Mid-session IV Report January 28, 2021

Mid-session IV Report January 28, 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: NOK BB GME AMC CCL UBER FIZZ SNDL FIZZ KODK SPCE RAD

Popular stocks with increasing volume: CCL UBER SQ GE M

Gamma moving stocks

GameStop (GME) 30-day option implied volatility is at 578; compared to its 52-week range of 55 to 540. Call put ratio 1 call to 2.9 puts.

Nokia (NOK) 30-day option implied volatility is at 161; compared to its 52-week range of 34 to 379. Call put ratio 8 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 373; compared to its 52-week range of 71 to 724. Call put ratio 1.8 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 221; compared to its 52-week range of 48 to 214. Call put ratio 1.45 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 293; compared to its 52-week range of 36 to 284. Call put ratio 2 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 4.6 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 212; compared to its 52-week range of 78 to 238. Call put ratio 4.9 calls to 1 put.

Macy (M) 30-day option implied volatility is at 156; compared to its 52-week range of 50 to 165. Call put ratio 5 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 141; compared to its 52-week range of 61 to 146. Call put ratio 3 calls to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 233; 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 98; compared to its 52-week range of 34 to 135. Call put ratio 2.3 call to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 105; compared to its 52-week range of 57 to 178, Call put ratio 10.5 calls to 1 put.

Ollie’s Bargain Outlet (OLLI) 30-day option implied volatility is at 85; compared to its 52-week range of 36 to 126. Call put ratio 3.1 calls to 1 put.

iRobot Corp. (IRBT) 30-day option implied volatility is at 170; compared to its 52-week range of 44 to 122. Call put ratio 3.5 call to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 188; compared to its 52-week range of 29 to 187. Call put ratio 4.2 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 182; compared to its 52-week range of 47 to 160. Call put ratio 4.2 calls to 1 put.

Camping World (CWH) 30-day option implied volatility is at 122; compared to its 52-week range of 56 to 242. Call put ratio 1.4 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 160; compared to its 52-week range of 33 to 230. Call put ratio 3.8 calls to 1 put.

Lumen Technologies (LUMN) 30-day option implied volatility is at 92; compared to its 52-week range of 33 to 128. Call put ratio 3.5 calls to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 211; compared to its 52-week range of 48 to 234.Call put ratio 6.5 calls to 1 put.

Stitch Fix (SFIX) 30-day option implied volatility is at 100; compared to its 52-week range of 49 to 134. Call put ratio 1 call to 1.6 puts.

Palantir (PLTR) 30-day option implied volatility is at 158; compared to its 52-week range of 59 to 174. Call put ratio 2.5 calls to 1 put.

IV into quarter results

Caterpillar (CAT) January weekly call option implied volatility is at 92, February is at 42; compared to its 52-week range of 23 to 95 into the expected release of quarter results before the bell on January 29.

Charter Communications (CHTR) January weekly call option implied volatility is at 74, February is at 33; compared to its 52-week range of 19 to 59 into the expected release of quarter results before the bell on January 29. Call put ratio 6.2 calls to 1 put.

Chevron (CVX) January weekly call option implied volatility is at 62, February is at 41; compared to its 52-week range of 19 to 112 into the expected release of quarter results before the bell on January 29.

Colgate-Palmolive (CL) January weekly call option implied volatility is at 50, February is at 25; compared to its 52-week range of 16 to 96 into the expected release of quarter results before the bell on January 29.

Eli Lilly (LLY) January weekly call option implied volatility is at 71, February is at 28; compared to its 52-week range of 19 to 69 into the expected release of quarter results before the bell on January 29.

Honeywell (HON) January weekly call option implied volatility is at 66, February is at 34; compared to its 52-week range of 19 to 69 into the expected release of quarter results before the bell on January 29.

Phillips 66 (PSX) January weekly call option implied volatility is at 80, February is at 38; compared to its 52-week range of 23 to 119 into the expected release of quarter results before the bell on January 29.

Increasing unusual option volume: GSAT SENS TRVG NOK XSPA QTT
Increasing unusual call option volume: GSAT SENS TRVG NOK BCS QTT
Increasing unusual put option volume: LB AG BB NOK K BGS K BHC GME
Options with decreasing option implied: IBM FB TSLA AAPL LVS
Active options: AAPL NOK AAL TSLA SNDL FB BB GME AMC BAC CCL AMD PLTR NIO MSFT GE UBER AMZN GNUS BA INTC SNAP