Mid-session IV Report April 26, 2021

Mid-session IV Report April 26, 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: MVIS TEVA IAU SNPR DLTR XXII CSPR CLVS DKS
Popular stocks with increasing volume: F SQ INTC PYPL
Tesla (TSLA) April weekly call option implied volatility is at 92, May is at 63; compared to its 52-week range of 55 to 123 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.
Advanced Micro Devices, Inc. (AMD) April weekly call option implied volatility is at 81, May is at 49; compared to its 52-week range of 38 to 72 into the expected release of quarter results on April 27.
Alphabet (GOOG) April weekly call option implied volatility is at 51, May is at 29; compared to its 52-week range of 24 to 49 into the expected release of quarter results after the bell on April 27.
General Electric (GE) April weekly call option implied volatility is at 66, May is at 40; compared to its 52-week range of 38 to 85 into the expected release of quarter results before the bell on April 27.
Microsoft (MSFT) April weekly call option implied volatility is at 41, May is at 25; compared to its 52-week range of 23 to 49 into the expected release of quarter results after the bell on April 27.
Starbucks (SBUX) April weekly call option implied volatility is at 45, May is at 27; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on April 27.
United Parcel Services (UPS) April weekly call option implied volatility is at 54, May is at 30; compared to its 52-week range of 22 to 56 into the expected release of quarter results before the bell on April 27. Call put ratio 1 call to 3.4 puts with focus on May 160 puts.
Visa (V) April weekly call option implied volatility is at 33, May is at 23; compared to its 52-week range of 21 to 41 into the expected release of quarter results after the bell on April 27.
Amgen (AMGN) April weekly call option implied volatility is at 36, May is at 23; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on April 27.
Apple (AAPL) April weekly call option implied volatility is at 54, May is at 33; compared to its 52-week range of 25 to 62 into the expected release of quarter results after the bell on April 28. Call put ratio 2.8 calls to 1 put.
Facebook (FB) April weekly call option implied volatility is at 66, May is at 37; compared to its 52-week range of 29 to 55 into the expected release of quarter results after the bell on April 28. Call put ratio 3.5 calls to 1 put.
Amazon (AMZN) April weekly call option implied volatility is at 52, May is at 31; compared to its 52-week range of 24 to 64 into the expected release of quarter results after the bell on April 29.
Teucrium Corn Fund (CORN) 30-day option implied volatility is at 38; compared to its 52-week range of 15 to 45. Call put ratio 4 calls to 1 put as shares rally 3%.
Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 36. Call put ratio 102 calls to 1 put.
Churchill Capital Corp IV (CCIV) call put ratio 6.9 calls to 1 put with focus on April 21.50 and 22 calls as shares rally 4.4%.
Skillz (SKLZ) April weekly call option implied volatility is at 160, May is at 131; compared to its 52-week range of 72 to 180. Call put ratio 3.5 calls to 1 put.

Increasing unusual option volume: CSTM HAS UXIN MVIS AKAM DKS EWT XXII CSPR TX PLBY
Increasing unusual call option volume: PLBY MVIS EA UNP UXIN XXII ABC CSPR
Increasing unusual put option volume: DKS MVIS AEO KMB OCGN UXIN CNQ
Options with decreasing option implied: UNG CLOV SNAP SKX WWE NFLX MAT
Active options: TSLA AAPL NIO AMD AMC MVIS PLTR MARA AAL BAC GE MSFT RIOT F BA OCGN SKLZ SQ INTC PYPL