Mid-session IV Report April 7, 2021

Mid-session IV Report April 7, 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 GEO VTRS DB XL

Popular stocks with increasing volume: SQ XL SNAP VIAC T

Snap (SNAP) April weekly call option implied volatility is at 77, April is at 64; compared to its 52-week range of 48 to 119 as shares rally 6%. Call put ratio 5.8 calls to 1 put with focus on May 60 calls.

Tilray, Inc. (TLRY) April weekly call option implied volatility is at 105, April is at 104; compared to its 52-week range of 70 to 360 as shares down 4.9%. Call put ratio 2.6 calls to 1 put.

Option implied volatility for Beneficiaries of remote work business.

Citrix (CTXS) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 55.

Zoom Video (ZM) 30-day option implied volatility is at 49; compared to its 52-week range of 46 to 101. Call put ratio 4 calls to 1 put.

Docusign (DOCU) 30-day option implied volatility is at 40; compared to its 52-week range of 40 to 128.

Service Now (NOW) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 64.

Salesforce (CRM) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 56.

Slack (WORK) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 128.

Peloton (PTON) 30-day option implied volatility is at 67; compared to its 52-week range of 59 to 149.

Telemedicine option implied volatility as share prices are off record highs

Teladoc (TDOC) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 90.

eHealth (EHTH) 30-day option implied volatility is at 57; compared to its 52-week range of 53 to 118.

IRhythm (IRTC) 30-day option implied volatility is at 81; compared to its 52-week range of 54 to 178.

Romeo Power, Inc. (RMO) April call option implied volatility is at 115, May is at 125; compared to its 52-week range of 19 to 211 after Paccar (PCAR) takes minority stake in Romeo Power as part of supply agreement. Call put ratio 1.8 calls to 1 put with focus on April options.

Increasing unusual option volume: RMO XL CS NRG PLBY FGEN TMDX IBN ANF
Increasing unusual call option volume: OUST NRG VIAC XL INVZ RMO RSX YINN GEO PSXP
Increasing unusual put option volume: GEO RMO MDLZ RSX SOS XLI TME
Options with decreasing option implied: GME BB PLAY WORK CODX AMRN
Active options: AAPL SOS SNAP TSLA WFC CCL NIO SQ VIAC FB XL MSFT AMZN PLTR AMD RMO BABA NCLH F T