Daily IV Report
Mid-session IV Report December 14, 2020
Mid-session IV Report December 14, 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: AMRN CLVS SRPT RXT […]
Mid-session IV Report December 14, 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: AMRN CLVS SRPT RXT DBX GOSS RUBY SHY OPRX CLVS GSX SOGO PUMP VIAC PCG SWI RUBY VERU
Popular stocks with increasing volume: DBX AMC TWTR PLTR
Tesla (TSLA) December weekly option implied volatility is at 128, January is at 93; compared to its 52-week range of 34 to 153 as shares rally 4.5%. Call put ratio 2.3 calls to 1 put with focus on December 650 and 1160 calls.
Herman Miller (MLHR) December call option implied volatility is at 125, January is at 69; compared to its 52-week range of 25 to 128 into the expected release of quarter results after the bell on December 16. Call put ratio 3 calls to 1 put.
Lennar (LEN) December call option implied volatility is at 76, January is at 46; compared to its 52-week range of 21 to 161 into the expected release of quarter results on December 16. Call put ratio 2.8 calls to 1 put.
FedEx (FDX) December call option implied volatility is at 88, January is at 49; compared to its 52-week range of 22 to 138 into the expected release of quarter results before the bell on December 17. Call put ratio 2.7 calls to 1 put.
General Mills (GIS) December call option implied volatility is at 43, January is at 27 ; compared to its 52-week range of 16 to 70 into the expected release of quarter results before the bell on December 17.
Jabil (JBL) December call option implied volatility is at 76, January is at 43; compared to its 52-week range of 23 to 125 into the expected release of quarter results before the bell on December 17.
Increasing unusual option volume: LAZR PS QS NNDM ING TAK SLM SWI RUBY VERU SPCE AZN RKT VIAC TWTR SPCE VERU RUBY
Increasing unusual call option volume: PS NNDM LAZR QS TAK SLM RMG ALXN
Increasing unusual put option volume: QS SIRI MLCO GIS HUM CCJ ALXN DQ DM BB MARA
Options with decreasing option implied: DM KODK ENDP GME SFIX RH CIEN CPB
Active options: NIO PFE AAPL TSLA DIS AAL SPCE PLTR AMZN AMD MSFT TWTR FB BA CCL INTC AMC BABA DBX GE