Pre-Market IV Report December 30, 2019

Pre-Market IV Report December 30, 2019

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: IBM S XLP S XLB ACB UVXY XLB BBY CVM MDR RAD MIK QGEN NFLX CRUS LUV

Options expected to have increasing volume: QQQ SPY

EVENTS into 2020

Semiconductor stocks up into Consumer Electronic Show CES 2020 Las Vegas January 7 to January 10

Market Vectors Semiconductor ETF (SMH) January weekly call option implied volatility is at 17, January and February is at 22; compared to its 52-week range of 20 to 36 as shares near record high into CES 2020 Las Vegas January 7 to January 10.

AMD (AMD) January weekly call option implied volatility is at 33, January is at 41, February is at 49; compared to its 52-week range of 36 to 93 as shares near record high

KLA-Tencor (KLAC) January weekly call option implied volatility is at 19, January is at 25, February is at 31; compared to its 52-week range of 27 to 48 as shares near record high into CES 2020 Las Vegas January 7 to January 10.

Lam Research (LRCX) January weekly call option implied volatility is at 22, January and February is at 25; compared to its 52-week range of 26 to 52 as shares near record high.

Applied Material (AMAT) January weekly call option implied volatility is at 22, January is at 25, February is at 31; compared to its 52-week range of 25 to 49 as shares near record high

Broadcom (AVGO) January weekly call option implied volatility is at 18, January and February is at 22; compared to its 52-week range of 21 to 44 as shares near record high.

Health-care initiatives from Senator Elizabeth Warren and Bernie Sanders from the progressive wing of the Presidential race for the Democratic presidential nomination, including Medicare for All and prescription-drug pricing.

JPMorgan 38th Healthcare Conference January 13 to January 16

Health Care Select Sect Fd (XLV) 30 day option implied volatility is at 12; compared to its 52-week range of 11 to 26 into JPMorgan 38th Healthcare Conference January 13 to January 16.
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iShares Nasdaq Biotechnology (IBB) January weekly call option implied volatility is at 15, January and February is at 19; compared to its 52-week range of 17 to 37 into JPMorgan 38th Healthcare Conference January 13 to January 16.

World Economic Forum at Davos, January 21 to January 24

Market Speculation President Trump and China Xi Jinping will meet in Davos

Netflix (NFLX) January weekly call option implied volatility is at 23, January is at 29, February is at 47; compared to its 52-week range of 26 to 68 into the expected release of quarter results on January 22.

Apple (AAPL) January weekly call option implied volatility is at 25, January is at 24, February is at 23; compared to its 52-week range of 15 to 46 into the expected release of quarter results on January 27.

U.S. Presidential Primary

Chinese New Year 2020 in China January 24 to January 30.

Brexit January 31, 2020

Option Implied Volatility for Resource stocks

Freeport-McMoran (FCX) 30 day option implied volatility is at 41; compared to its 52-week range of 35 to 61
Southern Copper (SCCO) 30 day option implied volatility is at 25; compared to its 52-week range of 23 to 44
Vale S.A. (VALE) 30 day option implied volatility is at 29; compared to its 52-week range of 27 to 58

Rio Tinto plc (RIO) 30 day option implied volatility is at 22; compared to its 52-week range of 21 to 37
BHP Billiton Ltd. (BHP) 30 day option implied volatility is at 20; compared to its 52-week range of 19 to 54
Market Vectors Gold Miners ETF (GDX) 30 day option implied volatility is at 25; compared to its 52-week range of 21 to 36.

NIO Inc. (NIO) weekly call option implied volatility is at 125, January is at 120, February is at 115; compared to its 52-week range of 60 to 223 into Tesla (TSLA) to deliver Model 3s made in China.

Tesla (TSLA) January weekly call option implied volatility is at 44, February is at 50; compared to its 52-week range of 37 to 75 amid production begins in China as shares near record high.

Options with decreasing option implied volatility: CAG TGT PTI PDD ITCI BB I CCL
Increasing unusual option volume: ITCI MEIP NRZ USB RAD TXRH XLB FCEL XLC
Increasing unusual call option volume: USB MEIP NRZ NLY MIK EBIX XLB NUE MDLZ IGV
Increasing unusual put option volume: WETF RAD XLC UNM XLB ITCI FCEL EPI SIRI EUFN
Popular stocks with increasing unusual: LK USB ROKU
Active options: AAPL AMZN TSLA AMD FB ROKU MSFT BABA BAC NFLX MU BA USB NVDA SNAP T TWTR ITCI LK INTC