Mid-session IV Report April 6, 2021

Mid-session IV Report April 6, 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: HL SIRI ASO MX RMO TEVA PLBY IQ

Popular stocks with increasing volume: SNAP IQ AMC SNDL AAL MARA T NCLH

Applied Materials (AMAT) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 77. Call put ratio 1.6 calls to 1 put into hosting a investor meeting today.

Movers

Twitter (TWTR) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 91. Call put ratio 6.2 calls to 1 put as shares rally 4.2%.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 76. Call put ratio 3 calls to 1 put as shares rally 1.4%.

iQIYI (IQ) 30-day option implied volatility is at 77; compared to its 52-week range of 46 to 139. Call put ratio 6.9 calls to 1 put as shares rally 7.5%.

Carnival Corporation (CCL) April weekly call option implied volatility is at 74, April is at 65 compared to its 52-week range of 61 to 198 into a scheduled a conference call with analysts on April 7 to provide a business update.

Moderna (MRNA) April weekly call option implied volatility is at 60, April is at 59; compared to its 52-week range of 37 to 122 into hosting Moderna Vaccines Day on April 28. Call put ratio 2.7 calls to 1 put as shares rally 2.3%.

Roblox (RBLX) 30-day option implied volatility is at 69 as shares rally 1.1%. Call put ratio 2.6 calls to 1 put with focus on April 75 calls.

Crypto Bitcoin themed stocks option implied volatility as shares pull back

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 88; compared to its 52-week range of 30 to 154 as shares sell off 4.7%.

Marathon Patent Group (MARA) 30-day option implied volatility is at 134; compared to its 52-week range of 139 to 475 as shares sell off 6%

Riot Blockchain (RIOT) 30-day option implied volatility is at 125; compared to its 52-week range of 122 to 276 as shares sell off 5.8%.

Microvision (MVIS) 30-day option implied volatility is at 170; compared to its 52-week range of 128 as shares sell off 5.9%.

CleanSpark (CLSK) 30-day option implied volatility is at 122; compared to its 52-week range of 120 to 260 as shares sell off 2.8%

Silvergate Capital (SI) 30-day option implied volatility is at 94; compared to its 52-week range of 94 to 168.

Magnite (MGNI) 30-day option implied volatility is at 95; compared to its 52-week range of 69 to 129

Overstock.com (OSTK) 30-day option implied volatility is at 95; compared to its 52-week range of 84 to 21
SRAX, Inc (SRAX) 30-day option implied volatility is at 129; compared to its 52-week range of 96 to 263

Ideanomics (IDEX) 30-day option implied volatility is at 144; compared to its 52-week range of 108 to 387.

Ishares Msci Chile Capped Etf (ECH) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 48 into elections.

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 85.

Increasing unusual option volume: PVH PLBY CSTM CS RL VIPS ASO PAYX YUM SAP
Increasing unusual call option volume: PLBY DHI CARA VIPS ASO VIAC
Increasing unusual put option volume: PVH RSX RL CS EBON XXII CZR TBT
Options with decreasing option implied: VIXY PBR ENDP SRNE MAT RAD
Active options: AAPL TSLA SNAP VIAC FB PLTR NIO F MSFT AMZN IQ AMD TWTR MARA NCLH AMC GM SNDL AAL T