Mid-session IV Report January 27, 2021

Mid-session IV Report January 27, 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: EXPR AMC GME NOK BB BBBY SPCE PBI MAC GPRO CLVS INO BB KODK FOSL FIZZ DDS VIAC REV

Popular stocks with increasing volume: NOK AMC CCL FUBO RKT M

Movers

AMC Entertainment (AMC) 30-day option implied volatility is at 805; compared to its 52-week range of 71 to 387. Call put ratio 2.4 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 237; compared to its 52-week range of 48 to 214. Call put ratio 5 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 343; compared to its 52-week range of 36 to 284. Call put ratio 5.8 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 88; compared to its 52-week range of 61 to 143. Call put ratio 5.9 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 472; compared to its 52-week range of 52 to 409. Call put ratio 1 call to 3 puts.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 157; compared to its 52-week range of 78 to 238. Call put ratio 7.2 calls to 1 put.

Macy (M) 30-day option implied volatility is at 153; compared to its 52-week range of 50 to 165. Call put ratio 6 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 138; compared to its 52-week range of 61 to 146. Call put ratio 4 calls to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 150; compared to its 52-week range of 44 to 123. Call put ratio 4.5 call to 1 put.

Viacom CBS (VIAC) 30-day option implied volatility is at 90; compared to its 52-week range of 34 to 135. Call put ratio 1 call to 3.9 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 95; compared to its 52-week range of 57 to 178, Call put ratio 9.75 calls to 1 put.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 90; compared to its 52-week range of 36 to 126. Call put ratio 8.9 calls to 1 put.

iRobot Corp. (IRBT) 30-day option implied volatility is at 194; compared to its 52-week range of 44 to 122. Call put ratio 6.4 call to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 172; compared to its 52-week range of 29 to 187. Call put ratio 8.2 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 197; compared to its 52-week range of 47 to 160. Call put ratio 3.9 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 104; compared to its 52-week range of 56 to 242. Call put ratio 1.3 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 231; compared to its 52-week range of 33 to 230. Call put ratio 6.9 calls to 1 put.

Lumen Technologies (LUMN) 30-day option implied volatility is at 151; compared to its 52-week range of 33 to 128. Call put ratio 40 calls to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 220; compared to its 52-week range of 48 to 234.Call put ratio 1 call to 1 put.

Stitch Fix (SFIX) 30-day option implied volatility is at 90; compared to its 52-week range of 49 to 134. Call put ratio 1.4 call to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 136; compared to its 52-week range of 59 to 174. Call put ratio 3.5 calls to 1 put.

IV into quarter results

Apple (AAPL) January weekly call option implied volatility is at 111, February is at 52; compared to its 52-week range of 23 to 90 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put with focus on January weekly 145 calls.
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Cree (CREE) January weekly call option implied volatility is at 141, February is at 71; compared to its 52-week range of 24 to 96 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put.

Facebook (FB) January weekly call option implied volatility is at 113, February is at 452; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with focus on January weekly 275 and 280 calls.

Las Vegas (LVS) January weekly call option implied volatility is at 111, February is at 59; compared to its 52-week range of 32 to 180 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Service Now (NOW) January weekly call option implied volatility is at 96, February is at 48; compared to its 52-week range of 26 to 84 into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly call option implied volatility is at 138, February is at 84; compared to its 52-week range of 54 to 154 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Western Digital (WDC) January weekly call option implied volatility is at 125, February is at 62; 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 8.8 calls to 1 put.

Visa (V) January weekly call option implied volatility is at 54, February is at 32; 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 3.6 calls to 1 put.

McDonalds (MCD) January weekly call option implied volatility is at 44, February is at 28; 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 2.1 calls to 1 put.

Southwest Airlines (LUV) January weekly call option implied volatility is at 79, February is at 50; compared to its 52-week range of into the expected release of quarter results before the bell on January 28. Call put ratio 3 calls to 1 put with focus on January weekly calls.

American Airlines (AAL) January weekly call option implied volatility is at 140, February is at 89; 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 4.8 calls to 1 put.

Comcast (CMSCA) January weekly call option implied volatility is at 62, February is at 38; compared to its 52-week range of 18 to 90 into the expected release of quarter results before the bell on January 28.

Beazer Homes (BZH) February call option implied volatility is at 66, March is at 63; compared to its 52-week range of 38 to 183 into the expected release of quarter results after the bell on January 28. Call put ratio 8 calls to 1 put.

JetBlue (JBLU) February call option implied volatility is at 67, March is at 58; compared to its 52-week range of 28 to 221 into the expected release of quarter results before the bell on January 28.

Mastercard (MA) January weekly call option implied volatility is at 71, February is at 38; compared to its 52-week range of 18 to 101 into the expected release of quarter results on January 28.

MicroStrategy (MSTR) February call option implied volatility is at 111, March is at 108; compared to its 52-week range of 23 to 127 into the expected release of quarter results after the bell on January 28.

Mondelez (MDLZ) January weekly call option implied volatility is at 55, February is at 27; compared to its 52-week range of 15 to 105 into the expected release of quarter results on January 28.

Murphy Oil (MUR) February call option implied volatility is at 88, March is at 80; compared to its 52-week range of 40 to 230 into the expected release of quarter results before the bell on January 28.

Northrop Grumman (NOC) January weekly call option implied volatility is at 42, February is at 26; compared to its 52-week range of 20 to 85 into the expected release of quarter results before the bell on January 28.

Nucor (NUE) January weekly call option implied volatility is at 55, February is at 37; compared to its 52-week range of 25 to 110 into the expected release of quarter results before the bell on January 28.

PulteGroup (PHM) January weekly call option implied volatility is at 91, February is at 51; compared to its 52-week range of 22 to 142 into the expected release of quarter results before the bell on January 28.

Tractor Supply (TSCO) January weekly call option implied volatility is at 78, February is at 37; compared to its 52-week range of 21 to 93 into the expected release of quarter results before the bell on January 28.

United States Steel (X) January weekly call option implied volatility is at 158, February is at 93; compared to its 52-week range of 50 to 173 into the expected release of quarter results before the bell on January 28.

Chamath Palihapitiya involved

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 90; compared to its 52-week range of 69 to 145. Call put ratio 6.9 calls to 1 put amid Chamath Palihapitiya involved.

Social Capital Hedosophia Holdings Corp IV (IPOD) 30-day option implied volatility is at 105; compared to its 52-week range of 95 to 116. Call put ratio 2.3 calls to 1 put.

Social Capital Hedosophia Hldgs Corp VI (IPOF) 30-day option implied volatility is at 98; compared to its 52-week range of 73 to 101.

Increasing unusual option volume: EXPR NOK SIRI ANGI JNK FUBO FOSL IPOE
Increasing unusual call option volume: SENS GSAT EXPR PBF NOK ANGI PETS BB REV GOGO
Increasing unusual put option volume: SBSW VGK IAU PBI XRT BLDP RIO NOK GME VIAC
Options with decreasing option implied: BA MSFT SBUX
Active options: NOK AMC GME AAPL AAL MSFT AMD BB PLTR FUBO CCL TSLA SPCE T GE NIO WFC RKT M FB