Mid-session IV Report December 27, 2021

Mid-session IV Report December 27, 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: DIDI ZEV GPRO IPOF CX PYR

Popular stocks with increasing volume: MU F LCID NKLA PLTR BABA PFE AAL CCL

Large cap stocks option implied volatility

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 49. Call put ratio 3.9 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 91. Call put ratio 2 call to 1 put as shares up 3.9%.

Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 35. Call put ratio 2.8 calls to 1 put.

Facebook (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 51. Call put ratio 3.8 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 1.1 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 43.

Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 47. Call put ratio 3 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 53; compared to its 52-week range of 24 to 83. Call put ratio 2.4 calls to 1 put shares up 0.7%.

JD.com (JD) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 69. Call put ratio 2 calls to 1 put as shares trade down 0.7%.

Pinduoduo (PDD) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 95 as shares rally 1.8%.

AMC Entertainment (AMC) 30-day option implied volatility is at 130; compared to its 52-week range of 95 to 726 as shares sell off 1.3%. Call put ratio 2.8 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 101; compared to its 52-week range of 69 to 553. Call put ratio 1.4 calls to 1 put as shares sell off 3.9%.

Increasing unusual option volume: BBIO DXC AES PTEN OWL
Increasing unusual call option volume: DXC BBIO PTEN NXTD
Increasing unusual put option volume: BBIO ABUS CME NLS
Options with decreasing option implied: DQ KMPH ZG BCTX