Pre-Market IV Report March 17, 2020

Pre-Market IV Report March 17, 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: stocks across the board…. SPY QQQ RUT IWM JNUG PLAY PENN NUGT….

Options expected to have increasing volume: FDX HDS JWN XOM TMO SPY QQQ RUT IWM

Large cap tech option implied volatility at high end of range

Alphabet (GOOG) 30-day option implied volatility is at 75; compared to its 52-week range of 14 to 74

Amazon (AMZN) 30-day option implied volatility is at 69; compared to its 52-week range of 17 to 69.

Microsoft (MSFT) 30-day option implied volatility is at 90; compared to its 52-week range of 15 to 90.

Facebook (FB) 30-day option implied volatility is at 82; compared to its 52-week range of 21 to 82.

Apple (AAPL) 30-day option implied volatility is at 90; compared to its 52-week range of 18 to 90

Netflix (NFLX) 30-day option implied volatility is at 99; compared to its 52-week range of 27 to 98

Teladoc (TDOC) 30-day option implied volatility is at 108; compared to its 52-week range of 36 to 109 amid societal health net services demand during coronavirus.

Virus stocks

Novavax (NVAX) 30-day option implied volatility is at 286; compared to its 52-week range of 85 to 306 amid coronavirus outbreak.

Lakeland Industries (LAKE) 30-day option implied volatility is at 184; compared to its 52-week range of 35 to 240 amid coronavirus spreading.

Alpha Pro Tech Ltd. (APT) 30-day option implied volatility is at 275; compared to its 52-week range of 40 to 370 amid coronavirus spreading.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 75; compared to its 52-week range of 16 to 75 amid labs increasing testing services.

Quest Diagnostics (DGX) 30-day option implied volatility is at 86; compared to its 52-week range of 15 to 86 amid labs increase access to virus testing services.

Lab Corp. (LH) 30-day option implied volatility is at 91; compared to its 52-week range of 17 to 91 amid labs increase access to virus testing services.

Dow Inc. (DOW) 30-day option implied volatility is at 122; compared to its 52-week range of 21 to 123 into CEO: Our demand is good right now. In an interview on CNBC.

Increasing unusual option volume: PFGC PPD TECD ACOR AXL
Increasing unusual call option volume: APRN GPOR SHY NYCB BANC ING
Increasing unusual put option volume: ACOR AXL TECD UNM TNET
Popular stocks with increasing unusual: NIO AAL F XOM
Active options: AAPL BAC TSLA MSFT AMD GE AAL UBER DIS F FB XOM AMZN DAL BABA BA NIO MU NVDA TWTR

Global S&P Futures are recently are mixed to lower from previous day. Nikkei 225 up 9%, DAX mixed, WTI Crude oil is recently at $29.50, natural gas down 1%, gold at $1484 an ounce