Mid-session IV Report December 29, 2021

Mid-session IV Report December 29, 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: INO VXRT FTCV REV

Popular stocks with increasing volume: LCID NIO MRNA F DKNG KO SOFI FCEL

2021 Dogs of Dow components

IBM (IBM) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 35. Call put ratio 2.1 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 45.

Verizon Communications (VZ) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 22.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 48. Call put ratio 3.1 calls to 1 put.

Amgen (AMGN) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3 puts.
3M Co. (MMM) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 33.

Coca Cola (KO) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 29. Call put ratio 11 calls to 1 put with focus on December weekly 59 and 60 calls.

Increasing unusual option volume: MFIN EHC ALLK BBD GSK BBIO
Increasing unusual call option volume: BBD GSK NUAN BBIO NXTD VSCO
Increasing unusual put option volume: IJR FUTU RKT MFIN
Options with decreasing option implied: CALM KMX BB
Active options: TSLA AAPL MU NVDA FB FCEL AMD AMC BABA CCL LCID NIO MRNA F DKNG MSFT KO AMZN SOFI BAC