Mid-session IV Report December 2, 2021

Mid-session IV Report December 2, 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: PLBY SOL AMC NVAX NCLH RCL DB QID SRTY SDOW IQ PLBY S HIBB ULTA

Popular stocks with increasing volume: NIO SNOW UBER GM DIS RBLX PFE MRNA

Apple & MSFT leading

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49. Call put ratio 2.1 calls to 1 put as share near record high.

Microsoft (MSFT) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 35. Call put ratio 1.1 calls to 1 put as share near record high.

Semiconductor stocks option implied volatility flat on more calls than puts

Nvidia (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 63.

Xilinx (XLNX) 30-day option implied volatility is at 88; compared to its 52-week range of 25 to 88. Call put ratio 1 call to 1.8 puts.

AMD (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 65. Call put ratio 1.6 calls to 1 put as shares rally 1.1%.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 50.

Universal Display (OLED) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 58.

Skyworks (SWKS)30-day option implied volatility is at 37; compared to its 52-week range of 25 to 51.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 55.

Micron (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 59.

Western Digital (WDC) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 70.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 44.

Lam Research (LRCX) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 58.

Analog Devices (ADI) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 43.

Marvell Technology (MRVL) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 68.

Xilinx (XLNX) 30-day option implied volatility is at 88; compared to its 52-week range of 25 to 88. Call put ratio 1 call to 1.8 puts.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 43. Call put ratio 1 call to 1.4 puts.

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 59 as shares up 1.5%.

Increasing unusual option volume: ABUS ARDX LYG CCV EGHT MDY IGC NVAX PLBY
Increasing unusual call option volume: ABUS AWK ARDX BILL CCV IGC FNV CNDT
Increasing unusual put option volume: SOL TGTX ABUS ABEV ADP AEP HLT SNOW
Options with decreasing option implied: AI KOLD SNOW BOIL SPLK FIVE LE UNG
Active options: AAPL TSLA NVDA F AMC FB LQID PLTR BA AMZN MSFT NIO SNOW UBER GM DIS RBLX PFE MRNA