Mid-session IV Report April 16, 2021

Mid-session IV Report April 16, 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: CLOV HL PINS KODK PFE GILD KMI MRK VALE LI

Popular stocks with increasing volume: PINS RIOT PFE CSCO

Splunk (SPLK) April call option implied volatility is at 71, May is at 38; compared to its 52-week range of 32 to 63. Call put ratio 1 call to 1 put as shares sell off 7.6%.

Tesla (TSLA) April call option implied volatility is at 84, May is at 63; compared to its 52-week range of 76 to 231. Call put ratio 1.3 calls to 1 put as shares sell off 1.6%.

QuantumScape (QS) April call option implied volatility is at 215, May is at 115; compared to its 52-week range of 76 to 231. Call put ratio 1.4 calls to 1 put as shares rally 1.5%.

Ballard Power (BLDP) 30-day option implied volatility is at 71; compared to its 52-week range of 64 to 131. Call put ratio 1 call to 3.5 puts as shares rally 4.5%.

Plug Power (PLUG) 30-day option implied volatility is at 104; compared to its 52-week range of 60 to 157 as shares rally 2.7%.

FuelCell Energy (FCEL) 30-day option implied volatility is at 112; compared to its 52-week range of 98 to 243. Call put ratio 1.7 calls to put as shares sell rally 1.5%.

NIO Inc. (NIO) 30-day option implied volatility is at 74; compared to its 52-week range of 63 to 215. Call put ratio 2.1 calls to 1 put as shares down 1%.

Lordstown Motors (RIDE) 30-day option implied volatility is at 115; compared to its 52-week range of 99 to 176. Call put ratio 2.5 calls to 1 put.

Fisker (FSR) 30-day option implied volatility is at 91; compared to its 52-week range of 72 to 205 as shares sell off 3%.

Li Auto Inc. (LI) 30-day option implied volatility is at 77; compared to its 52-week range of 67 to 178 as shares sell off 2.5%.

Blink Charging (BLNK) 30-day option implied volatility is at 107; compared to its 52-week range of 99 to 266.

Nikola (NKLA) 30-day option implied volatility is at 103; compared to its 52-week range of 77 to 306.

Increasing unusual option volume: ELAN JBHT GPRE AXTA MLCO PINS
Increasing unusual call option volume: FEZ AXTA TXN PPG
Increasing unusual put option volume: KWEB ELAN BK
Options with decreasing option implied: HOL NUAN STT AA BK BLK IPOE
Active options: AAPL TSLA AMD NIO BAC PLTR AMC DKNG WFC RIOT PFE AMZN MARA SNDL NVDA JPM CSCO MSFT BA PINS