Pre-Market IV Report January 2, 2020

Pre-Market IV Report January 2, 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: S MDR XLB XLU NOK MSFT NOK CGC SIG ALGN FLEX CRUS CREE HOG FB GE

Options expected to have increasing volume: QQQ SPY

iShares China Large-Cap (FXI) 30-day call option implied volatility is at 19; compared to its 52-week range of 15 to 27 into China RRR cut and release of China Phase 1 trade deal details.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day call option implied volatility is at 19; compared to its 52-week range of 17 to 36 into China RRR cut and release of China Phase 1 trade deal details.

Market Vectors Semiconductor ETF (SMH) January weekly call option implied volatility is at 18, January 20, February is at 22; compared to its 52-week range of 20 to 36 as shares near record high into CES 2020 Las Vegas January 7 to January 10.

Salesforce.com (CRM) January weekly call option implied volatility is at 15, January is at 19, February is at 21; compared to its 52-week range of 19 to 51 into CEO Marc Benioff giving a keynote address at CES 2020 Las Vegas.

Option implied volatility flat for Gold stocks as gold at upper end of range

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30 day option implied volatility is at 79; compared to its 52-week range of 62 to 107

SPDR Gold Trust (GLD) 30 day call option implied volatility is at 11; compared to its 52-week range of 8 to 18

Kinross Gold (KGC) 30 day call option implied volatility is at 40; compared to its 52-week range of 34 to 55

Barrick Gold (GOLD) 30 day call option implied volatility is at 28; compared to its 52-week range of 26 to 45

IAMGOLD Corp. (IAG) 30 day call option implied volatility is at 50; compared to its 52-week range of 42 to 80

Newmont Mining (NEM) 30 day call option implied volatility is at 22; compared to its 52-week range of 19 to 33

Direxion Junior Gold (JNUG) 30 day call option implied volatility is at 93; compared to its 52-week range of 72 to 131

Option implied volatility for Resort Casino stocks into 2020

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 61

Las Vegas Sands (LVS) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 48

MGM Resorts (MGM) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 46

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 55

Caesars Entertainment (CZR) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 75

Boeing (BA) January weekly call option implied volatility is at 21, January is at 26, February is at 29; compared to its 52-week range of 23 to 46 into Airbus becomes largest plane maker, Reuters report.

CBOE VIX ranged from 11 to 25 in 2019, compared with 2018 low near 9 and high above 37
Top option volume stocks for 2019: AAPL AMD TSLA BAC FB GE MSFT NFLX AMZN BABA
Top option volume ETF stocks for 2019: SPY QQQ EEM IWM FXI HYG VXX EWZ EFA GLD
Top option volume Indexes for 2019: SPX VIX XSP RUT NDX
Options with decreasing option implied volatility: APA FDX TGT BB I CCL PTI CLVS ITCI
Increasing unusual option volume: CLB HASI BMY FCEL GIS
Increasing unusual call option volume: BMY SYY FCEL MMP CARG WDC
Increasing unusual put option volume: HASI FCEL WU GSX LK CZR
Popular stocks with increasing unusual: LK CRON ACB WDC BMY NIO
Active options: BMY NIO AAPL TSLA WDC CSCO AMD CGC AMZN ROKU LK BAC MSFT GE CRON FB NFLX BABA ACB SNAP
Global S&P Futures are recently up 17.50 from previous day. Nikkei 225 down 0.7%, DAX up 0.6%, WTI Crude oil is recently at $61.35, natural gas down 1%, gold at $1522 an ounce