Mid-session IV Report April 28, 2021

Mid-session IV Report April 28, 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: FB AAPL TWTR BBY QCOM MRK F NOW AMZN MVIS

Popular stocks with increasing volume: MSFT PINS BABA SNAP PLTR

Option IV into quarter results.

Apple (AAPL) April weekly call option implied volatility is at 57, May is at 31; compared to its 52-week range of 25 to 62 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put with focus on April weekly 135 calls.

Facebook (FB) April weekly call option implied volatility is at 72, May is at 35; compared to its 52-week range of 29 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Cheesecake (CAKE) May call option implied volatility is at 50, June is at 46; compared to its 52-week range of 48 to 103 into the expected release of quarter results today after the bell.

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 today after the bell.

eBay (EBAY) April weekly call option implied volatility is at 95, May is at 53; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Ford (F) April weekly call option implied volatility is at 79, May is at 45; compared to its 52-week range of 36 to 83 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Microvision (MVIS) May call option implied volatility is at 226, June is at 185; compared to its 52-week range of 128 to 461 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

MGM Resorts (MGM) April weekly call option implied volatility is at 77, May is at 45; compared to its 52-week range of 40 to 103 into the expected release of quarter results today after the bell.

Qualcomm (QCOM) April weekly call option implied volatility is at 80, May is at 37; compared to its 52-week range of 30 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Service Now (NOW) April weekly call option implied volatility is at 83, May is at 40; compared to its 52-week range of 34 to 55 into the expected release of quarter results today after the bell.

Amazon (AMZN) April weekly call option implied volatility is at 68, May is at 33; 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 2.4 calls to 1 put.

Bristol Meyers (BMY) April weekly call option implied volatility is at 37, May is at 21; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on April 29.

Caterpillar (CAT) April weekly call option implied volatility is at 55, May is at 29; compared to its 52-week range of 27 to 50 into the expected release of quarter results before the bell on April 29.

Cirrus Logic (CRUS) May call option implied volatility is at 43, June is at 38; compared to its 52-week range of 33 to 65 into the expected release of quarter results after the bell on April 29. Call put ratio 7 calls to 1 put.

Columbia (COLM) May call option implied volatility is at 37, June is at 31; compared to its 52-week range of 31 to 63 into the expected release of quarter results on April 29.

Comcast (CMCSA) April weekly call option implied volatility is at 25, May is at 23; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on April 29.

Dominos Pizza (DPZ) April weekly call option implied volatility is at 83, May is at 32; compared to its 52-week range of 25 to 54 into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 1.9 puts.

First Solar (FSLR) April weekly call option implied volatility is at 94, May is at 51; compared to its 52-week range of 42 to 72 into the expected release of quarter results after the bell on April 29.

Gilead (GILD) April weekly call option implied volatility is at 60, May is at 28; compared to its 52-week range of 25 to 74 into the expected release of quarter results before the bell on April 29.

Generac (GNRC) April weekly call option implied volatility is at 47, May is at 40; compared to its 52-week range of 36 to 59 into the expected release of quarter results before the bell on April 29.

Hartford (HIG) April weekly call option implied volatility is at 40, May is at 33; compared to its 52-week range of 31 to 69 after Chubb (CB) CEO, said that the “chapter with the Hartford (HIG) is closed.” Call put ratio 1.3 calls to put into the expected release of quarter results before the bell on April 29.

Mastercard (MA) April weekly call option implied volatility is at 47, May is at 26; compared to its 52-week range of 24 to 45 into the expected release of quarter results before the bell on April 29. Call put ratio 2.1 calls to 1 put.

McDonalds (MCD) April weekly call option implied volatility is at 39, May is at 19; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on April 29. Call put ratio 1.3 calls to 1 put.

Merck (MRK) April weekly call option implied volatility is at 36, May is at 21; compared to its 52-week range of 20 to 38 into the expected release of quarter results before the bell on April 29. Call put ratio 1.4 calls to 1 put.

Overstock (OSTK) April weekly call option implied volatility is at 193, May is at 105; compared to its 52-week range of 85 to 154 into the expected release of quarter results before the bell on April 29. Call put ratio 1.6 calls to 1 put.

PG&E (PCG) April weekly call option implied volatility is at 71, May is at 42; compared to its 52-week range of 29 to 160 into the expected release of quarter results before the bell on April 29.

Twitter (TWTR) April weekly call option implied volatility is at 151, May is at 63; compared to its 52-week range of 41 to 91 into the expected release of quarter results after the bell on April 29. Call put ratio 1.5 calls to 1 put.

Western Digital (WDC) April weekly call option implied volatility is at 118, May is at 54; compared to its 52-week range of 40 to 77 into the expected release of quarter results after the bell on April 29. Call put ratio 1.8 calls to 1 put.

Increasing unusual option volume: CLOV MVIS GSX INTC PINS AMC VIAC CCL GME MDLZ SPOT DISCA
Increasing unusual call option volume: AMC PINS GME DB
Increasing unusual put option volume: SHOP SPOT AMC PINS FEYE NIO AMGN GOOGL
Options with decreasing option implied: SNAP PINS FEYE GOOG GOOGL INTC CMG UPS MMM SBUX T
Active options: AMD AAPL TSLA MSFT FB F PINS BA NIO AMZN AMC CLOV SNAP MVIS INTC GSX GOOGL PLTR BAC BABA