Pre-Market IV Report December 31, 2019

Pre-Market IV Report December 31, 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: MDR S NOK IBM XLP MSFT LABU LABD MAXR REGI QGEN CRUS ALGN AMD TGTX MAXR PTON BBBY QGEN CTL

Options expected to have increasing volume: MDR NIO TSLA CLB MTOR

Apple (AAPL) January weekly call option implied volatility is at 25, January is at 24, February is at 26; compared to its 52-week range of 15 to 46.

Large 2019 IPO option implied volatility at low end of range into CES 2020 Las Vegas

Uber (UBER) January call option implied volatility is at 36, February is at 46; compared to its 28-week range of 37 to 83. Call put ratio 2.5 calls to 1 put.

Lyft (LYFT) January call option implied volatility is at 42, February is at 49; compared to its 32-week range of 38 to 79 into CES 2020.

Slack (WORK) January call option implied volatility is at 47, April is at 49; compared to its 26-week range of 43 to 90 into CES 2020.

Peloton (PTON) January call option implied volatility is at 75, February is at 85; compared to its 13-week range of 58 to 90.

Zoom (ZM) January call option implied volatility is at 35, February is at 38; compared to its 19-week range of 36 to 87.

Beyond Meat (BYND) January call option implied volatility is at 46, February is at 52; compared to its 30-week range of 47 to 141.

McDermott (MDR) 30 day option implied volatility is a 406; compared to its 52-week range of 58 to 395 after large sell off after ongoing financing report from WSJ.

Market Vectors Russia ETF Trust (RSX) 30 day option implied volatility is a 18; compared to its 52-week range of 16 to 32 into 20-year anniversary of Vladimir Putin Russian leadership.

Yandex (YNDX) 30 day option implied volatility is a 28; compared to its 52-week range of 25 to 50 into 20-year anniversary of Vladimir Putin leadership.

Fiat Chrysler Automobiles (FCAU) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 48 into Carlos Ghosn flees Japanese justice system to Lebanon. FT reports.

Option implied volatility into JPMorgan 38th Healthcare Conference

Allergan (AGN) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 40
Amgen (AMGN) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 34
Pfizer (PFE) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 29
Merck (MRK) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 28
Biogen (BIIB) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 48
Eli Lilly (LLY) 30-day option implied volatility is at 19 compared to its 52-week range of 16 to 30
Akcea Therapeutics (AKCA) 30-day option implied volatility is at 63; compared to its 52-week range of 54 to 92
Ligand Pharmaceuticals (LGND) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 92
Gilead (GILD) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 37
Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 44

Options with decreasing option implied volatility: WVE BB ARQL RSX ITCI BB I CCL FDX TGT PTI CLVS ITCI
Increasing unusual option volume: TRP EUFN EWC RAD MDR SQ I NIO
Increasing unusual call option volume: TRP EUFN NIO CAH STT PTLA CMC
Increasing unusual put option volume: WVE RAD HUN SAVE MDLA FCEL SIG
Popular stocks with increasing unusual: RIG DIS SQ MDR ROKU NIO T
Active options: NIO AAPL TSLA AMD AMZN FB MSFT ROKU BAC MU NFLX BABA GE BA T NVDA RIG DIS SQ MDR
Global S&P Futures are recently up 2.50 from previous day. Nikkei 225 down 0.7%, DAX down 0.6%, WTI Crude oil is recently at $61.58, natural gas down 0.03%, gold at $1527 an ounce