Mid-session IV Report December 7, 2021

Mid-session IV Report December 7, 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: CMCSA SFIX TOL GME RH IQ SWN LU IPOF RAD

Popular stocks with increasing volume: CMCSA SFIX INTC NIO PYPL FB LCID F SOFI PFE DKNG SNAP BBIG

IV bid into events

Stitch Fix (SFIX) December weekly call option implied volatility is at 320, December is at 195; compared to its 52-week range of 51 to 137 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Toll Brother (TOL) December weekly call option implied volatility is at 92, December is at 60; compared to its 52-week range of 29 to 66 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Campbell Soup (CPB) December weekly call option implied volatility is at 69, December is at 46; compared to its 52-week range of 18 to 55 into the expected release of quarter results before the bell on December 8.

GameStop (GME) December weekly call option implied volatility is at 177, December is at 128; compared to its 52-week range of 60 to 106 into the expected release of quarter results after the bell on December 8.

Lovesac (LOVE) December call option implied volatility is at 135, January is at 90; compared to its 52-week range of 60 to 105 into the expected release of quarter results before the bell on December 8.

Oracle (ORCL) December weekly call option implied volatility is at 71, December is at 43; compared to its 52-week range of 20 to 41 into the expected release of quarter results after the bell on December 8.

RH (RH) December weekly call option implied volatility is at 144, December is at 87; compared to its 52-week range of 33 to 76 into the expected release of quarter results after the bell on December 8.

National Beverage (FIZZ) December call option implied volatility is at 87, January is at 63; compared to its 52-week range of 39 to 276 into the expected release of quarter results on December 8.Call put ratio 22 calls to 1 put.

United Natural Foods (UNFI) December call option implied volatility is at 110, January is at 69; compared to its 52-week range of 43 to 116 into the expected release of quarter results before the bell on December 8.

Broadcom (AVGO) December weekly call option implied volatility is at 53, December is at 36; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on December 9. Call put ratio 5.5 calls to 1 put.

Costco (COST) December weekly call option implied volatility is at 44, December is at 32; compared to its 52-week range of 15 to 32 into the expected release of quarter results on December 9.

Hormel (HRL) December weekly call option implied volatility is at 62, December is at 39; compared to its 52-week range of 17 to 50 into the expected release of quarter results before the bell on December 9. Call put ratio 4.9 calls to 1 put.

Lululemon (LULU) December weekly call option implied volatility is at 107, December is at 69; compared to its 52-week range of 24 to 55 into the expected release of quarter results after the bell on December 9. Call put ratio 1 call to 1.2 puts.

Southwest Airlines (LUV) December weekly call option implied volatility is at 52, December is at 46; compared to its 52-week range of 28 to 55 into hosting an investor conference on December 8. Call put ratio 2.2 calls to 1 put.

McCormick & Co. (MKC) December weekly call option implied volatility is at 24, December is at 23; compared to its 52-week range of 16 to 34 into hosting an investor conference on December 8.

Edwards Lifesciences (EW) December weekly call option implied volatility is at 81, December is at 43; compared to its 52-week range of 21 to 46 into hosting an investor conference on December 8. Call put ratio 3.9 calls to 1 put.

CVS Health (CVS) December weekly call option implied volatility is at 39, December is at 28; compared to its 52-week range of 19 to 37 into hosting an investor conference on December 9. Call put ratio 3.3 calls to 1 put.

Tyson Foods (TSN) December weekly call option implied volatility is at 38, December is at 31; compared to its 52-week range of 19 to 39 into hosting an investor conference on December 9. Call put ratio 4.2 calls to 1 put with focus on December calls.

Archer Danial Midland (ADM) December weekly call option implied volatility is at 34, December is at 27; compared to its 52-week range of 19 to 38 into hosting an investor conference on December 10.

Centene (CNC) December weekly call option implied volatility is at 88, December is at 49; compared to its 52-week range of 25to 53 into hosting an investor conference on December 10. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: ASHR GTLB BW MIMI CONN ARDX
Increasing unusual call option volume: ASHR FICO CSTM ESTC ARDX
Increasing unusual put option volume: COUP IGT MQ MDB KBH
Options with decreasing option implied: FPAC INO GRAB AI
Active options: AAPL TSLA INTC NVDA AMD BABA NIO PYPL FB LCID F SOFI PFE PLTR AMZN AMC MSFT DKNG SNAP BBIG