Mid-session IV Report December 13, 2021

Mid-session IV Report December 13, 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: GME GPRO AMC AAL UAL LUV RCL CCL NCLH KGC ZEV IPOF NLY
Popular stocks with increasing volume: LCID AMC QCOM WMT PLTR MU T KO PTON
Option volume, IV and shares price movement increases
Tesla (TSLA) December call option implied volatility is at 68, January is at 62; compared to its 52-week range of 36 to 96. Call put ratio 1 call to 1.2 puts as shares sell off 5%.
AMC Entertainment (AMC) December call option implied volatility is at 193, January is at 153; compared to its 52-week range of 94 to 725. Call put ratio 1 call to 1 put as shares sell off 12.5%.
GameStop (GME) December call option implied volatility is at 144, January is at 113; compared to its 52-week range of 69 to 553. Call put ratio 1 call to 1 put as shares sell off 9%.
Bed Bath & Beyond (BBBY) December call option implied volatility is at 96, January is at 111; compared to its 52-week range of 57 to 302. Call put ratio 2.3 call to 1 put as shares sell off 5%.
RH (RH) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 74 as share sell off 4.6%. Call put ratio 6 calls to 1 put.

Cruise Stocks and Airliners option implied volatility increases as shares sell off
Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 78 as share sell off 5%. Call put ratio 1.4 calls to 1 put.
Carnival Cruise Lines (CCL) 30-day option implied volatility is at 62; compared to its 52-week range of 41 to 91 as shares sell off 6%. Call put ratio 1.4 calls to 1 put.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 108 as share rally 5.5%. Call put ratio 2.4 calls to 1 put.
American Airlines (AAL) 30-day option implied volatility is at 53; compared to its 52-week range of 39 to 117 as shares sell off 5.8%. Call put ratio 2.3 calls.
Delta Air Lines (DAL) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 61 as shares sell off 3.9%. Call put ratio 1.1 calls to 1 put.
Southwest Airlines (LUV) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 55 as shares sell off 3.8%. Call put ratio 2.1 calls to 1 put.
United Airlines (UAL) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 71 as shares sell off 6.3%. Call put ratio 2.4 calls to 1 put.
Increasing unusual option volume: BLU QD PTGX EVRI CERN
Increasing unusual call option volume: BLU QD PTGX EVRI CERN HOG
Increasing unusual put option volume: SESN BLU ATOS NAT PTGX
Options with decreasing option implied: SFIX CHWY RSX
Active options: AAPL F TSLA FB LCID AMC AMD QCOM MSFT PFE NVDA NIO WMT BAC PLTR MU T KO AMZN PTON