Mid-session IV Report December 23, 2021

Mid-session IV Report December 23, 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: MCMJ BLMN ZNTE

Popular stocks with increasing volume: PFE UBER MRNA LCID JD SNAP

Large cap stocks option implied volatility

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 49. Call put ratio 3.5 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 50. Call put ratio 1.9 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 43.

Amazon (AMZN) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 47.

Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 35. Call put ratio 3 calls to 1 put.

Facebook (FB) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 51. Call put ratio 4 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 91. Call put ratio 2 call to 1 put as shares up 3.4%.

Alibaba (BABA) 30-day option implied volatility is at 52; compared to its 52-week range of 24 to 83. Call put ratio 1.5 calls to 1 put shares down 0.6%.

JD.com (JD) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 69. Call put ratio 1.7 calls to 1 put as shares trade down 7% after disclosing that Tencent will reduce its stake.

Pinduoduo (PDD) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 95 as shares sell off 1.8%.

Increasing unusual option volume: COUR HIMX NXTD SABR
Increasing unusual call option volume: COUR HIMX NXTD SABR DJX CENX EVLO
Increasing unusual put option volume: AMRN CAG ERJ MNDY QDEL UL
Options with decreasing option implied: FUTU NVAX KMPH BKKT DWAC RIVN
Active options: AAPL TSLA NVDA AMD AMC MU PFE FB F MSFT BAC PLTR AMZN JD NKLA HIMX MRNA UBER LCID CCL