Mid-session IV Report April 20, 2021

Mid-session IV Report April 20, 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: NFLX PM MO NKLA LVS CMG LVS LRCX BA

Popular stocks with increasing volume: BA IBM MO PM AMC FSR

Netflix (NFLX) April weekly call option implied volatility is at 86, May is at 38; compared to its 52-week range of 33 to 76 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Las Vegas Sands (LVS) April weekly call option implied volatility is at 72, May is at 41; compared to its 52-week range of 39 to 93 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put with focus on May 60 calls.

Chiptole (CMG) April weekly call option implied volatility is at 67, May is at 34; compared to its 52-week range of 27 to 70 into the expected release of quarter results after the bell on April 21. Call put ratio 1 call to 3.3 puts.

Verizon (VZ) April weekly call option implied volatility is at 29, May is at 17; compared to its 52-week range of 14 to 34 into the expected release of quarter results before the bell on April 21. Call put ratio 2.2 calls to 1 put.

Haliburton (HAL) April weekly call option implied volatility is at 71, May is at 47; compared to its 52-week range of 48 to 117 into the expected release of quarter results before the bell on April 21.

Lam Research (LRCX) April weekly call option implied volatility is at 75, May is at 42; compared to its 52-week range of 37 to 76 into the expected release of quarter results after the bell on April 21.

NextEra Energy (NEE) May call option implied volatility is at 22, June is at 21; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on April 21. Call put ratio 4.3 calls to 1 put.

Spirit Airlines (SAVE) April weekly call option implied volatility is at 63, May is at 59; compared to its 52-week range of 56 to 168 into the expected release of quarter results after the bell on April 21. Call put ratio 6.1 calls to 1 put with focus on May 35 calls.

Whirlpool (WHR) April weekly call option implied volatility is at 65, May is at 35; compared to its 52-week range of 33 to 67 into the expected release of quarter results after the bell on April 21.

Option implied volatility for chip-tech stocks into Apple (AAPL) “Spring Loaded” where it is expected to unveil new iPad Pro models at Apple Park, Cupertino, CA today.

Apple (AAPL) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 62 into “Spring Loaded” where it is expected to unveil new iPad Pro models at Apple Park, Cupertino, CA today at 1 pm

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 53.

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

Intel (INTC) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 57. Call put ratio 6.2 calls to 1 put with focus on June 65 and 75 calls.

STMicroelectronics NV (STM) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 74.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 77. Call put ratio 99 calls to 1 put with focus on April weekly calls.

ON Semiconductor (ON) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 88.

Universal Display (OLED) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 79

Skyworks (SWKS) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 71

Lumentum (LITE) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 71
Qorvo (QRVO) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 67.

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

Cirrus Logic (CRUS) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 72.

STMicroelectronics NV (STM) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 74.

Marvell Technology (MRVL) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 68. Call put ratio 4.3 calls to 1 put.

Boeing (BA) call put ratio 2.5 calls to 1 put with focus on April weekly 237.50 calls as shares sell off 3.9%

Coinbase (COIN) call put ratio 1 call to 1.2 puts with focus on May 320 puts.

Increasing unusual option volume: MO HOG BGCP KSU INDA NSC IQV
Increasing unusual call option volume: IBM FSR TSN HOG BGCP EDU ADNT
Increasing unusual put option volume: PM INDA NSC CZR MO BTI CDEV EWT MUR
Options with decreasing option implied: INO BBBY PG AN UAL IBM HOG
Active options: AAPL TSLA SNDL NIO PLTR AAL FSR IBM UAL BAC AMD BA MO AMZN F CLOV FB BABA VIAC NNDM