Mid-session IV Report December 16, 2020

Mid-session IV Report December 16, 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: RIOT NKE CLVS IQ

Popular stocks with increasing volume: PYPL PTON XOM TLRY

ABNB AI DASH options trading

Airbnb (ABNB) 30-day option implied volatility is at 86 on 1st day of options trading. Call put ratio 2.2 calls to 1 put with focus on December 140 calls.

C3.ai (AI) 30-day option implied volatility is at 116 with focus on January 105 and 110 calls. Call put ratio 2.6 calls to 1 put with January 105 calls.

DoorDash (DASH) 30-day option implied volatility is at as shares are at 92 as shares trade $159. Call put ratio 1 call to 2.8 puts with focus on January 85 puts.

Boeing (BA) December call option implied volatility is at 48, January is at 49; compared to its 52-week range of 24 to 221. Call put ratio 4.6 calls to 1 put.

Palantir (PLTR) December call option implied volatility is at 90, January is at 110; compared to its 13-week range of 59 to 174. Call put ratio 2.58 calls to 1 put.

Snowflake (SNOW) December call option implied volatility is at 85, January is at 81; compared to its 16-week range of 47 to 100.

Microsoft (MSFT) 30-day call option implied volatility is at 28; compared to its 52-week range of 15 to 90. Call put ratio 3.3 calls to 1 put with focus on February 220 and 240 calls.

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 90. Call put ratio 3.3 calls to 1 put with focus on December weekly 120, 130 and January 130 calls.

Facebook (FB) 30-day call option implied volatility is at 34; compared to its 52-week range of 21 to 82. Call put ratio 3.1 calls to 1 put with focus on March 265 and 270 calls.

Netflix (NFLX) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 99. Call put ratio 2.4 calls to 1 put with focus on January 530 and 540 calls.

Alphabet (GOOGL) December option implied volatility is at 24, January 26; compared to its 52-week range 15 to 76.

Peloton (PTON) December call option implied volatility is at 72, January is at 68; compared to its 52-week range of 59 to 158 as shares rally 4.8%.

Shopify (SHOP) December call option implied volatility is at 55, January is at 51; compared to its 52-week range of 40 to 125. Call put ratio 3.2 calls to 1 put as shares rally 5.6%.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 59; compared to its 52-week range of 52 to 94. Call put ratio 21 calls to 1 put with focus on December 105 and 108 calls.

Penumbra, Inc. (PEN) December call option implied volatility is at 110; January is at 83; compared to its 52-week range of 33 to 90. Call put ratio 1 call to 2.8 puts with focus on December 180 puts as shares sell off 9%.

Increasing unusual option volume: MT RIGL LAZR FUBO QS
Increasing unusual call option volume: BOX MT FUBO QS MARA
Increasing unusual put option volume: QS MT MARA CPRI IQ BIDU
Options with decreasing option implied: DM APT QS ASAN ZNGA PFE LULU
Active options: AAPL TSLA NIO TLRY TWTR MSFT BIDU PLTR AMZN T PFE BABA FB AMD XOM RIOT AAL PYPL MARA PTON