Mid-session IV Report December 11, 2020

Mid-session IV Report December 11, 2020

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: RIDE SRPT WORK SDS GLW SIRI APT KODK LMND RXT ARKK IPOC

Popular stocks with increasing volume: DIS PFE PLTR AAL SNAP SPCE LULU C

Tesla (TSLA) December weekly option implied volatility is at 120, December is at 122, January is at 96; compared to its 52-week range of 34 to 153. Call put ratio 1.4 calls to 1 put as shares sell off 1.2%.

NIO Inc. (NIO) December weekly call option implied volatility is at 148, December is at 109; compared to its 52-week range of 81 to 216 as shares sell off 5.5%. Call put ratio 2.3 calls to 1 put.

Bio and healthcare stocks IV amid Covid-19 vaccine headlines

Health Care Select Sect Fd (XLV) December weekly call option implied volatility is at 28. December is at 18; compared to its 52-week range of 10 to 71 amid Covid-19 vaccine headlines.

iShares Nasdaq Biotechnology (IBB) December weekly call option implied volatility is at 33, December is at 25; compared to its 52-week range of 17 to 80.

SPDR S&P Biotech ETF (XBI) December and January call option implied volatility is at 33; compared to its 52-week range of 22 to 76. Call put ratio 3 call to 1 put.

Option volume and IV for stocks with exposure to crude oil, as WTI crude oil near seven-month highs

United States Oil Fund (USO) December weekly option implied volatility is at 40, December is at 33; compared to its 52-week range of 23 to 246 amid WTI Crude oil near seven-month highs. Call put ratio 1.7 calls to 1 put.

Proshares Ultra DJ-UBS Crude Oil (UCO) December weekly option implied volatility is at 70, December is at 57; compared to its 52-week range of 43 to 366.. Call put ratio 1 call to 2.6 puts.

Energy Select Sector SPDR ETF (XLE) December weekly call option implied volatility is at 83, December is at 47; compared to its 52-week range of 16 to 131 amid WTI Crude oil near seven-month highs. Call put ratio 4.33 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 190 amid WTI Crude oil near seven-month highs.

Hospital groups amid virus volumes amid rising cases of Covid-19 cases

Community Health (CYH) 30-day option implied volatility is at 88; compared to its 52-week range of 62 to 181 amid rising cases of Covid-19 cases.

HCA Healthcare (HCA) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 167. Call put ratio 11 calls to 1 put.

Tenet (THC) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 166.

Universal Health (UHS) 30-day option implied volatility is at 40; compared to its 52-week range of 18 to 130.

Molina Healthcare (MOH) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 94 amid rising cases of Covid-19 cases.

Increasing unusual option volume: WBT CARG LAZR RMG QS RMG FUBO
Increasing unusual call option volume: WBT CARG RMG RSX LAZR BCS ABB
Increasing unusual put option volume: QS AU SRG ABB SBE DQ SKT LMND
Options with decreasing option implied: RH UNFI SFIX CPB VIAC COST DIS PFE LULU ENDP
Active options: AAPL TSLA NIO DIS PFE PLTR AAL SNAP MSFT TWTR AMD AMZN BAC FSLY JD CCL BA FB SPCE LULU