Mid-session IV Report December 20, 2021

Mid-session IV Report December 20, 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: UVXY VXRT VIXY VXX SLJ TEVA CVNA MU NKE BB SPXU SDC

Popular stocks with increasing volume: PTON BABA AAL CCL MRNA

Option IV into quarter results

Micron Technology (MU) December weekly call option implied volatility is at 110, January is at 53; 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 106, January is at 43; 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 1.6 puts.

Large cap stocks option implied volatility

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 49. Cal put ratio 2.2 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 50. Call put ratio 3.1 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 43.

Amazon (AMZN) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 47.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 35.

Alibaba (BABA) 30-day option implied volatility is at 62; compared to its 52-week range of 24 to 83. Call put ratio 1 call to 1.4 puts shares down 6%.

Facebook (FB) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 51. Call put ratio1.5 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 36 to 91. Call put ratio1 call to 1 put as shares down 3%.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 30; compared to its 52-week range of 14 to 34. Call put ratio 1 call to 1.4 puts as shares down 1.6%.

Consumer Disc Sel Spdr Fd (XLY) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.3 puts as shares sell off 2.3%.

Increasing unusual option volume: TIP CERN TUR TCOM ECH BRG GRTX
Increasing unusual call option volume: ECH GRTX ITCI ARDX ICPT
Increasing unusual put option volume: TIP TUR PAGS CSTM CGC
Options with decreasing option implied: SEAH BENE RBAC BTWN
Active options: AAPL TSLA AMC NVDA PFE F NIO T CCL BAC FB BABA AAL MSFT BBIG AMD PLTR MRNA AMZN LCID