Mid-session IV Report April 29, 2021

Mid-session IV Report April 29, 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: AMZN CLX CL BHC CRM FSLR CHTR TWTR XOM CVX

Popular stocks with increasing volume: GM EBAY AMZN T SNAP DKNG SPCE IQ

Option IV into quarter results.

Amazon (AMZN) April weekly call option implied volatility is at 88, May is at 33; compared to its 52-week range of 24 to 64 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Cirrus Logic (CRUS) May call option implied volatility is at 44, June is at 38; compared to its 52-week range of 33 to 65 into the expected release of quarter results today after the bell. Call put ratio 16 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 today after the bell.

First Solar (FSLR) April weekly call option implied volatility is at 124, May is at 48; compared to its 52-week range of 42 to 72 into the expected release of quarter results today after the bell.

Gilead (GILD) April weekly call option implied volatility is at 85, May is at 30; compared to its 52-week range of 25 to 74 into the expected release of quarter results today before the bell.

Twitter (TWTR) April weekly call option implied volatility is at 195, May is at 63; compared to its 52-week range of 41 to 91 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Western Digital (WDC) April weekly call option implied volatility is at 140, May is at 53; compared to its 52-week range of 40 to 77 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

AbbVie (ABBV) April weekly call option implied volatility is at 52, May is at 24; compared to its 52-week range of 22 to 41 into the expected release of quarter results today before the bell on April 30. Call put ratio 1 calls to 1.2 puts.

Charter (CHTR) April weekly call option implied volatility is at 81, May is at 29; compared to its 52-week range of 21 to 41 into the expected release of quarter results today before the bell on April 30.

Chevron (CVX) April weekly call option implied volatility is at 47, May is at 26; compared to its 52-week range of 27 to 52 into the expected release of quarter results today before the bell on April 30. Call put ratio 1.7 calls to 1 put.

Colgate (CL) April weekly call option implied volatility is at 49, May is at 21; compared to its 52-week range of 17 to 32 into the expected release of quarter results today before the bell on April 30. Call put ratio 6 calls to 1 put.

Clorox (CLX) April weekly call option implied volatility is at 69, May is at 26; compared to its 52-week range of 22 to 39 into the expected release of quarter results today before the bell on April 30. Call put ratio 1 call to 1 put.

Exxon Mobil (XOM) April weekly call option implied volatility is at 51, May is at 31; compared to its 52-week range of 32 to 58 into the expected release of quarter results today before the bell on April 30. Call put ratio 4.8 calls to 1 put with focus on April weekly 59.50 and 60 calls.

Newell Brands (NWL) May call option implied volatility is at 37, June is at 31; compared to its 52-week range of 29 to 69 into the expected release of quarter results today before the bell on April 30. Call put ratio 1 call to 4.6 puts.

Berkshire Hathaway (BRK/B) April weekly call option implied volatility is at 16, May is at 17; compared to its 52-week range of 17 to 32. Call put ratio 4.2 calls to 1 put.

Increasing unusual option volume: HOLX PLBY ADVM VXRT ATOS UXIN RFP SPCE EBAY DKNG
Increasing unusual call option volume: NOW OIH WDAY VXRT ATOS CNC UXIN EBAY
Increasing unusual put option volume: F GSAH UXIN VXRT GSAH EBAY
Options with decreasing option implied: GSX NKLA PINS SNAP F BA FB AAPL MAT
Active options: AAPL FB F TSLA NOK AMD SNAP MSFT NIO PLTR CLOV BAC AMZN CCL T VXRT GM QCOM EBAY MVIS