Mid-session IV Report December 23, 2020

Mid-session IV Report December 23, 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: MGA WWR ZM WORK LAC FEYE INTC APT EDIT MGNI

Popular stocks with increasing volume: PLTR PINS MRNA FCEL PFE PLUG SQ DIS

JPMorgan (JPM) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 119 as shares near a nine-month high. Call put ratio 2.1 calls to 1 put with focus on December weekly calls.

Tesla (TSLA) option IV ticks lower after addition to S&P 500

Tesla (TSLA) December weekly option implied volatility is at 63, January is at 70; compared to its 52-week range of 34 to 153. Call put ratio 1.5 calls to 1 put as shares rally 1.5%.

Option volume, IV and share price movement

Magna International (MGA) 30-day option implied volatility is at 56; compared to its 52-week range of 22 to 119. Call put ratio 6 calls to 1 put with focus on January 80 calls.

FuelCell Energy (FCEL) January call option implied volatility is at 158, February is at 150; compared to its 52-week range of 98 to 307 as shares rally 12%. Call put ratio 4.5 calls to 1 put with focus on January 10, 11, 12 and 13 calls.

Plug Power (PLUG) December weekly call option implied volatility is at 110, January is at 99; compared to its 52-week range of 60 to 186. Call put ratio 1.2 calls to 1 put with focus on December weekly 35, 36, and 37 calls.

Ballard Power (BLDP) January call option implied volatility is at 75, February is at 77; compared to its 52-week range of 51 to 217 as shares rally 1.5%. Call put ratio 10.8 calls to 1 put with focus on January 22 calls.

Riot Blockchain (RIOT) 30-day option implied volatility is at 201; compared to its 52-week range of 92 to 275 as shares sell off 5%. Call put ratio 2.7 calls to 1 put with focus on December weekly calls.

Microvision (MVIS) 30-day option implied volatility is at 242; compares to its 52-week range of 122 to 464 as shares sell off 23%. Call put ratio 2.2 calls to 1 put.

Magnite (MGNI) January call option implied volatility is at 113, February is at 107; compared to its 52-week range of 51 to 161 as shares rally 16%. Call put ratio 8 calls to 1 put with focus on January 25, 30, 35 and 40 calls.

Clean Energy Fuels (CLNE) January call option implied volatility is at 175, February is at 133; compared to its 52-week range of 51 to 313 as shares rally 14%. Call put ratio 5.9 calls to 1 put with focus on January 9, 10 and 11 calls.

QuantumScape (QS) December weekly call option implied volatility is at 203, January is at 176; compared to its 52-week range of 76 to 232. Call put ratio 1.1 calls to 1 put as shares sell off 10%.

FuboTV (FUBO) January call option implied volatility is at 171, February is at 150; compared to its 52-week range of 98 to 181 as shares sell off 10%. Call put ratio 1.4 calls to 1 put.

Laser Storm, Inc. (LAZR) January call option implied volatility is at 141, February is at 142; compared to its 52-week range of 28 to 243 as shares sell off 7%. Call put ratio 3.5 calls to 1 put.

Cybersecurity option implied volatility

Check Point (CHKP) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 75.

FireEye (FEYE) 30-day option implied volatility is at 182; compared to its 52-week range of 31 to 149.

F5 Networks (FFIV) 30-day option implied volatility is at 31; compared to its 52-week range of25 to 77.

Proofpoint (PFPT) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 86.

Qualys (QLYS) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 94.

Palo Alto Networks (PANW) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 83.

Fortinet (FTNT) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 96.

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 90.

CyberArk Software (CYBR) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 93.

Qualys (QLYS) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 94.

SolarWinds (SWI) 30-day option implied volatility is at 96; compared to its 52-week range of 40 to 170.

Rapid7 (RPD) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 116.

Tenable Holdings (TENB) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 108.

Zscaler (ZS) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 118.

Increasing unusual option volume: WATT QS MARK MGA CLNE LAZR ARKG
Increasing unusual call option volume: WATT MARK QS CLNE CYBR LAZR RMG
Increasing unusual put option volume: QS MAT DISCA MVIS FUBO CLNY PAYX
Options with decreasing option implied: BCLI KNDI BCRX RAD GPRO FDX NKE PGR
Active options: AAPL TSLA NIO PLTR BA GME BABA CCL FB AAL AMD BAC PINS MRNA AMZN FCEL PFE PLUG SQ DIS