Mid-session IV Report December 17, 2021

Mid-session IV Report December 17, 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: CVNA ABCL XLNX MU SWKS MSFT XLK UVXY

Popular stocks with increasing volume: RIVN PFE F NIO LCID FDX GM T PLTR PYPL AAL

Movers on headlines

Pfizer (PFE) 30-day option implied volatility is at 38; compared to its 52-week range of 17 to 41 as shares pull back 3%.

General Motors (GM) December option implied volatility is at 110, January is at 50; compared to its 52-week range of 28 to 66 after announces Cruise CEO Dan Ammann leaving the company. Call put ratio 2.6 calls to 1 put as shares are down 5%.

Option IV into quarter results

Carnival Corp (CCL) December weekly call option implied volatility is at 77, January is at 65; compared to its 52-week range of 41 to 91 into the expected release of quarter results before the bell on December 20.

Micron Technology (MU) December weekly call option implied volatility is at 77, January is at 49; compared to its 52-week range of 26 to 59 into the expected release of quarter on December 20.

Nike (NKE) December weekly call option implied volatility is at 72, January is at 37; compared to its 52-week range of 20 to 43 into the expected release of quarter results on December 20. Call put ratio 1 call to 2.6 puts.

Black Berry (BB) December weekly call option implied volatility is at 123, January is at 90; compared to its 52-week range of 57 to 478 into the expected release of quarter results on December 21.

Solar stocks option IV amid wide price movement

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 73; compared to its 52-week range of 59 to 105.

JinkoSolar (JKS) 30-day option implied volatility is at 80; compared to its 52-week range of 64 to 125.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 95.

Canadian Solar (CSIQ) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 89.

First Solar (FSLR) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 71.

SunPower (SPWR) 30-day option implied volatility is at 73; compared to its 52-week range of 58 to 164.

Sunrun (RUN) 30-day option implied volatility is at 79; compared to its 52-week range of 57 to 96.

Increasing unusual option volume: CLOU CERN EWT AXTA GRTX
Increasing unusual call option volume: CERN CVAC GRTX KHC NM SIX
Increasing unusual put option volume: EWT CNK YUMC BBD VNQ WGO
Options with decreasing option implied: FDX BLU INO FDX RBAC
Active options: AAPL TSLA NVDA BAC RIVN PFE F AMD NIO LCID FB MSFT FDX AMC GM T AMZN PLTR PYPL AAL