Daily IV Report
Pre-Market IV Report March 20, 2020
Pre-Market IV Report March 20, 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: APRN PENN GES CZR […]
Pre-Market IV Report March 20, 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: APRN PENN GES CZR UAL IMAX MGM LB CAKE SAVE NAV ETFC
Options expected to have increasing volume: SPY QQQ RUT IWM XLU BA CCL RCL NCLH UAL DAL
Option implied volatility for game stocks
GameStop (GME) 30-day option implied volatility is at 188; compared to its 52-week range of 36 to 191
Zynga (ZNGA) 30-day option implied volatility is at 114; compared to its 52-week range of 23 to 123
Sony (SNE) 30-day option implied volatility is at 71; compared to its 52-week range of 19 to 71
Microsoft (MSFT) 30-day option implied volatility is at 75; compared to its 52-week range of 15 to 90