Mid-session IV Report December 4, 2020

Mid-session IV Report December 4, 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: CPE SNOW WMB TRNE FEAC ENDP IRWD

Popular stocks with increasing volume: PLTR PFE OXY CCL DOCU

IV into events

Starbucks (SBUX) December weekly call option implied volatility is at 30, December is at 26; compared to its 52-week range of 15 to 108 into hosting a virtual investor day on December 9. Call put ratio 5.2 calls to 1 put with focus on December weekly 102 calls.

Walt Disney (DIS) December weekly call option implied volatility is at 39, December is at 35; compared to its 52-week range of 18 to 101 into investor meeting on December 10. Call put ratio 3.5 calls to 1 put.

Coupa Software (COUP) December weekly call option implied volatility is at 85, December is at 70; compared to its 52-week range of 37 to 123 into the expected release of quarter results after the bell on December 7.

JinkoSolar (JKS) December call option implied volatility is at 120, January is at 100; compared to its 52-week range of 45 to 145 into the expected release of quarter results on December 7. Call put ratio 4.5 calls to 1 put with focus on December 75 calls.

Stitch Fix (SFIX) December weekly call option implied volatility is at 130, December is at 106; compared to its 52-week range of 46 to 134 into the expected release of quarter results after the bell on December 7. Call put ratio 1 call to 1.5 puts.

Toll Brothers (TOL) December weekly call option implied volatility is at 65, December is at 58; compared to its 52-week range of 21 to 146 into the expected release of quarter results after the bell on December 7.

IV movers

Laser Storm, Inc. (LAZR) 30-day option implied volatility is at 212; compared to its 52-week range of 28 to 243. Call put ratio 2.5 calls to 1 put with focus on December calls as shares rally 32%.

GameStop (GME) 30-day option implied volatility is at 171; compared to its 52-week range of 52 to 227 into the expected release of quarter results on December 8..

Revlon (REV) 30-day option implied volatility is at 148; compared to its 52-week range of 52 to 277 as shares sell off 7%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 214; compared to its 52-week range of 92 to 275 as shares rally 8.5%. Call put ratio 2.8 calls to 1 put with focus on December calls.

Gap (GPS) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 132. Call put ratio 2.5 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 90. Call put ratio 2.2 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 188; compared to its 52-week range of 86 to 400. Call put ratio 5.6 calls to 1 put with focus on December calls.

Pinterest (PINS) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 155 as shares rally 3.7%. Call put ratio 8.8 calls to 1 put with focus on December weekly calls.

Snap (SNAP) 30-day option implied volatility is at 55; compared to its 52-week range of 38 to 127. Call put ratio 3.1 calls to 1 put with focus on December weekly 55 calls.

Increasing unusual option volume: LAZR SNDL NOV OLLI HAS FXC CX HA
Increasing unusual call option volume: LAZR NOV SNDL PAGP HA EWJ CX HLF
Increasing unusual put option volume: ZUO OLLI HAS EWY XPEV LI CLDR LMND
Options with decreasing option implied: CLVS PLTR WORK ACB FSR NKLA WKHS XPEV BIG
Active options: AAPL AAL TSLA NIO PLTR PFE OXY AMD BA DOCU CCL BAC GE MU AMZN BABA SNOW WFC