Mid-session IV Report April 21, 2021

Mid-session IV Report April 21, 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 QS LOW TGT CSCO PANW WMT HD CMG LUV LRCX

Popular stocks with increasing volume: SNAP PLUG NCLH F FSR PLTR

IV into quarter results

Chipotle (CMG) April weekly call option implied volatility is at 71, May is at 34; compared to its 52-week range of 27 to 70 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.1 puts.

Lam Research (LRCX) April weekly call option implied volatility is at 82, May is at 42; compared to its 52-week range of 37 to 76 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Spirit Airlines (SAVE) April weekly call option implied volatility is at 65, May is at 60; compared to its 52-week range of 56 to 168 into the expected release of quarter results today after the bell.

Whirlpool (WHR) April weekly call option implied volatility is at 75, May is at 35; compared to its 52-week range of 33 to 67 into the expected release of quarter results today after the bell.

Alaska Air (ALK) June call option implied volatility is at 42, June is at 40; compared to its 52-week range of 39 to 109 into the expected release of quarter results before the bell on April 22.

American Airlines (AAL) April weekly call option implied volatility is at 94, May is at 52; compared to its 52-week range of 50 to 167 into the expected release of quarter results before the bell on April 22.

AT&T (T) April weekly call option implied volatility is at 41, May is at 21; compared to its 52-week range of 18 to 48 into the expected release of quarter results before the bell on April 22.

Bank OZK (OZK) May call option implied volatility is at 36, June is at 35; compared to its 52-week range of 34 to 82 into the expected release of quarter results after the bell on April 22.

Biogen (BIIB) April weekly call option implied volatility is at 55, May is at 35; compared to its 52-week range of 28 to 103 into the expected release of quarter results before the bell on April 22.

Boston Beer (SAM) May call option implied volatility is at 52, June is at 43; compared to its 52-week range of 37 to 66 into the expected release of quarter results after the bell on April 22.

Cleveland Cliffs (CLF) April weekly call option implied volatility is at 130, May is at 71; compared to its 52-week range of 55 to 119 into the expected release of quarter results before the bell on April 22. Call put ratio 4.1 calls to 1 put with focus on April weekly calls.

Danaher (DHR) May call option implied volatility is at 27, June is at 26; compared to its 52-week range of 24 to 40 into the expected release of quarter results before the bell on April 22. Call put ratio 2 calls to 1 put.

Freeport-McMoRan (FCX) April weekly call option implied volatility is at 103, May is at 53; compared to its 52-week range of 45 to 95 into the expected release of quarter results before the bell on April 22.

Mattel (MAT) April weekly call option implied volatility is at 111, May is at 45; compared to its 52-week range of 36 to 112 into the expected release of quarter results after the bell on April 22. Call put ratio 6.8 calls to 1 put.

Nucor (NUE) April weekly call option implied volatility is at 51, May is at 44; compared to its 52-week range of 30 to 63 into the expected release of quarter results before the bell on April 22. Call put ratio 3.3 calls to 1 put.

Seagate (STX) April weekly call option implied volatility is at 89, May is at 36; compared to its 52-week range of 38 to 64 into the expected release of quarter results after the bell on April 22. Call put ratio 2.1 calls to 1 put.

Snap (SNAP) April weekly call option implied volatility is at 219, May is at 81; compared to its 52-week range of 48 to 119 into the expected release of quarter results after the bell on April 22. Call put ratio 6.8 calls to 1 put with focus on June 30 calls.

Skechers (SKX) April weekly call option implied volatility is at 145, May is at 51; compared to its 52-week range of 39 to 89 into the expected release of quarter results after the bell on April 22. Call put ratio 1 call to 2.6 puts with focus at ATM April weekly (23) puts.

Southwest Airlines (LUV) April weekly call option implied volatility is at 65, May is at 36; compared to its 52-week range of 36 to 96 into the expected release of quarter results before the bell on April 22.

Union Pacific (UNP) April weekly call option implied volatility is at 51, May is at 26; compared to its 52-week range of 23 to 53 into the expected release of quarter results before the bell on April 22.

Grubhub (GRUB) call put ratio 2.8 calls to 1 put with focus on May 72.50 calls

Coinbase (COIN) call put ratio 1.2 calls to 1 put.

Increasing unusual option volume: MARA SNAP RIOT SNDL PLUG ISRG ATUS MLCO BBIG
Increasing unusual call option volume: GOGL MLCO ISRG CS MDLZ VIPS
Increasing unusual put option volume: IYR ORCL ATVI ERIC
Options with decreasing option implied: NFLX HOG RAD PBR
Active options: AAPL TSLA NFLX NIO PLTR AMD FB AMZN F BABA BAC BA VIAC RIOT SNAP MARA MSFT SNDL AAL PLUG