Mid-session IV Report April 30, 2021

Mid-session IV Report April 30, 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: VXRT NLY CRIS CRM ZNGA

Popular stocks with increasing volume: NOK F AMD PLTR TLRY T

IV into quarter results

Ballard Power (BLDP) 30-day option implied volatility is at 71; compared to its 52-week range of 64 to 114 into the expected release of quarter results on May 3.

Avis Budget (CAR) 30-day option implied volatility is at 65; compared to its 52-week range of 58 to 174 into the expected release of quarter results after the bell on May 3. Call put ratio 1 call to 2.9 puts.

Intrepid Potash (IPI) 30-day option implied volatility is at 80; compared to its 52-week range of 65 to 188 into the expected release of quarter results after the bell on May 3.

iRobot (IRBT) 30-day option implied volatility is at 63; compared to its 52-week range of 44 to 184 into the expected release of quarter results on May 3.

On Semiconductor (ON) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 79 into the expected release of quarter results before the bell on May 3.

Suncor (SU) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 68 into the expected release of quarter results on May 3. Call put ratio 6.2 calls to 1 put.

XPO Logistics (XPO) 30-day option implied volatility is at 39; compared to its 52-week range of 37 to 75 into the expected release of quarter results after the bell on May 3. Call put ratio 1 call to 32 puts with focus on January 120 and 130 puts.

Bitcoin stocks IV flat to low

Riot Blockchain (RIOT) 30-day option implied volatility is at 125; compared to its 52-week range of 121 to 276. Call ratio 3.3 calls to 1 put as shares rally 5%.

Bit Digital (BTBT) 30-day option implied volatility is at 143; compared to its 52-week range of 143 to 279 as shares rally 1.6%.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 129; compared to its 52-week range of 128 to 475.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 80; compared to its 52-week range of 30 to 154 as shares rally 2.2%.

Freeport-McMoran (FCX) May weekly call option implied volatility is at 47, May is at 46; compared to its 52-week range of 44 to 73 as copper near ten-year high. Call put ratio 2.4 calls to 1 put.

Microvision (MVIS) May weekly call option implied volatility is at 175, June is at 162; compared to its 52-week range of 128 to 462. Call put ratio 2 calls to 1 put as shares down 16%.

New High Tech Option IV

Snowflake (SNOW) 30-day option implied volatility is at 51; compared to its 52-week range of 45 to 100.

Airbnb (ABNB) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 114

Lemonade (LMND) 30-day option implied volatility is at 75; compared to its 52-week range of 63 to 134
Palantir (PLTR) 30-day option implied volatility is at 62; compared to its 52-week range of 59 to 174

Peloton (PTON) 30-day option implied volatility is at 70; compared to its 52-week range of 59 to 149

Zoom (ZM) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 96

Rocket Companies (RKT) 30-day option implied volatility is at 59; compared to its 52-week range of 55 to 221

Docusign (DOCU) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 128. Call put ratio 3 calls to 1 put.

DoorDash (DASH) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 128

Shopify (SHOP) 30-day option implied volatility is at 43; compared to its 52-week range of 43 to 87

Cloudflare (NET) 30-day option implied volatility is at 59; compared to its 52-week range of 47 to 119

Coupa Software (COUP) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 87

Okta, Inc. (OKTA) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 61

ServiceNow (NOW) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 55 after quarter results.

Roku (ROKU) 30-day option implied volatility is at 64; compared to its 52-week range of 55 to 97 into May 6 quarter results.

Berkshire Hathaway (BRK/A) 30-day option implied volatility is at 20 compared to its 52-week range of 17 to 32 into virtual annual shareholder meeting.

Increasing unusual option volume: BGCP WY TPR MNST DVM ARDX CL WY VXRT
Increasing unusual call option volume: VXRT WOOF KDP BGCP ARDX WY SSRM CL
Increasing unusual put option volume: AUPH VIPS MVIS VXRT CL
Options with decreasing option implied: GSX AMZN TWTR PINS X DPZ
Active options: AAPL AMZN TSLA TWTR FB NIO MVIS NOK MSFT F AMD BAC C WY PLTR AMC MARA T VXRT TLRY