Mid-session IV Report December 14, 2021

Mid-session IV Report December 14, 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: DB UWMC FDX RIVN COTY IPOF IRNT SDC ADBE TMX VALE

Popular stocks with increasing volume: LCID PLTR BA GME V SOFI WMT XLF ARKK

Option volume, IV and shares price movement increases

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 58 as shares rally 1%. Call put ratio 14 calls to 1 put into FOMC policy statement.

Tesla (TSLA) December call option implied volatility is at 69, January is at 63; compared to its 52-week range of 36 to 96. Call put ratio 1 call to 1 put as shares sell off 2%.

AMC Entertainment (AMC) December call option implied volatility is at 221, January is at 160; compared to its 52-week range of 94 to 725. Call put ratio 1.3 calls to 1 put.

GameStop (GME) December call option implied volatility is at 177, January is at 134; compared to its 52-week range of 69 to 553. Call put ratio 1 call to 1.3 put as shares rally 4.7%.

Bed Bath & Beyond (BBBY) December call option implied volatility is at 106, January is at 112; compared to its 52-week range of 57 to 302. Call put ratio 2.1 call to 1 put.

Robinhood (HOOD) 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. Call put ratio 1 call to 1.1 puts.

Crypto themed stocks amid wide price movement of Bitcoin

Coinbase (COIN) 30-day option implied volatility is at 65; compared to its 52-week range of 45 to 81. Call put ratio 1.4 calls to 1 put.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 122; compared to its 52-week range of 89 to 275. Call put ratio 1.6 calls to 1 put as shares rally 2%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 65 to 123. Call put ratio 1.8 calls to 1 put as shares rally 1.8%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 115; compared to its 52-week range of 88 to 276.

Argo Blockchain Plc (ARBK) 30-day option implied volatility is at 122; compared to its 52-week range of 104 to 118 as shares rally 8%.

Microvision (MVIS) 30-day option implied volatility is at 116; compared to its 52-week range of 92 to 272. Call put ratio 1.8 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 112; compared to its 52-week range of 103 to 279. Call put ratio 1.3 calls to 1 put.

Increasing unusual option volume: EWY CLOU NVO RSX MANU ABUS
Increasing unusual call option volume: EWY NVO MX ABUS ARDX
Increasing unusual put option volume: RSX GPRE ONON EWG IWO BLU ARQQ TIP ARKF
Options with decreasing option implied: NM UEC AOUT AVIR DISH SEAC HRL LULU CIEN ORCL
Active options: AAPL TSLA NVDA AMC F AMD NIO MSFT PFE FB GRAB BAC LCID AMZN PLTR BA GME V SOFI WMT