Mid-session IV Report December 29, 2020

Mid-session IV Report December 29, 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: ALGN LAZR VLDR NTLA CHL DPZ MO KBE
Popular stocks with increasing volume: DKNG MRNA GME QS

Telsa (TSLA) IV near three-month low as shares near record high

Tesla (TSLA) December weekly option implied volatility is at 49, January is at 57; compared to its 52-week range of 34 to 153. Call put ratio 1.5 calls to 1 put.

China electric SUVs, sedans and crossovers as Tesla (TSLA) share price near record high

Nio Inc. (NIO) 30-day option implied volatility is at 106; compared to its 52-week range of 81 to 216. Call put ratio 3.2 calls to 1 put.

Xpeng Inc. (XPEV) 30-day option implied volatility is at 96; compared to its 52-week range of 81 to 182. Call put ratio 2.8 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 90; compared to its 52-week range of 75 to 178. Call put ratio 6.4 calls to 1 put.

QuantumScape (QS) December weekly call option implied volatility is at 175, January is at 146; compared to its 52-week range of 76 to 232. Call put ratio 1.1 calls to 1 put as shares sell off 11%.

FuboTV (FUBO) December weekly call option implied volatility is at 210, January is at 170; compared to its 52-week range of 98 to 181 as shares sell off 4%. Call put ratio 1.1 calls to 1 put.

Laser Storm, Inc. (LAZR) December weekly call option implied volatility is at 187, January is at 146; compared to its 52-week range of 28 to 243 as shares up 10%. Call put ratio 7.7 calls to 1 put.

Alibaba (BABA) December weekly call option implied volatility is at 45, January is at 41; compared to its 52-week range of 22 to 63. Call put ratio 3.3 calls to 1 put as shares rally 6%

Option implied volatility for Social Media

Snap (SNAP) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 126

Facebook (FB) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 81

Twitter (TWTR) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 126

Pinterest (PINS) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 155

Yelp (YELP) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 132

Increasing unusual option volume: EWU BGCP IMMR SIRI AMPE SIRI QS
Increasing unusual call option volume: EWU AMPE ARKG RMG QS TAK
Increasing unusual put option volume: SIRI QS MP ARCT ARKG RMG FUBO
Options with decreasing option implied: QS ABNB BCRX KMX STWD WORK GOEV
Active options: AAPL BABA NIO PLTR SNAP AMZN TSLA FB MSFT BA AMD F SQ AAL QS PLUG ZM DKNG GME MRNA