI AVPT VXRT NEGG STXS

Stocks expected to have increasing option volume: SPY QQQ RUT RIM ARKK PBR TSLA AEO

Option Implied Volatility for top searched tickers

AMC Entertainment (AMC) 30-day option implied volatility is at 119; compared to its 52-week range of 95 to 726.

Tesla (TSLA) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 91 amid Musk continues to sell shares.

GameStop (GME) 30-day option implied volatility is at 98; compared to its 52-week range of 69 to 553.

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49.

Nio (NIO) 30-day option implied volatility is at 61; compared to its 52-week range of 49 to 115. Call put ratio 4.2 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 63.

Alibaba (BABA) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 83.

Amazon (AMZN) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 47. Call put ratio 2.6 calls to 1 put.

American Eagle Outfitters (AEO) December weekly call option implied volatility is at 40; compared to its 52-week range of 40 to 81. Call put ratio 5.6 calls to 1 put with focus on January weekly and January calls into ICR Conference 2022.

Lamb Weston (LW) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 49 into three planes to fly potatoes to ease Japan french-fries shortage, Bloomberg reports. Call put ratio 4.3 calls to 1 put.

Options with decreasing option implied volatility: ADBE ORCL BBIO DOCU ALLK RAD FUTU
Increasing unusual option volume: AEO CIM APT BBIO CLOU
Increasing unusual call option volume: CIM APT BBIO CVAC NXTD
Increasing unusual put option volume: BBIO IVR TECL TIP
Popular stocks with increasing volume: PFE T DIS ROKU LCID SOFI UBER CCL RBLX AEO
Active options: AAPL TSLA NVDA FB AMD AMZN AMC PFE F T MSFT DIS BABA ROKU LCID SOFI BA UBER PLTR CCL
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.42, natural gas up 3%, gold at $1803 an ounce