Mid-session IV Report December 21, 2020

Mid-session IV Report December 21, 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: MVIS TECS VUZI FEYE OLN INTC FLR IMMR RSX

Popular stocks with increasing volume: FEYE AAL PFE GE NKE ZM

Tesla (TSLA) after addition to S&P 500

Tesla (TSLA) December weekly option implied volatility is at 74, January is at 71; compared to its 52-week range of 34 to 153 after addition to S&P 500. Call put ratio 1.1 calls to 1 put as shares trade $662.

Airbnb (ABNB) 30-day option implied volatility is at 106 as shares down 5.3%. Call put ratio 1.4 calls to 1 put with focus on December weekly 150 calls.

C3.ai (AI) 30-day option implied volatility is at 140 as shares rally 12%. Call put ratio 2.5 calls to 1 put with January options.

DoorDash (DASH) 30-day option implied volatility is at as shares are at 97 as shares sell off 2%. Call put ratio 1.4 calls to 1 put.

CarMax (KMX) December weekly call option implied volatility is at 43, January is at 33; compared to its 52-week range of 21 to 128 into the expected release of quarter results before the bell on December 22. Call put ratio 2 calls to 1 put.

Cintas (CTAS) January call option implied volatility is at 33, February is at 32; compared to its 52-week range of 17 to 126 into the expected release of quarter results before the bell on December 22. Call put ratio 1 call to 2.7 puts with focus on January 320 and 330 puts.

Paychex (PAYX) January call option implied volatility is at 30, February is at 25; compared to its 52-week range of 14 to 85 into the expected release of quarter results before the bell on December 23. Call put ratio 3.9 calls to 1 put with focus on January 100 calls.

SolarWinds (SWI) January call option implied volatility is at 89, February is at 96; compared to its 52-week range of 40 to 170 as shares rally 16%. Call put ratio 1.3 calls to 1 put.

Increasing unusual option volume: LI QS PBR IPOC FEYE SNDL VUZI LAZR AJRD ATUS QS EWJ AQB CLNE
Increasing unusual call option volume: LAZR AJRD QS CLNE RMG FEYE ATUS FUBO
Increasing unusual put option volume: ATUS FUBO EWJ QS ANGI FEYE HUM
Options with decreasing option implied: BCLI VLDR RAD ENDP BB FDX NKE TSLA
Active options: AAPL TSLA AAL AMD BAC NIO PLTR FEYE FB INTC PFE F AMZN MSFT NKE GE T JPM BA ZM