Mid-session IV Report December 28, 2020

Mid-session IV Report December 28, 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: EDIT LAC GPRO IDN MARA ALGN BABA

Popular stocks with increasing volume: SNAP PLTR AAL PLUG CCL RIOT

Lemonade (LMND) December weekly call option implied volatility is at 163, January is at 115; compared to its 52-week range of 63 to 122 into lock up expiration. Call put ratio 1 call to 1.4 put as shares sell off 13%.

Palantir (PLTR) December weekly call option implied volatility is at 95, January is at 103; compared to its 52-week range of 63 to 122 into lock up expiration. Call put ratio 2.3 call to 1 put as shares sell off 4%.

Internet retail into end of quarter, year and China government Alibaba headlines

Alibaba (BABA) December weekly call option implied volatility is at 64, January is at 51; compared to its 52-week range of 22 to 63 amid China regulators headlines. Call put ratio 2 calls to 1 put as shares trade $220.

JDcom (JD) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 81.

Pinduoduo (PDD) 30-day option implied volatility is at 61; compared to its 52-week range of 39 to 85.

Target (TGT) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 91. Call put ratio 2.8 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 34; compared to its 52-week range of 17 to 69.

Tesla (TSLA) December weekly option implied volatility is at 54, January is at 61; compared to its 52-week range of 34 to 153 into end of quarter and year. Call put ratio 1.57 calls to 1 put as shares rally 1%.

Option implied volatility for stocks that have had large run ups into end of quarter and year end

Peloton (PTON) 30-day option implied volatility is at 66; compared to its 52-week range of 65 to 158 as shares down 5%.

Etsy (ETSY) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 125 as shares down 5%.

Shopify (SHOP) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 124 as shares down 6%.

Square (SQ) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 142 as shares near record high. Call put ratio 3.2 calls to 1 put as shares sell off 3%.

PayPal (PYPL) 30-day option implied volatility is at 39; compared to its 52-week range 20 to 90 as shares near record high. Call put ratio 2.1 calls to 1 put.

Roku (ROKU) 30-day option implied volatility is at 58; compared to its 52-week range of 55 to 130. Call put ratio 1.7 calls to 1 put as shares sell off 3.4%.

ServiceNow (NOW) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 84. Call put ratio 1.3 calls to 1 put.

Okta, Inc. (OKTA) 30-day option implied volatility is at 48; compared to its 52-week range of 36 to 89. Call put ratio 2.4 calls to 1 put.

Ringcentral, Inc. (RNG) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 101. Call put ratio 1 call to 2.8 puts.

Twilio (TWLO) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 97. Call put ratio 1.2 calls to 1 put.

Live Nation (LYV) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 198. Call put ratio 1 call to 1.7 puts as shares rally 4%.

Increasing unusual option volume: NXTD IMMR EWU XNET RMG CRIS JMIA
Increasing unusual call option volume: EWU RMG EWJ SIL BZUN TWM ABUS IPOC MCS CRIS
Increasing unusual put option volume: WB EWJ FUBO NNDM QS BTU SOL RMG
Options with decreasing option implied: ABNB BCRX APT NKE ATUS KMX PGR NLY
Active options: AAPL TSLA BABA NIO PLTR SNAP FB AAL AMZN MSFT RIOT AMD T DIS BAC ZM GME GE CCL PLUG