Mid-session IV Report December 7, 2020

Mid-session IV Report December 7, 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: TRNE APT BB LMND APT LAZR PLTR KODK

Popular stocks with increasing volume: ACB KODK BB SPCE

Options with increasing volume, IV and share price movement

Laser Storm, Inc. (LAZR) December call option implied volatility is at 240, January is at 218; compared to its 52-week range of 28 to 243 as shares rally 20%. Call put ratio 2.2 calls to 1 put with focus on December calls.

QuantumScape (QS) December weekly call option implied volatility is at 242, December is at 187, January is at 174; compared to its 52-week range of 76 to 236. Call put ratio 1.4 calls to 1 put.

Blink Charging (BLNK) December call option implied volatility is at 187, December is at 170, January is at 161; compared to its 52-week range of 97 to 265. Call put ratio 2.9 calls to 1 put with focus on January 25 calls.

IV into quarter results

Coupa Software (COUP) December weekly call option implied volatility is at 105, December is at 77; compared to its 52-week range of 37 to 123 into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) December weekly call option implied volatility is at 169, December is at 121; compared to its 52-week range of 46 to 134 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Toll Brothers (TOL) December weekly call option implied volatility is at 80, December is at 60; compared to its 52-week range of 21 to 146 into the expected release of quarter results today after the bell.

AutoZone (AZO) December weekly call option implied volatility is at 50, December is at 35; compared to its 52-week range of 17 to 97 into the expected release of quarter results before the bell on December 8.

H&R Block (HRB) December call option implied volatility is at 50, January is at 37; compared to its 52-week range of 19 to 111 into the expected release of quarter results before the bell on December 8. Call put ratio 3.7 calls to 1 put with focus on December 18 and 20.

Chewy (CHWY) December weekly call option implied volatility is at 120, December is at 89; compared to its 52-week range of 43 to 117 into the expected release of quarter results after the bell on December 8. Call put ratio 3.6 calls to 1 put.

GameStop (GME) December weekly call option implied volatility is at 240, December is at 198; compared to its 52-week range of 52 to 227 into the expected release of quarter results after the bell on December 8. Call put ratio 2 calls to 1 put.

Guidewire Software (GWRE) December call option implied volatility is at 52, January is at 36; compared to its 52-week range of 22 to 80 into the expected release of quarter results after the bell on December 8. Call put ratio 5.6 calls to 1 put.

Starbucks (SBUX) December weekly call option implied volatility is at 34, December is at 28; compared to its 52-week range of 15 to 108 into hosting a virtual investor day on December 9. Call put ratio 2.8 calls to 1 put with focus on December weekly 103 calls.

Walt Disney (DIS) December weekly call option implied volatility is at 45, December is at 38; compared to its 52-week range of 18 to 101 into investor meeting on December 10. Call put ratio 1.3 calls to 1 put.

Increasing unusual option volume: LAZR SNDL FUBO UMC ARKG ADNT CX
Increasing unusual call option volume: LAZR SNDL ADNT UMC FUBO ARKG
Increasing unusual put option volume: QS XPEV ELAN MLCO TRNE HAS AUPH KODK PGR
Options with decreasing option implied: ENDP BCRX GME NKLA WKHS WORK CLVS BIG
Active options: AAPL TSLA PLTR NIO AAL AMD BA FB KODK GE PFE INTC WFC ACB MSFT BABA AMZN BB SPCE BAC