Mid-session IV Report January 26, 2021

Mid-session IV Report January 26, 2021

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: AMD WKHS BYND AAPL TSLA BA FB

Popular stocks with increasing volume: NOK AMC NKLA WKHS BBBY JNJ ETSY

GameStop (GME) January weekly 130 straddle priced for a move of 47%

Pitney-Bowes (PBI) call put ratio 33 calls to 1 put with focus on February 8 and 10 calls as shares rally 46%

Advanced Micro Devices (AMD) January weekly 94.50 straddle priced for a move of 9% into the expected release of quarter results today after the bell

Tesla, NIO, GM, F, WKHS option implied volatility amid President Biden clean truck support

Tesla (TSLA) January weekly (29) call option implied volatility is at 120, February is at 82; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021. Call put ratio 2 calls to 1 put with focus on January weekly 880 and 885 calls.

NIO Inc. (NIO) 30-day option implied volatility is at 96; compared to its 52-week range of 81 to 216. Call put ratio 3 calls to 1 put as shares sell off 1%.

General Motors (GM) January weekly (29) call option implied volatility is at 57, February is at 55; compared to its 52-week range of 21 to 188. Call put ratio 6.5 calls to 1 put with focus on January weekly 53 calls into the expected release of quarter results on February 10.

Ford (F) January weekly (29) call option implied volatility is at 70, February is at 65; compared to its 52-week range of 26 to 195. Call put ratio 9.8 calls to 1 put with focus on January weekly (29) 11.5 and 12 calls.

Nikola (NKLA) 30-day option implied volatility is at 122; compared to its 52-week range of 67 to 305. Call put ratio 6.3 calls to 1 put as shares rally 11%.

Fisker (FSR) 30-day option implied volatility is at 82; compared to its 52-week range of 91 to 205. Call put ratio 13 calls to 1 put as shares rally 3%.

Lordstown Motors (RIDE) 30-day option implied volatility is at 120; compared to its 52-week range of 99 to 176. Call put ratio 7 calls to 1 put as shares rally 16%.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 148; compared to its 52-week range of 51 to 355. Call put ratio 12 calls to 1 put as shares rally 5.5%.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 152; compared to its 52-week range of 89 to 400. Call put ratio 10 calls to 1 put as shares rally 3%.

Workhorse Group (WKHS) 30-day option implied volatility is at 170; compared to its 52-week range of 103 to 287 as shares rally 27%. Call put ratio 7 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 101; compared to its 52-week range of 75 to 178. Call put ratio 1.2 calls to 1 put as shares rally 3%.

Niu Technologies (NIU) 30-day option implied volatility is at 101; compared to its 52-week range of 72 to 155. Call put ratio 4.4 calls to 1 put with focus on January 40 calls as shares sell off 2.7%.

Blink Charging (BLNK) 30-day option implied volatility is at 135; compared to its 52-week range of 97 to 266 as shares rally 14%.

Beyond Meat (BYND) January weekly call option implied volatility is at 170, February is at 81; compared to its 52-week range of 51 to 130. Call put ratio 1 call to 1 put after announced a partnership with PepsiCo (NYSE: PEP) to create a joint venture The PLANeT Partnership to sell new plant-based snacks and drinks.

IV into quarter results

Advanced Micro Devices (AMD) January weekly call option implied volatility is at 114, February is at 64; compared to its 52-week range of 43 to 117 into the expected release of quarter results after the bell on January 26. Call put ratio 4.8 calls to 1 put.

Microsoft (MSFT) January weekly call option implied volatility is at 62, February is at 33; compared to its 52-week range of 20 to 90 into the expected release of quarter results after the bell on January 26. Call put ratio 4.4 calls to 1 put with focus on January weekly (29) 233 calls.

Starbucks (SBUX) January weekly call option implied volatility is at 55, February is at 33; compared to its 52-week range of 20 to 109 into the expected release of quarter results after the bell on January 26. Call put ratio 2.8 calls to 1 put.

Texas Instruments (TXN) January weekly call option implied volatility is at 64, February is at 34; compared to its 52-week range of 22 to 95 into the expected release of quarter results after the bell on January 26. Call put ratio 14 calls to 1 put with focus on January weekly 175 calls.

Abbott (ABT) January weekly call option implied volatility is at 37, February is at 28; compared to its 52-week range of into the expected release of quarter results before the bell on January 27. Call put ratio 6.6 calls to 1 put.

Apple (AAPL) January weekly call option implied volatility is at 86, February is at 51; compared to its 52-week range of 23 to 90 into the expected release of quarter results after the bell on January 27. Call put ratio 5.3 calls to 1 put with focus on January weekly 150 calls.

AT&T (T) January weekly call option implied volatility is at 51, February is at 28; compared to its 52-week range of 16 to 80 into the expected release of quarter results before the bell on January 27. Call put ratio 5.4 calls to 1 put.

Blackstone (BX) January weekly call option implied volatility is at 48, February is at 30; compared to its 52-week range of 23 to 116 into the expected release of quarter results before the bell on January 27.

Boeing (BA) January weekly call option implied volatility is at 64, February is at 49; compared to its 52-week range of 26 to 221 into the expected release of quarter results before the bell on January 27. Call put ratio 5.4 calls to 1 put.

Canadian Pacific (CP) February call option implied volatility is at 28, March is at 25; compared to its 52-week range of 17 to 91 into the expected release of quarter results on January 27.

Corning (GLW) January weekly call option implied volatility is at 65, February is at 38; compared to its 52-week range of into the expected release of quarter results before the bell on January 27. Call put ratio 2.2 calls to 1 put.

Cree (CREE) January weekly call option implied volatility is at 111, February is at 64; compared to its 52-week range of 24 to 96 into the expected release of quarter results after the bell on January 27.

Extreme Networks (EXTR) February call option implied volatility is at 80, March is at 67; compared to its 52-week range of 40 to 202 into the expected release of quarter results before the bell on January 27. Call put ratio 19 calls to 1 put.

Facebook (FB) January weekly call option implied volatility is at 90, February is at 47; compared to its 52-week range of into the expected release of quarter results after the bell on January 27. Call put ratio 3.9 calls to 1 put with focus on January weekly 280 and 285 calls.

General Dynamics (GD) January weekly call option implied volatility is at 48, February is at 26; compared to its 52-week range of 17 to 80 into the expected release of quarter results before the bell on January 27. Call put ratio 9.6 calls to 1 put.

Illumina (ILMN) January weekly call option implied volatility is at 43, February is at 42; compared to its 52-week range of 24 to 77 into the expected release of quarter results on January 27. Call put ratio 3.2 calls to 1 put.

Lam Research (LRCX) January weekly call option implied volatility is at 73, February is at 48; compared to its 52-week range of 30 to 105 into the expected release of quarter results after the bell on January 27.

Las Vegas (LVS) January weekly call option implied volatility is at 82, February is at 50; compared to its 52-week range of 32 to 180 into the expected release of quarter results after the bell on January 27.

Norfolk Southern (NSC) January weekly call option implied volatility is at 53, February is at 34; compared to its 52-week range of 20 to 85 into the expected release of quarter results before the bell on January 27.

Levi Strauss (LEVI) February call option implied volatility is at 54, March is at 46; compared to its 52-week range of 32 to 136 into the expected release of quarter results before the bell on January 27. Call put ratio 61 calls to 1 put.

Service Now (NOW) January weekly call option implied volatility is at 82, February is at 46; compared to its 52-week range of 26 to 84 into the expected release of quarter results after the bell on January 27.

Tesla (TSLA) January weekly call option implied volatility is at 120, February is at 84; compared to its 52-week range of 54 to 154 into the expected release of quarter results after the bell on January 27. Call put ratio 2.1 calls to 1 put.

Whirlpool (WHR) January weekly call option implied volatility is at 83, February is at 45; compared to its 52-week range of 26 to 103 into the expected release of quarter results on January 27. Call put ratio 1 call to 2.4 puts.

Western Digital (WDC) January weekly call option implied volatility is at 100, February is at 59; compared to its 52-week range of 37 to 138 into the expected release of quarter results after the bell on January 28. Call put ratio 6.1 calls to 1 put.

Visa (V) January weekly call option implied volatility is at 45, February is at 29; compared to its 52-week range of 18 to 89 into the expected release of quarter results after the bell on January 28. Call put ratio 4 calls to 1 put.

McDonalds (MCD) January weekly call option implied volatility is at 37, February is at 24; compared to its 52-week range of 14 to 98 into the expected release of quarter results before the bell on January 28. Call put ratio 3.7 calls to 1 put.

Southwest Airlines (LUV) January weekly call option implied volatility is at 60, February is at 46; compared to its 52-week range of into the expected release of quarter results before the bell on January 28. Call put ratio 4.6 calls to 1 put with focus on January weekly calls.

American Airlines (AAL) January weekly call option implied volatility is at 84, February is at 70; compared to its 52-week range of 37 to 292 into the expected release of quarter results before the bell on January 28. Call put ratio 3.4 calls to 1 put.

Increasing unusual option volume: SENS ATOS MITT OEG EXPR AQMS GSAT NOK
Increasing unusual call option volume: SENS ATOS GSAT EPXR NOK SUNW
Increasing unusual put option volume: BGS VNO FIZZ NOK BB QSR GME
Options with decreasing option implied: AUPH VZ PII GE JNJ
Active options: NOK AAPL AMC GE DKNG WKHS MSFT TSLA F NKLA BBBY JNJ