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: NLY MULN

Popular stocks with increasing volume: PFE PLTR BB LCID FB RBLX CCL NIO AA PINS

Movers

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 91 as shares rally 8%.

AMC Entertainment (AMC) 30-day option implied volatility is at 128; compared to its 52-week range of 94 to 726 as shares sell off 3.3%.

GameStop (GME) 30-day option implied volatility is at 104; compared to its 52-week range of 69 to 553. Call put ratio 4.2 calls to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 58; compared to its 52-week range 38 to 110. Call put ratio 17 calls to 1 put with focus on December weekly (23) 38 calls.

HubSpot (HUBS) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 70. Call put ratio 1 call to 7.4 puts.

Increasing unusual option volume: RCAT INFY KMX RCAT PAYX CERN
Increasing unusual call option volume: RCAT KGC SM KMX PAYX RCAT INFY CERN
Increasing unusual put option volume: KMX MT PAYX AXSM SDOW RSX RAD
Options with decreasing option implied: DRI KMPH ADBE NKE LEN FDX
Active options: TSLA AAPL NVDA PFE F AMD BABA PLTR BB MU AMC GM AMZN LCID FB RBLX CCL NIO AA PINS