Pre-Market IV Report December 30, 2020

Pre-Market IV Report December 30, 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: LMND FUBO PSTH RMG GHIV BBBY IPOC ALGN INTC MIC SLS APT

Stocks expected to have increasing option volume: TSLA XPEV NIO LI QS BLNK FSR WORK NKLA

Tesla (TSLA) weekly IV at lower end of range as share price near record high

Tesla (TSLA) December weekly call option implied volatility is at 42, January is at 53; compared to its 52-week range of 34 to 153. Call put ratio 1.5 calls to 1 put.

Intel (INTC) December weekly call option implied volatility is at 34, January is at 33; compared to its 52-week range of 23 to 99 after Third Point sent a letter to Intel to explore strategic alternatives. Call put ratio 2.8 calls to 1 put with focus on December weekly 50 calls.

Alibaba (BABA) December weekly call option implied volatility is at 45, January is at 40; compared to its 52-week range of 22 to 63 amid wide price movement. Call put ratio 2.9 calls to 1 put.

Moderna (MRNA) December weekly call option implied volatility is at 73, January is at 83; compared to its 52-week range of 51 to 173.

Dan Niles 2021 stocks picks include

GAN Limited (GAN) 30-day option implied volatility is at 103; compared to its 52-week range of 71 to 178 into Dan Niles named as a 2021 stock pick. Call put ratio 10.4 calls to 1 put with focus on January 20 calls.

Magna International (MGA) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 119. Call put ratio 4.5 calls to 1 put with focus on January 72.50 calls.

JPMorgan (JPM) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 119.

Oracle (ORCL) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 92.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 38; compared to its 52-week range of 16 to 131. Call put ratio 8.9 calls to 1 put with focus on January weekly (29) calls active.

Options with decreasing option implied volatility: BB DIS FEYE SPLK TSLA ABNB QS GOEV VLDR BCRX ATUS KMX PGR
Increasing option volume: IMMR BGCP PBI ARKG QS LAZR
Increasing unusual call option volume: PBI LAZR QS EWU ARKG NTR PBI
Increasing unusual put option volume: ARKG FIS QS IVR PBI FUBO LAZR
Popular stocks with increasing volume: SNAP PDD SQ
Active options: AAPL BABA NIO TSLA AMZN PLTR INTC SNAP T AMD FB MSFT BA SQ QS BAC AAL NFLX PDD F
Global S&P Futures recently mixed to higher, Nikkei mixed, DAX mixed, WTI Crude oil recently at $48.38, natural gas mixed, gold at $1882 an ounce