Mid-session IV Report April 1, 2021

Mid-session IV Report April 1, 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: DPZ INFN SIRI VTRS INO

Popular stocks with increasing volume: AMC PLTR X VIAC SNAP TSM

Large Cap Traditional Tech IV is flat

Facebook (FB) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 62.

Alphabet (GOOGL) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 55.

Twitter (TWTR) 30-day option implied volatility is at 62; compared to its 52-week range of 41 to 91.

Snap (SNAP) 30-day option implied volatility is at 77; compared to its 52-week range of 48 to 119.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 76.

Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 64.

General Motors (GM) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 104. Call put ratio 2.6 calls to 1 put.

General Electric (GE) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 96. Call put ratio 2.7 calls to 1 put.

Bloomberg Barclays Treasuries index has fallen more than 4% for the quarter, the first time this has happened since the first and third quarters of 1980, when stagflation was at its height.

Increasing unusual option volume: CS FNKO UXIN SOXL ETM FTFT ATUS VIPS
Increasing unusual call option volume: UXIN FNKO TGI CONN SOXL VIAC VIPS
Increasing unusual put option volume: IVR KWEB STZ KMX MSOS DISH MCK CS
Options with decreasing option implied: HGEN MU PRBP FSR
Active options: TSLA AAPL NIO MSFT FB AMC PLTR MU AMD VIAC AMZN SNAP TSM BA BIDU NVDA X BAC BABA QS