Special Premarket IV Report March 12, 2020

Special Premarket IV Report March 12, 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.

Option implied volatility elevated as coronavirus spreads

Alpha Pro Tech Ltd. (APT) 30-day option implied volatility is at 339; compared to its 52-week range of 40 to 370 as coronavirus spreads.

Inovio Pharmaceuticals, Inc. (INO) 30-day option implied volatility is at 368; compared to its 52-week range of 62 to 377 as coronavirus spreads.

Mallinckrodt plc (MNK) 30-day option implied volatility is at 221; compared to its 52-week range of 45 to 280 as coronavirus spreads.

Vir Biotechnology Inc. (VIR) 30-day option implied volatility is at 305; compared to its 52-week range of 162 to 307 as coronavirus spreads.

CEL-SCI (CVM) 30-day option implied volatility is at 258; compared to its 52-week range of 129 to 260 as coronavirus spreads.

co-Diagnostics (CODX) 30-day option implied volatility is at 448; compared to its 52-week range of 275 to 447 as coronavirus spreads.

GenMark Diagnostics, Inc. (GNMK) 30-day option implied volatility is at 278; compared to its 52-week range of 50 to 302 as coronavirus spreads.

Gilead (GILD) 30-day option implied volatility is at 76; compared to its 52-week range of 19 to 76 as coronavirus spreads.

Lakeland Industries (LAKE) 30-day option implied volatility is at 182; compared to its 52-week range of 35 to 239 as coronavirus spreads.

Moderna (MRNA) 30-day option implied volatility is at 129; compared to its 52-week range of 51 to 156 as coronavirus spreads.

Novavax, Inc. (NVAX) 30-day option implied volatility is at 277; compared to its 52-week range of 85 to 306 as coronavirus spreads.

Opko Health (OPK) 30-day option implied volatility is at 240; compared to its 52-week range of 58 t0 355 as coronavirus spreads.

Work/Educate at home plays:

K12, Inc. (LRN) 30-day option implied volatility is at 116; compared to its 52-week range of 26 to 122 as coronavirus spreads.

Netflix (NFLX) 30-day option implied volatility is at 66; compared to its 52-week range of 26 to 67 as coronavirus spreads.

Teladoc (TDOC) 30-day option implied volatility is at 88; compared to its 52-week range of 36 to 89 as coronavirus spreads.

2u (TWOU) 30-day option implied volatility is at 101; compared to its 52-week range of 36 to 126 as coronavirus spreads.

Slack (WORK) 30-day option implied volatility is at 119; compared to its 52-week range of 43 to 123 as coronavirus spreads.

Zoom (ZM) 30-day option implied volatility is at 95; compared to its 52-week range of 36 to 114 as coronavirus spreads.

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