Pre-Market IV Report December 31, 2018

Pre-Market IV Report December 31, 2018

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 overlooked information.

Options with increasing option implied volatility: DB CZR WYNN AKS BKLN TLRY JNK IEF BBBY

Options expected to have increasing volume: AAPL GOOG GOOGL NVDA NFLX

iShares China Large-Cap (FXI) January weekly call option implied volatility is at 25, January is at 28; compared to its 52-week range of 17 to 33 into Chinese President Xi Jinping first major speech of 2019 on January 1. Call put ratio 1.7 calls to 1 put.

iShares MSCI Brazil (EWZ) January weekly call option implied volatility is at 30, January is at 34; compared to its 52-week range of 25 to 65 into Brazil’s President elect Jair Bolsonaro is inaugurated in Brasilia on Tuesday. Call put ratio 1.3 calls to 1 put.

Apple (AAPL) December weekly call option implied volatility is at 39, January is at 41; compared to its 52-week range of 16 to 46. Call put ratio 1.5 call to 1 put.

Ford Motor (F) January weekly call option implied volatility is at 41, January is at 41; compared to its 52-week range of 19 to 55 into release of U.S. sales data for December on Thursday. Call put ratio 1 call to 1.4 puts.

General Motors (GM) January weekly call option implied volatility is at 39, January is at 42; compared to its 52-week range of 20 to 46 into release of Q4 2018 sales data. Call put ratio 1.1 calls to 1 put.

Option implied volatility elevated for Social Media

Snap (SNAP) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 100
Facebook (FB) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 53
Twitter (TWTR) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 92

Increasing unusual option volume: FCAU CZZ CALX ING FDN CAH SNBR
Increasing unusual call option volume: FCAU ING CZZ VAC CAH MXEF SAN UBS VIPS
Increasing unusual put option volume: CZZ IQV FDN SNBR CFG TSEM VXXB TZA
Popular stocks with increasing unusual: MAT SHAK FCAU BUD DNKN
Options with decreasing option implied volatility: FDX NVDA CAG VIX UNG
Active options: AAPL AMZN BAC GE FCAU AMD TSLA FB MSFT NVDA BABA C CMCSA T F MU INTC PBR TWTR