Daily IV Report
Mid-session IV Report December 30, 2021
Mid-session IV Report December 30, 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: DIDI VXRT ZEV IPOF […]
Mid-session IV Report December 30, 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: DIDI VXRT ZEV IPOF
Popular stocks with increasing volume: TSLA SOFI KR HOOD PLTR FCEL
Tech IV into 2022
NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 63. Call put ratio 2.2 calls to 1 put as shares rally 0.8%.
ARK Innovation (ARKK) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 1 put as shares rally 3.5%.
Biotech IV into 2022
Biogen (BIIB) December weekly call option implied volatility is at 55, January is at 47; compared to its 52-week range of 32 to 121 after Samsung Group denies it is in talks to acquire the company. Call put ratio 1 calls to 1.5 puts.
Horizon Therapeutics (HZNP) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 64.
Mirati Therapeutics (MRTX) 30-day option implied volatility is at 45; compared to its 52-week range of 43 to 95.
Alnylam Pharma (ALNY) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 77.
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BioMarin Pharma (BMRN) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 77.
Vertex Pharma (VRTX) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 53.
CRISPR Therapeutics (CRSP) 30-day option implied volatility is at 75; compared to its 52-week range of 53 to 100. Call put ratio 2.6 calls to 1 put.
Increasing unusual option volume: UA EAF LTRY TPGY
Increasing unusual call option volume: EAF UA LTRY
Increasing unusual put option volume: ASTR BIIB
Options with decreasing option implied: AMLP TTM TZA CRM KMX
Active options: TSLA AAPL AMD MU BABA DIS NVDA NIO F LCID FB AMC SOFI AMZN KR HOOD PLTR MSFT FCEL BA