Mid-session IV Report December 8, 2020

Mid-session IV Report December 8, 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: IPOC VLDR TRNE KODK LMND APT CCX SNOW

Popular stocks with increasing volume: PLTR FSLY SFIX X OXY SNOW

Uber (UBER) December weekly calls option implied volatility is at 60, December is at 54; compared to its 52-week range of 36 to 201 into DoorDash IPO. Call put ratio 1.9 calls to 1 put with focus on December weekly 55 calls.

Lyft (LYFT) December weekly call option implied volatility is at 64, December is at 59; compared to its 52-week range of 38 to 196 into DoorDash IPO. Call put ratio 2.9 calls to 1 put as shares rally 2.5%.

Chewy (CHWY) December weekly call option implied volatility is at 127, December is at 88; compared to its 52-week range of 43 to 117 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with focus on December 80 calls.

GameStop (GME) December weekly call option implied volatility is at 265, December is at 199; compared to its 52-week range of 52 to 227 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put with focus on December weekly 17 calls.

Guidewire Software (GWRE) December call option implied volatility is at 55, January is at 38; compared to its 52-week range of 22 to 80 into the expected release of quarter results today after the bell. Call put ratio 7.1 calls to 1 put with focus on December 130 calls.

Adobe (ADBE) December weekly call option implied volatility is at 61, December is at 45; compared to its 52-week range of 18 to 86 into the expected release of quarter results after the bell on December 9.

Campbell Soup (CPB) December weekly call option implied volatility is at 64, December is at 43; compared to its 52-week range of 17 to 76 into the expected release of quarter results before the bell on December 9. Call put ratio 2.3 calls to 1 put.

Lovesac (LOVE) December call option implied volatility is at 110, January is at 86; compared to its 52-week range of 66 to 279 into the expected release of quarter results before the bell on December 9. Call put ratio 8 calls to 1 put.

nCino (NCNO) December call option implied volatility is at 73, January is at 62; compared to its 52-week range of 58 to 106 into the expected release of quarter results after the bell on December 9.

RH (RH) December weekly call option implied volatility is at 162, December is at 105; compared to its 52-week range of 32to 163 into the expected release of quarter results after the bell on December 9.

United Natural Foods (UNFI) December call option implied volatility is at 105, January is at 77; compared to its 52-week range of 55 to 175 into the expected release of quarter results before the bell on December 9. Call put ratio 93 calls to 1 put with focus on January calls.

Broadcom (AVGO) December weekly call option implied volatility is at 67, December is at 44; compared to its 52-week range of 21 to 97 into the expected release of quarter results after the bell on December 10.

lululemon athletica (LULU) December weekly call option implied volatility is at 97, December is at 64; compared to its 52-week range of 22 to 128 into the expected release of quarter results after the bell on December 10.

Costco (COST) December weekly call option implied volatility is at 37, December is at 28; compared to its 52-week range of 14 to 76 into the expected release of quarter results on December 10. Call put ratio 2.3 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 100 and 102 calls.

Walt Disney (DIS) December weekly call option implied volatility is at 50, December is at 37; compared to its 52-week range of 18 to 101 into investor meeting on December 10. Call put ratio 3.65 calls to 1 put with focus on December weekly and December 155 calls.

IV into Airbnb IPO

Booking Holdings (BKNG) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 120 into Airbnb IPO.

TripAdvisor (TRIP) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 186.

Expedia (EXPE) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 253. Call put ratio 3.4 calls to 1 put.

Trivago (TRVG) 30-day option implied volatility is at 162; compared to its 52-week range of 52 to 282.

Marriott Vacations (VAC) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 211.

Hilton Grand Vacations (HGV) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 230 into Airbnb IPO. Call put ratio 1 call to 2.7 puts.

Wyndham Destinations (WYND) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 230.

Increasing unusual option volume: LAZR SNDL XXII DVY QS VLDR ARLO
Increasing unusual call option volume: LAZR XXII SNDL PAGP QS ARLO SMAR
Increasing unusual put option volume: VLDR QS LRN SMAR EAT IPOC SFIX DQ
Options with decreasing option implied: VOD BB WKHS KIRK BCRX MIK SWBI WORK DOCU
Active options: TSLA PLTR AAPL PFE NIO AMD AAL FSLY BA SFIX SPCE X AMZN OXY MSFT WFC BAC UBER DKNG SNOW