Mid-session IV Report December 16, 2021

Mid-session IV Report December 16, 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: INO CVNA FPAC PSTH BBIO INO GGPI DIDI PPC UAA

Popular stocks with increasing volume: T F FB PFE AMC LCID ADBE ROKU PYPL QCOM BABA ADBE

Option IV into quarter results

FedEx (FDX) December call option implied volatility is at 147, January is at 39; compared to its 52-week range of 22 to 48 into the expected release of quarter results today after the bell.

Rivian (RIVN) December call option implied volatility is at 200, January is at 194; compared to its 52-week range of 97 to 176 into the expected release of quarter results today after the bell.

Option IV into CES 2020

NVIDIA (NVDA) 30-day option implied volatility is at 56; compared to its 52-week range of 31 to 63 into Jeff Fisher, senior vice president of GeForce, and Ali Kani, vice president and general manager of Automotive delivering a special address during CES on Jan. 4, 2022.

Abbott (ABT) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 37 into CES 2022 will featuring President and CEO of Abbott, Robert Ford keynote.

General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 66 into CEO Mary Barra keynote at CES 2022.

Snowflake (SNOW) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 88. Call put ratio 1 call to 1.3 puts as shares sell off 3.8%.

Option volume, IV and for natural gas & fertilizer

United States Natural Gas (UNG) 30-day option implied volatility is at 67; compared to its 52-week range of 30 to 219 as shares rally 1.9%.

The Mosaic Company (MOS) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 70 as shares rally 2.9%.

CF Industries (CF) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 58. Call put ratio 5.2 calls to 1 put as shares rally 3%.

Intrepid Potash (IPI) 30-day option implied volatility is at 64; compared to its 52-week range of 63 to 127 as shares rally 3.4%.

Increasing unusual option volume: BBIO ARMK ITCI GRTX CRNT
Increasing unusual call option volume: BBIO ITCI CRNT SIX BEKE JBL
Increasing unusual put option volume: VRM PRPL DNMR ARKF BEKE TEVA ADBE LEN
Options with decreasing option implied: ADBE BLU TAK CHWY HRL COMM LULU IPFO ORCL VALE
Active options: AAPL NVDA TSLA F AMD T F AMD T FB PFE AMC LCID MSFT BEKE AMZN NIO BAC ADBE ROKU PYPL QCOM BABA