Pre-Market IV Report December 31, 2021

Pre-Market IV Report December 31, 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: TEVA SNDL BBBY IBM XLNX GILD PTON AMD KWEB PFE VXRT

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK BIIB ABBV GPN TEVA

Option Implied Volatility for top searched tickers into 2022

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 49.

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 91.

AMC Entertainment (AMC) 30-day option implied volatility is at 112; compared to its 52-week range of 95 to 726.

GameStop (GME) 30-day option implied volatility is at 92; compared to its 52-week range of 69 to 553.

Stocks expected to have increasing option volume: SPY QQQ RUT IWM ARKK TEVA

Niu Technologies (NIU) January 15 straddle priced for a move of +/- 14% into the expected release of quarter results on January 5.

Bed Bath & Beyond (BBBY) January weekly 15 straddle priced for a move of +/- 25% into the expected release of quarter results on January 6.

ConAgra Brands (CAG) January weekly 34 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on January 6.

Lamb Weston (LW) January 65 straddle priced for a move of +/- 7.5 % into the expected release of quarter results before the bell on January 6.

Constellation Brands (STZ) January weekly 250 straddle priced for a move of +/- 4% into the expected release of quarter results on January 6.

Walgreens Boots Alliance (WBA) January weekly 52 straddle priced for a move of +/- 6% into the expected release of quarter results on January 6. Call put ratio 2.5 calls to 1 put.

Options with decreasing option implied volatility: ADBE ORCL BBIO DOCU ALLK CRM
Increasing unusual option volume: CONE TEVA ELAN TIP EQR KWEB
Increasing unusual call option volume: CONE EQR VTR CUBE TIP GPN
Increasing unusual put option volume: TIP SKIN JNPR KMPH MQ
Popular stocks with increasing volume: CCL PLTR DKNG DIS AAL PFE LCID
Active options: AAPL TSLA NIO BABA NVDA AMD AMC LCID SOFI CCL MU AMZN F MSFT FB PLTR DKNG PFE DIS AAL
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.62, natural gas up 3%, gold at $1819 an ounce