Mid-session IV Report December 18, 2020

Mid-session IV Report December 18, 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: TSLA

Popular stocks with increasing volume: PLTR SPCE FEYE BB FSLY FDX BIDU VALE

Tesla (TSLA) into S&P 500 addition, December 700, 800, 900 and 1000 calls active

Tesla (TSLA) December option implied volatility is at 292, December weekly is at 124, January is at 84; compared to its 52-week range of 34 to 153 into S&P 500 addition. Call put ratio 1.4 calls to 1 put with focus on December 700, 800, 900 and 1000 calls.

Airbnb (ABNB) 30-day option implied volatility is at 116 on 3rd day of options trading. Call put ratio 2.6 calls to 1 put with focus on January 160 calls.

C3.ai (AI) 30-day option implied volatility is at 115 with focus on January 105 and 110 calls. Call put ratio 3.4 calls to 1 put with January 150 and 160 calls.

DoorDash (DASH) 30-day option implied volatility is at as shares are at 93 as shares trade $150. Call put ratio 1 call to 3.8 puts with focus on January 85 puts.

Nike (NKE) December call option implied volatility is at 176, January is at 59; compared to its 52-week range of 16 to 112; into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with focus on December weekly 140 calls.

Moderna (MRNA) December call option implied volatility is at 154, January is at 108; compared to its 52-week range of 51 to 173 into FDA vaccine-advisory committee meeting. Call put ratio 3.2 calls to 1 put with focus on December calls.

Green stocks option IV up into President Elect Biden taking office

Sunnova Energy International Inc. (NOVA) January call option implied volatility is at 73; compared to its 52-week range of 91 to 139. Call put ratio 10.6 calls to 1 put as shares rally 3%.

JinkoSolar (JKS) December call option implied volatility is at 150, January is at 95; compared to its 52-week range of 45 to 145 as shares rally 12%. Call put ratio 8.4 calls to 1 put.

SolarEdge Technologies (SEDG) December call option implied volatility is at 74, January is at 66; compared to its 52-week range of 41 to 124 as shares rally 4.4%. Call put ratio 1.6 call to 1 puts.

Canadian Solar (CSIQ) December call option implied volatility is at 77, January is at 70; compared to its 52-week range of 38 to 147 as shares rally 11.5%. Call put ratio 6.9 calls to 1 put.

First Solar (FSLR) December call option implied volatility is at 66, January is at 51; compared to its 52-week range of 29 to 112 as shares rally 3%. Call put ratio 5.9 calls to 1 put.

SunPower (SPWR) December call option implied volatility is at 143, January is at 90; compared to its 52-week range of 55 to 145. Call put ratio 2 calls to 1 put as shares rally 11%.

Sunrun (RUN) December call option implied volatility is at 100, January is at 78; compared to its 52-week range of 39 to 148. Call put ratio 26 calls to 1 put with focus on December and January 65 calls as shares rally 3%.

SPY large MKT Cap stocks IV into Tesla (TSLA) addition into S&P 500

Apple (AAPL) December call option implied volatility is at 57, January is at 33; compared to its 52-week range of 19 to 90 into Tesla (TSLA) S&P 500 addition.

Amazon (AMZN) December call option implied volatility is at 45, January is at 32; compared to its 52-week range of 17 to 69.

Facebook (FB) December call option implied volatility is at 55, January is at 34; compared to its 52-week range of 21 to 82.

Alphabet (GOOG) December call option implied volatility is at 43, January is at 28; compared to its 52-week range of 14 to 75.

Berkshire (BRKB) December call option implied volatility is at 33, January is at 20; compared to its 52-week range of 12 to 79.

Johnson & Johnson (JNJ) December call option implied volatility is at 39, January is at 24; compared to its 52-week range of 15 to 80.

JPMorgan (JPM) December call option implied volatility is at 55, January is at 31; compared to its 52-week range of 15 to 119.

Visa (V) December call option implied volatility is at 32, January is at 25; compared to its 52-week range of 15 to 88. Call put ratio 4.4 calls to put.

Increasing unusual option volume: ATUS FUBO ENDP QS BB FEYE VUZI
Increasing unusual call option volume: ATUS FUBO QS FEYE BB MT VUZI ENDP
Increasing unusual put option volume: ATUS BB DD MARA FEYE DRI HL
Options with decreasing option implied: ENDP RAD PFE APPN MRK
Active options: TSLA AAPL NIO PLTR VALE AMZN FB AMD FDX MSFT AAL GE FSLY BIDU BB PFE FEYE SPCE