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Pre-Market IV Report January 1, 2020

Pre-Market IV Report January 1, 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. CBOE VIX ranged from 11 to 25 in 2019, compared […]

By Market Rebellion · January 1, 2020
Pre-Market IV Report January 1, 2020

Pre-Market IV Report January 1, 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.

CBOE VIX ranged from 11 to 25 in 2019, compared with 2018 low near 9 and high above 37.

By total volume, the top ten single stocks for 2019 were AAPL AMD TSLA BAC FB GE MSFT NFLX AMZN BABA

By total volume, top ETF option classes for 2019 were SPY QQQ EEM IWM FXI HYG VXX EWZ EFA GLD

By total volume, top 5 Index products for 2019 were SPX VIX XSP RUT NDX

Kim Jong Un warns world will see new strategic weapon soon, Reuters says.

Defense Sec Esper says U.S. to deploy 750 troops to Iraq after embassy attack
Report from Bloomberg.