Pre-Market IV Report December 30, 2021

Pre-Market IV Report December 30, 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: VXRT AVPT MFIN SNDL TEVA BBBY IBM XLNX GILD PTON AMD T APT BIIB

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK BIIB BAC DIDI

Biotech option after speculation in Korean press that Samsung Group is in talks to acquire Biogen (BIIB)

Biogen (BIIB) December weekly call option implied volatility is at 89, January is at 70; compared to its 52-week range of 32 to 121 after speculation in Korean press that Samsung Group is in talks to acquire the company. Call put ratio 2 calls to 1 put.

SPDR S&P Biotech ETF (XBI) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 44 after speculation in Korean press that Samsung Group is in talks to acquire Biogen (BIIB). Call put ratio 1.3 calls to 1 put.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 1.1 puts.

BioMarin Pharma (BMRN) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 77. Call put ratio 23 calls to 1 put with focus on January 100 calls.

Vertex Pharma (VRTX) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 53. Call put ratio 5.9 calls to 1 put.

Horizon Therapeutics (HZNP) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 65.

CRISPR Therapeutics (CRSP) 30-day option implied volatility is at 74; compared to its 52-week range of 53 to 100.

Moderna (MRNA) 30-day option implied volatility is at 74; compared to its 52-week range of 51 to 102.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 58. Call put ratio 1.6 calls to 1 put.

Options with decreasing option implied volatility: BB VIX ADBE ORCL BBIO DOCU ALLK KMX
Increasing unusual option volume: BIIB CFX EIX BDSI WPC MDLZ
Increasing unusual call option volume: BIIB EIX MDLZ WPC BBD ITW
Increasing unusual put option volume: VTNR ML BBIO PACB
Popular stocks with increasing volume: BIIB DKNG LCID UBER PFE T DIS
Active options: TSLA AAPL NVDA MU AMD NIO AMC FB BABA MSFT FCEL PFE AMZN F PLTR DKNG LCID FUTU UBER DIS