Mid-session IV Report April 13, 2021

Mid-session IV Report April 13, 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: JNJ CCX PDAC RRC NVCR INO SRNE IQ UBS COTY RBLX FEYE

Popular stocks with increasing volume: AAL NIO RIOT AMC SQ MARA VIAC

Johnson & Johnson (JNJ) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 37 after CDC, FDA recommend pause in J&J vaccine use. Call put ratio 1 call to 1.9 puts.

Moderna (MRNA) 30-day option implied volatility is at 64; compared to its 52-week range of 58 to 138 after CDC, FDA recommend pause in Johnson & Johnson (JNJ) vaccine use Call put ratio 3 calls to 1 put as shares rally 7.5%.

Pfizer (PFE) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 61 after CDC, FDA recommend pause in Johnson & Johnson (JNJ) vaccine use. Call put ratio 4.9 calls to 1 put as with focus on January 55 calls.

Chip stocks IV near low end of range as share price near upper end of range

Market Vectors Semiconductor ETF (SMH) 30-day call option implied volatility is at 28; compared to its 52-week range of 27 to 53.

Analog Devices (ADI) 30-day call option implied volatility is at 28; compared to its 52-week range of 26 to 54.

Marvell Technology (MRVL) 30-day call option implied volatility is at 39; compared to its 52-week range of 38 to 68.

Western Digital (WDC) 30-day call option implied volatility is at 52; compared to its 52-week range of 40 to 85.

Micron (MU) 30-day call option implied volatility is at 38; compared to its 52-week range of 35 to 67.

Broadcom (AVGO) 30-day call option implied volatility is at 26; compared to its 52-week range of 26 to 56.

KLA-Tencor (KLAC) 30-day call option implied volatility is at 42; compared to its 52-week range of 34 to 73.

Lam Research (LRCX) 30-day call option implied volatility is at 43; compared to its 52-week range of 37 to 76.

Analog Devices (ADI) 30-day call option implied volatility is at 28; compared to its 52-week range of 26 to 54.

Marvell Technology (MRVL) 30-day call option implied volatility is at 39; compared to its 52-week range of 38 to 68.

Qualcomm (QCOM) 30-day call option implied volatility is at 36; compared to its 52-week range of 30 to 63.

Skyworks Solutions (SWKS) 30-day call option implied volatility is at 39; compared to its 52-week range of 33 to 71.

Nvidia (NVDA) 30-day call option implied volatility is at 37; compared to its 52-week range of 33 to 69.

Maxim Integrated Devices (MXIM) 30-day call option implied volatility is at 34; compared to its 52-week range of 25 to 54.

Xilinx (XLNX) 30-day call option implied volatility is at 44; compared to its 52-week range of 32 to 67.

Microchip (MCHP) 30-day call option implied volatility is at 41; compared to its 52-week range of 35 to 71.

AMD (AMD) 30-day call option implied volatility is at 43; compared to its 52-week range of 38 to 74.

Intel (INTC) 30-day call option implied volatility is at 36; compared to its 52-week range of 25 to 57.

Applied Materials (AMAT) 30-day call option implied volatility is at 39; compared to its 52-week range of 33 to 71.

KLA-Tencor (KLAC) 30-day call option implied volatility is at 41; compared to its 52-week range of 34 to 73.

Avnet (AVT) 30-day call option implied volatility is at 32; compared to its 52-week range of 29 to 75.

Texas Instruments (TXN) 30-day call option implied volatility is at 31; compared to its 52-week range of 24 to 58.

Arrow Electronics (ARW) 30-day call option implied volatility is at 29; compared to its 52-week range of 27 to 63.

Skyworks Solutions (SWKS) 30-day call option implied volatility is at 39; compared to its 52-week range of 33 to 71.

Qorvo (QRVO) 30-day call option implied volatility is at 42; compared to its 52-week range of 35 to 67.

ON Semiconductor (ON) 30-day call option implied volatility is at 37; compared to its 52-week range of 37 to 88.

Seagate Technology (STX) 30-day call option implied volatility is at 39; compared to its 52-week range of 28 to 64.

Teck Resources (TECK) 30-day call option implied volatility is at 47; compared to its 52-week range of 47 to 132.

Increasing unusual option volume: IHRT NUAN DBC BFI AGI VIPS MGA VOD CS
Increasing unusual call option volume: IHRT NUAN DBC BFI AGI SYF VIPS MGA VOD
Increasing unusual put option volume: VIPS NUAN SYF VOD
Options with decreasing option implied: ENDP SIRI NUAN HL JKS WORK LEVI
Active options: AAPL TSLA NVDA PLTR NIO AMD BABA MSFT AMZN AAL F RIOT FB AMC SQ VIAC PFE BAC MARA GE