Mid-session IV Report December 6, 2021

Mid-session IV Report December 6, 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: VXRT GTBL DWAC BTBT INO NVAX FSR LCID WE COUP

Popular stocks with increasing volume: PFE AMC AAL PLTR UBER CCL PYPL BA MRNA

Option IV offered as shares prices stabilize

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 21; compared to its 52-week range of 11 to 31. Call put ratio 1 call to 1.5 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 35.

Russell 2000 ETF (IWM) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1.2 puts.

NIVDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 63. Call put ratio 1 call to 1 put as shares sell off 4.8%.

Tesla (TSLA) 30-day option implied volatility is at 77; compared to its 52-week range of 36 to 105. Call put ratio 1 call to 1 put as shares sell off 3.7% on headlines.

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49. Call put ratio 2.4 calls to 1 put as shares rally 2.2%.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 34. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 3.2 puts as shares sell off 1%.

SPDR S&P Retail ETF (XRT) call put ratio 1 call to 55 puts with focus on December and December weekly puts.

Lucid (LCID) 30-day option implied volatility is at 134; compared to its 52-week range of 69 to 289 after announcing receipt of subpoena from SEC. Call put ratio 1 call to 1.1 puts as shares sell off 9.7%.

United States Natural Gas (UNG) 30-day option implied volatility is at 75; compared to its 52-week range of 30 to 219. Call put ratio 1.7 calls to 1 put as Natural Gas down 9.7%.

Kohl’s (KSS) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 77 after Engine Capital urges Kohl’s to separate ecommerce business, pursue sale, WSJ reports. Call put ratio 2.3 calls to 1 put as shares rally 9.4%.

China stocks option implied volatility and volume at high end of range amid wide price movement

Alibaba (BABA) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 83. Call put ratio 1.3 calls to 1 put as shares rally 6.5%.

JD.com (JD) 30-day option implied volatility is at 64; compared to its 52-week range of 31 to 63. Call put ratio 1 call to 1.4 puts as shares sell off 3.9%.

Pinduoduo (PDD) 30-day option implied volatility is at 87; compared to its 52-week range of 43 to 85. Call put ratio 1 call to 1.9 puts.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 88; compared to its 52-week range of 46 to 130. Call put ratio 1 call to 4.3 puts.

DiDi Global (DIDI) 30-day option implied volatility is at 176; compared to its 52-week range of 67 to 173. Call put ratio 1 call to 1 put as shares rally 5.6%.

NetEase (NTES) 30-day option implied volatility is at 64; compared to its 52-week range of 30 to 74. Call put ratio 1 call to 1.7 puts.

NIO (NIO) 30-day option implied volatility is at 96; compared to its 52-week range of 49 to 120. Call put ratio 1.5 calls to 1 put as shares sell off 0.5%.

Baidu.com (BIDU) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 85. Call put ratio 1 call to 1.4 puts as shares rally 4.5%.

iQIYI (IQ) 30-day option implied volatility is at 115; compared to its 52-week range of 48 to 180. Call put ratio 1.9 calls to 1 put as shares rally 5.2%.

Li Auto Inc. (LI) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 119. Call put ratio 2 call to 1 put as shares rally 5%.

New Oriental Education (EDU) 30-day option implied volatility is at 103; compared to its 52-week range of 36 to 236. Call put ratio 4 call to 1 puts as shares down 1.6%.

Newegg (NEGG) 30-day option implied volatility is at 152; compared to its 52-week range of 85 to 385. Call put ratio 1 call to 4.9 puts as shares rally 0.8%.

XPeng Inc. (XPEV) 30-day option implied volatility is at 87; compared to its 52-week range of 54 to 122. Call put ratio 2 calls to 1 put.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 66; compared to its 52-week range of 43 to 85. Call put ratio 1 call to 2.9 puts as shares sell off 0.4%.

Huazhu Group (HTHT) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 59.

ZTO Express (ZTO) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 58. Call put ratio 1.1 calls to 1 put as shares stabilize after sharp pull back.

Yum China (YUMC) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 44. Call put ratio 1 call to 6.8 puts as shares rally 3.8%.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 65. Call put ratio 4.5 call to 1 put as shares rally 2.4%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 35. Call put ratio 7.5 calls to 1 put.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 37. Call put ratio 1.3 calls to 1 put as shares rally 0.9%

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 41. Call put ratio 1.9 calls to 1 put.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 60 as shares rally 1.7%. Call put ratio 1 call to 3.9 puts

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 151; compared to its 52-week range of 110 to 254. Call put ratio 1 call to 1.3 puts amid wide price movement.

Increasing unusual option volume: ARDX RAAS RETA TIP PTC BRDS
Increasing unusual call option volume: RAAS ARDX BRDS VG MGNI DOCU ASHR
Increasing unusual put option volume: TIP ARKF FAX PVH WE RSX GGPI
Options with decreasing option implied: TACO AMRS ZEV GOGL GGPI ZNGA BOX NTAP
Active options: AAPL TSLA NVDA LCID AMD NIO F BABA PFE AMC FB AAL PLTR MARA UBER CCL MSFT PYPL BA MRNA