Mid-session IV Report December 30, 2020

Mid-session IV Report December 30, 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 FSR FLNT

Popular stocks with increasing volume: M INTC JD SQ FCX DIS

IV decreases into last trading day of month, quarter and year

Tesla (TSLA) December weekly option implied volatility is at 44, January is at 53; compared to its 52-week range of 34 to 153 as shares rally 1%. Call put ratio 2.1 calls to 1 put.

Airbnb (ABNB) 30-day option implied volatility is at 63; compared to its two-week range of 62 to 113. Call put ratio 1.6 calls to 1 put with focus on February calls.

C3.ai (AI) 30-day option implied volatility is at 100, compared to its 3-week range of 99 to 133. Call put ratio 3.2 calls to 1 put with focus on January and February calls.

DoorDash (DASH) 30-day option implied volatility is at as shares are at 76; compared to its 3-week range of 75 to 98 as shares trade up 4%. Call put ratio 1 call to 1.3 puts.

Option implied volatility for Airlines

Hawaiian Airlines (HA) 30-day option implied volatility is at 65; compared to its 52-week range of 35 to 274. Call put ratio 1 call to 3.7 puts.

JetBlue Airways (JBLU) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 221. Call put ratio 4.2 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 51; compared to its 52-week range of 20 to 265. Call put ratio 2.7 calls to 1 put with focus on January 60 calls.

United Airlines (UAL) 30-day option implied volatility is at 62; compared to its 52-week range of 25 to 421. Call put ratio 1.7 calls to 1 put.

Spirit (SAVE) 30-day option implied volatility is at 70; compared to its 52-week range of 34 to 370. Call put ratio 4.4 calls to 1 put with focus on January 25 calls.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 61; compared to its 52-week range of 25 to 256.

Southwest Airlines (LUV) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 204. Call put ratio 1.5 calls to 1 put.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 48; compared to its 52-week range of 14 to 204. Call put ratio 1 call to 1 put.

Increasing unusual option volume: IMMR EWY LAZR RMO ARKG WBT CPRI
Increasing unusual call option volume: IMMR EWY LAZR RMO ARKG WBT CPRI
Increasing unusual put option volume: ARKG EPR QS LAZR FUBO ELY HAS CLOU
Options with decreasing option implied: MVIS ABNB QS LAC COTY BB CLDR WORK
Active options: AAPL BABA TSLA NIO DIS FCX PLTR BIDU AMZN SNAP RIOT MSFT FB AMD PDD M INTC BA JD SQ