Pre-Market IV Report December 31, 2020

Pre-Market IV Report December 31, 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: ALGN MIC DMTK FOLD PSTH IPOC

Stocks expected to have increasing option volume: TSLA NIO XPEV LI

Tesla (TSLA) options active as share price near record high into end of month, quarter and year

Tesla (TSLA) December weekly call option implied volatility is at 49, January is at 55; compared to its 52-week range of 34 to 153. Call put ratio 2.1 calls to 1 put.

Crypto theme stocks

Marathon Patent Group (MARA) 30-day option implied volatility is at 223; compared to its 52-week range of 139 to 475 as bitcoin trends higher. Call put ratio 2.8 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 193; compared to its 52-week range of 98 to 274 as bitcoin trends higher. Call put ratio 2.7 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 199; compared to its 52-week range of 122 to 463 as bitcoin trends higher. Call put ratio 3.6 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 99; compared to its 52-week range of 52 to 162 as bitcoin trends higher. Call put ratio 5.9 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 103; compared to its 52-week range of 75 to 214 as bitcoin trends higher.

Ideanomics (IDEX) 30-day option implied volatility is at 108; compared to its 52-week range of 108 to 387 as bitcoin trends higher. Call put ratio 4.4 calls to 1 put.

Options with decreasing option implied volatility: APT MVIS QS ABNB VUZI BB
Increasing option volume: IMMR NXTD LAZR ARKG QS RMO FUBO
Increasing unusual call option volume: IMMR LAZR RMO EWY ARKG FUBO QS
Increasing unusual put option volume: FUBO ARKG RMO QS LAZR EPR
Popular stocks with increasing volume: PLTR AAL M FCX DIS
Active options: TSLA AAPL NIO BABA AMZN BIDU PLTR DIS FCX MSFT AMD RIOT FB SNAP FUBO INTC AAL M NVDA BA
Global S&P Futures recently mixed to lower, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $48.20, natural gas up 3%, gold at $1896 an ounce