Daily IV Report
Mid-session IV Report December 10, 2021
Mid-session IV Report December 10, 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: AMC GME TSLA ZEV […]
Mid-session IV Report December 10, 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: AMC GME TSLA ZEV FTCV EVBG ESSC ARQQ APT AI
Popular stocks with increasing volume: ORCL CHWY MRNA ROKU PLTR COST PTON SOFI PFE
AMC & GME puts active
AMC Entertainment (AMC) December weekly call option implied volatility is at 265, December is at 155; compared to its 52-week range of 94 to 725 after CEO Aron sells 312,500 class A common shares. Call put ratio 1 call to 1.3 puts.
GameStop (GME) December weekly call option implied volatility is at 240, December is at 115; compared to its 52-week range of 69 to 553. Call put ratio 1 call to 1 put.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 31 into FOMC policy meeting. Call put ratio 1 call to 1.4 puts.
ARK funds puts active
ARK Innovation (ARKK) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 3.6 puts.
ARK Next Generation (ARKW) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 67. Call put ratio 1 call to 17 puts with focus on December 120 puts.
ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 60. Call put ratio 1 call to 33 puts with focus on January 90 puts.
ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 55. Call put ratio 1.1 calls to 1 put.
ARK Genomic Revolution (ARKG) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 70. Call put ratio 1 call to 17 puts.
Increasing unusual option volume: EHC MXEF PERI ASHR BSIG ARDX
Increasing unusual call option volume: ASHR PERI GIS CXM AVGO HRTX RACE
Increasing unusual put option volume: MXEF ASHR ARVL CSTM OGN CHWY LULU
Options with decreasing option implied: UVXY DIDI VIXY SFIX GOGL
Active options: AAPL TSLA LCID F NVDA AMC MSFT AMD ORCL FB CHWY AMZN MRNA NIO ROKU PLTR COST PTON SOFI PFE