Mid-session IV Report December 28, 2021

Mid-session IV Report December 28, 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: LXP BTTX DIDI APT REV TWI

Popular stocks with increasing volume: NIO DIS CCL MARA BABA BAC PLTR ROKU RIOT

ARK Innovation (ARKK) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 1.4 puts as shares rally 0.9% into 2022.

Crypto themes stocks option IV & volume bid as Bitcoin pulls back

Coin (COIN) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 81 as shares sell off 4.8%.

Marathon Patent Group (MARA) 30-day option implied volatility is at 116; compared to its 52-week range of 89 to 275. Call put ratio 3.2 calls to 1 put as shares sell off 7%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 107; compared to its 52-week range of 88 to 276. Call put ratio 2.7 calls to 1 put as shares sell off 6%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 71; compared to its 52-week range of 65 to 154 as shares sell off 3.9%.

Microvision (MVIS) 30-day option implied volatility is at 104; compared to its 52-week range of 92 to 249. Call put ratio 3 calls to 1 put shares sell off 1.5%.

Bit Digital (BTBT) 30-day option implied volatility is at 123; compared to its 52-week range of 104 to 279. Call put ratio 5 calls to 1 put as shares sell off 6.5%.

PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 59. Call put ratio 2.4 calls to 1 put.

Block (SQ) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 73.

CleanSpark (CLSK) 30-day option implied volatility is at 109; compared to its 52-week range of 91 to 166. Call put ratio 11 calls to 1 put with focus on January 12.5 calls.

Silvergate Capital (SI) 30-day option implied volatility is at 102; compared to its 52-week range of 66 to 168.

Overstock.com (OSTK) 30-day option implied volatility is at 66; compared to its 52-week range of 56 to 142. Call put ratio 16 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 72; compared to its 52-week range of 62 to 128.

Ideanomics (IDEX) 30-day option implied volatility is at 110; compared to its 52-week range of 75 to 318. Call put ratio 8.6 calls to 1 put with focus on January and April calls.

Increasing unusual option volume: BBIO VGK R CNK IHI APT
Increasing unusual call option volume: BBIO R SEV APT CNK
Increasing unusual put option volume: VGK CNK BBIO
Options with decreasing option implied: RAD FUTU KMX SRTY BB
Active options: AAPL TSLA NVDA AMD FB MSFT F AMC LCID BA NIO DIS CCL MARA AMZN BABA BAC PLTR ROKU RIOT