Mid-session IV Report April 22, 2021

Mid-session IV Report April 22, 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: TGT SNAP SKX HIG MAT MU MO

Popular stocks with increasing volume: MU AAL NFLX BA

Active options during Earth Day: FSR NKLA PLUG FCEL TSLA

Snap (SNAP) April weekly call option implied volatility is at 261, May is at 75; compared to its 52-week range of 48 to 119 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on June 30 calls.

Skechers (SKX) April weekly call option implied volatility is at 188, May is at 51; compared to its 52-week range of 39 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with focus at ATM April weekly (23) 44.50 and 50 calls.

Mattel (MAT) April weekly call option implied volatility is at 156, May is at 45; compared to its 52-week range of 36 to 112 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Seagate (STX) April weekly call option implied volatility is at 120, May is at 36; compared to its 52-week range of 38 to 64 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

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 today after the bell.

Boston Beer (SAM) May call option implied volatility is at 50, June is at 43; compared to its 52-week range of 37 to 66 into the expected release of quarter results today after the bell.

American Express (AXP) April weekly call option implied volatility is at 63, May is at 26; compared to its 52-week range of 26 to 67 into the expected release of quarter results before the bell on April 23.

Honeywell (HON) April weekly call option implied volatility is at 46, May is at 21; compared to its 52-week range of 21 to 53 into the expected release of quarter results before the bell on April 23.

Kimberly-Clark (KMB) April weekly call option implied volatility is at 50, May is at 19; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on April 23.

Schlumberger (SLB) April weekly call option implied volatility is at 77, May is at 43; compared to its 52-week range of 40 to 92 into the expected release of quarter results before the bell on April 23.

Altria Group (MO) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 49 into the expected release of quarter results on April 29. Call put ratio 1 call to 1 put.

Increasing unusual option volume: TRQ DISH HIG SKLZ PLBY ATNF TDC INDA PLBY XM PRCH SLM CS WHR
Increasing unusual call option volume: ATNF DISH VIAC TDC PRCH PLBY SKLZ
Increasing unusual put option volume: DISH KWEB INDA SKLZ CS SOAC
Options with decreasing option implied: UNG CMG UAL AAL HOG UA
Active options: T TSLA AAPL NIO PLTR AMC VIAC SKLZ MU NKLA AMD BA FCEL AAL BABA FB AMZN NFLX PLUG FSR