Mid-session IV Report December 24, 2020

Mid-session IV Report December 24, 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: BABA VIAC INTC FEYE HUYA WORK LAC APT

Popular stocks with increasing volume: BABA MRNA XL JD FCEL

Alibaba (BABA) December weekly call option implied volatility is at 119, January is at 50; compared to its 52-week range of 22 to 63 after China launches antitrust investigation into Alibaba. Call put ratio 1.2 calls to 1 put as shares sell off 11%

Tesla (TSLA) December weekly option implied volatility is at 58, January is at 57; compared to its 52-week range of 34 to 153. Call put ratio 1.7 calls to 1 put as shares rally 0.8%.

The ‘FANG’ stocks

Facebook (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 82.

Apple (AAPL) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 90.

Netflix (NFLX) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 99.

Alphabet (GOOG) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 75.

Amazon (AMZN) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 69.

Increasing unusual option volume: AXU AMPE TREX QS FEYE WATT MGA FLIR XL
Increasing unusual call option volume: AMPE WATT FLIR QS RMG FEYE LAZR
Increasing unusual put option volume: FUBO QS LAZR PBCT FEYE NNDM XL LMND
Options with decreasing option implied: BB AMRN TSLA FDX NKE
Active options: BABA AAPL PLTR TSLA NIO FEYE BAC AMZN GME AAL FCEL MRNA AMD FB QS XL SQ BA GHIV JD