Mid-session IV Report December 22, 2021

Mid-session IV Report December 22, 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: ARQQ TEVA GGPI NLY BTI ATHN BBIO QSI GGPI

Popular stocks with increasing volume: T PFE CCL UBER BA

High growth tech option IV

Snowflake (SNOW) 30-day option implied volatility is at 53; compared to its 52-week range of 36 to 88.

Zoom (ZM) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 81.

Shopify (SHOP) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 68.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 79.

Roblox (RBLX) 30-day option implied volatility is at 74; compared to its 52-week range of 46 to 131.

Lemonade (LMND) 30-day option implied volatility is at 83; compared to its 52-week range of 54 to 134. Call put ratio 2.7 calls to 1 put.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 73.

Coupa Software (COUP) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 90. Call put ratio 3 calls to 1 put.

Option IV into quarter results

Black Berry (BB) December weekly call option implied volatility is at 203, January is at 98; compared to its 52-week range of 57 to 478 into the expected release of quarter results today. Call put ratio 3.8 calls to 1 put with focus on December weekly calls.

Paychex (PAYX) January and February call option implied volatility is at 28; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on December 22.

Cintas (CTAS) January and February call option implied volatility is at 38; compared to its 52-week range of 20 to 41 into the expected release of quarter results before the bell on December 22.

Major oil flat to low

Exxon Mobil (XOM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 46.

Chevron (CVX) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 46 as shares rally 1.4%.

Increasing unusual option volume: NUAN GFI ACAD AQST BRG GRTX CERN
Increasing unusual call option volume: NUAN GFI ACAD GRTX
Increasing unusual put option volume: CNK XM TGTX CTXS
Options with decreasing option implied: MU CERN NKE DRI FDX ADBE BENE
Active options: AAPL MU TSLA AMC PFE F NVDA AAL NIO NKE AMD T BABA BAC CCL AMZN MSFT FB UBER BA