Mid-session IV Report December 22, 2020

Mid-session IV Report December 22, 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: FCEL BLDP QS MVIS FUBO APT VUZI FEYE RSX

Popular stocks with increasing volume: BLDP FCEL PLUG JNK BLNK FSLR

Tesla (TSLA) IV comes in after addition to S&P 500

Tesla (TSLA) December weekly option implied volatility is at 65, January is at 66; compared to its 52-week range of 34 to 153. Call put ratio 1.3 calls to 1 put as shares sell off 2.5%.

Power Cell option volume, IV and share price up

FuelCell Energy (FCEL) January call option implied volatility is at 147, February is at 144; compared to its 52-week range of 98 to 307 as shares rally 12%. Call put ratio 9 calls to 1 put with focus on January 10 and 11 calls.

Plug Power (PLUG) December weekly call option implied volatility is at 109, January is at 96; compared to its 52-week range of 60 to 186 as shares rally 10.4%. Call put ratio 4 calls to 1 put with focus on December weekly 35 and 36 calls.

Ballard Power (BLDP) January call option implied volatility is at 79, February is at 80; compared to its 52-week range of 51 to 217 as shares sell off 7.6%. Call put ratio 54 calls to 1 put with focus on December 22 calls.

Vehicle IV at lower end of range

Fiat Chrysler Automobiles (FCAU) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 186.

Toyota Motor (TM) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 76.

Honda Motor (HMC) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 92.

Ferrari (RACE) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 96.

Increasing unusual option volume: QS LAZR AQB ARKG CLNE GNPX ATUS IAC FUBO NK
Increasing unusual call option volume: QS LAZR GNPX LITE CLNE ATUS FUBO VUZI
Increasing unusual put option volume: QS ATUS MVIS FUBO NNDM NK MARA IDEX
Options with decreasing option implied: XL OPEN RAD TLRY BB FDX NKE PFE
Active options: AAPL TSLA AMD BAC NIO PLTR FEYE FB MSFT GE T JPM BA ZM