Mid-session IV Report December 31, 2020

Mid-session IV Report December 31, 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: PBI APT ALGN CHL SLDP GPRO CELH LC VIAC

Popular stocks with increasing volume: DIS SNAP PFE AAL

Tesla (TSLA) options active, shares trade above $710 into 2021

Tesla (TSLA) January weekly option implied volatility is at 58, January is at 59; compared to its 52-week range of 34 to 153 as shares rally 2.2%. Call put ratio 1.7 calls to 1 put with focus on December weekly 710, 720 and 730 calls.

Zoom (ZM) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 136.

Palantir (PLTR) 30-day option implied volatility is at 96; compared to its 6-week range of 59 to 173.Call put ratio 2.5 calls to 1 put as shares pullback 4%.

Peloton (PTON) 30-day option implied volatility is at 67; compared to its 52-week range of 65 to 158.Call put ratio 1 call to 1 put as shares pullback 1.2%.

Airbnb (ABNB) 30-day option implied volatility is at 57; compared to its two-week range of 62 to 113. Call put ratio 1 call to 1.2 put with focus on January weekly (8) 140 puts.

C3.ai (AI) 30-day option implied volatility is at 100, compared to its 3-week range of 99 to 133. Call put ratio 4.8 calls to 1 put with focus on January 150 and February 155 calls.

DoorDash (DASH) 30-day option implied volatility is at as shares are at 79; compared to its 3-week range of 75 to 98. Call put ratio 1 call to 1.2 puts.

Option implied volatility for electronic gamers

Electronic Arts (EA) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 80

Zynga (ZNGA) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 139

Gamestop (GME) 30-day option implied volatility is at 133; compared to its 52-week range of 51 to 227

Take-Two Interactive (TTWO) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 80

Activision Blizzard (ATVI) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 89

Sony (SNE) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 71

Mattel (MAT) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 134

Hasbro (HAS) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 113

Microsoft (MSFT) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 90

Unity Software (U) 30-day option implied volatility is at 76; compared to its 52-week range of 75 to 112

Best Buy (BBY) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 107

Increasing unusual option volume: SLDB FUBO NXTD ARKG RMO QS
Increasing unusual call option volume: RMO NLSN IMMR OEG FUBO CHL QS LAZR
Increasing unusual put option volume: FUBO ARKG QS WING RMO PACB ELAN LNG LMND MVIS LAZR
Options with decreasing option implied: VOD XL CODX ABNB FEYE PGR EMB
Active options: NIO TSLA AAPL AMZN PLTR BIDU BABA FB FUBO AMD DIS AAL RIOT SNAP MSFT MU XPEV PFE NVDA BILI