Mid-session IV Report April 27, 2021

Mid-session IV Report April 27, 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: GOOG GOOGL MSFT FB AAPL AMD BA TWTR F MVIS

Popular stocks with increasing volume: NIO AMC UPS GME PLTR VIAC

Option IV Into quarter results.

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 today after the bell.

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 today after the bell.

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 today after the bell.

Starbucks (SBUX) April weekly call option implied volatility is at 47, May is at 27; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell.

Visa (V) April weekly call option implied volatility is at 35, May is at 23; compared to its 52-week range of 21 to 41 into the expected release of quarter results today after the bell.

Amgen (AMGN) April weekly call option implied volatility is at 34, May is at 23; compared to its 52-week range of 21 to 43 into the expected release of quarter results today after the bell.

Facebook (FB) April weekly call option implied volatility is at , May is at ; 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 4.2 calls to 1 put.

Boeing (BA) April weekly call option implied volatility is at 49, May is at 38; compared to its 52-week range of 36 to 120 into the expected release of quarter results before the bell on April 28. Call put ratio 4.7 calls to 1 put.

Brinker International (EAT) May call option implied volatility is at 55, June is at 50; compared to its 52-week range of 50 to 141 into the expected release of quarter results before the bell on April 28.

Cheesecake (CAKE) May call option implied volatility is at 51, June is at 46; compared to its 52-week range of 48 to 103 into the expected release of quarter results after the bell on April 28. Call put ratio 6.4 calls to 1 put.

CME Group (CME) April weekly call option implied volatility is at 34, May is at 22; compared to its 52-week range of 22 to 45 into the expected release of quarter results before the bell on April 28.

Cree (CREE) April weekly call option implied volatility is at 98, May is at 56; compared to its 52-week range of 40 to 87 into the expected release of quarter results after the bell on April 28.

Discovery (DISCA) May call option implied volatility is at 54, June is at 48; compared to its 52-week range of 38 to 117 into the expected release of quarter results on April 28.

eBay (EBAY) April weekly call option implied volatility is at 79, May is at 37; compared to its 52-week range of into the expected release of quarter results after the bell on April 28. Call put ratio 10.4 calls to 1 put with focus on April weekly 63 calls.

Ford (F) April weekly call option implied volatility is at 68, May is at 45; compared to its 52-week range of 36 to 83 into the expected release of quarter results on April 28. Call put ratio 17 calls to 1 put with focus on April 12.50 and 13 calls.

General Dynamics (GD) April weekly call option implied volatility is at 36, May is at 22; compared to its 52-week range of 18 to 45 into the expected release of quarter results before the bell on April 28.

Hess (HES) April weekly call option implied volatility is at 51, May is at 39; compared to its 52-week range of 40 to 82 into the expected release of quarter results before the bell on April 28. Call put ratio 9 calls to 1 put.

Melco Resorts (MLCO) May call option implied volatility is at 38, June is at 35; compared to its 52-week range of 37 to 76 into the expected release of quarter results before the bell on April 28.

Microvision (MVIS) May call option implied volatility is at 236, June is at 195; compared to its 52-week range of 128 to 461 into the expected release of quarter results on April 28.

MGM Resorts (MGM) April weekly call option implied volatility is at 72, May is at 47; compared to its 52-week range of 40 to 103 into the expected release of quarter results after the bell on April 28.

Norfolk Southern (NSC) April weekly call option implied volatility is at 42, May is at 23; compared to its 52-week range of 24 to 46 into the expected release of quarter results before the bell on April 28.

Qualcomm (QCOM) April weekly call option implied volatility is at 72, May is at 37; compared to its 52-week range of 30 to 55 into the expected release of quarter results after the bell on April 28.

Service Now (NOW) April weekly call option implied volatility is at 73, May is at 41; compared to its 52-week range of 34 to 55 into the expected release of quarter results after the bell on April 28.

Shopify (SHOP) April weekly call option implied volatility is at 82, May is at 49; compared to its 52-week range of 46 to 87 into the expected release of quarter results after the bell on April 28.

Spotify (SPOT) April weekly call option implied volatility is at 95, May is at 51; compared to its 52-week range of 37 to 74 into the expected release of quarter results before the bell on April 28.

Teva (TEVA) April weekly call option implied volatility is at 80, May is at 47; compared to its 52-week range of 33 to 150 into the expected release of quarter results on April 28.

Yandex (YNDX) April weekly call option implied volatility is at 55, May is at 36; compared to its 52-week range of 34 to 58 into the expected release of quarter results after the bell on April 28.

Yum Brands (YUM) May call option implied volatility is at 38, June is at 21; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on April 28.

Apple (AAPL) April weekly call option implied volatility is at 55, 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 2.1 calls to 1 put.

Facebook (FB) April weekly call option implied volatility is at 72, May is at 38; 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 4.7 calls to 1 put.

Amazon (AMZN) April weekly call option implied volatility is at 64, May is at 34; compared to its 52-week range of 24 to 64 into the expected release of quarter results after the bell on April 29. Call put ratio 3.1 calls to 1 put.

Deere & Co. (DE) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 48. Call put ratio 1 call to 1.2 puts as corn and soybeans trade near multi-year highs.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 40; compared to its 52-week range of 15 to 45. Call put ratio 8 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 36. Call put ratio 9 calls to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 104; compared to its 52-week range of 81 to 289 call put ratio 5.4 calls to 1 put with focus on April weekly 21.50 and 22 calls.

Skillz (SKLZ) April weekly call option implied volatility is at 138, May is at 128; compared to its 52-week range of 72 to 180. Call put ratio 2.6 calls to 1 puta.

Increasing unusual option volume: AMC PLUG RUN VIAC GME NOK UPS F
Increasing unusual call option volume: AMC GME NOK UPS QS
Increasing unusual put option volume: F GME NIO UPS LUMN PINS
Options with decreasing option implied: SNAP CMG UPS GE CMG T NFLX INTC
Active options: TSLA F AAPL GE AMD NIO AMC MVIS T AMZN UPS BABA SNDL MSFT GME PLTR VIAC SNAP INTC NNDM