Mid-session IV Report December 9, 2020

Mid-session IV Report December 9, 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: VLDR KODK LAZR QS FEYE GRUB RH LULU

Popular stocks with increasing volume: SPCE ROKU RKT GME AAL T OXY

Uber (UBER) December weekly calls option implied volatility is at 55, December is at 50; compared to its 52-week range of 36 to 201 into DoorDash (DASH) IPO. Call put ratio 2.3 calls to 1 put with focus on December weekly 54 and 55 calls as shares rally 1.6%.

Lyft (LYFT) December weekly call option implied volatility is at 62, December is at 57; compared to its 52-week range of 38 to 196 into DoorDash (DASH) IPO. Call put ratio 2 calls to 1 put as shares rally 1.3%.

AT&T (T) December weekly call option implied volatility is at 30, December is at 27; compared to its 52-week range of 15 to 80 amid AT&T receives offers above $15B in DirecTV auction, WSJ says. Call put ratio 9.1 calls to 1 put with focus on December weekly 32 calls.

Adobe (ADBE) December weekly call option implied volatility is at 71, December is at 45; compared to its 52-week range of 18 to 86 into the expected release of quarter results today after the bell.

nCino (NCNO) December call option implied volatility is at 88, January is at 64; compared to its 52-week range of 58 to 106 into the expected release of quarter results today after the bell.

RH (RH) December weekly call option implied volatility is at 181, December is at 106; compared to its 52-week range of 32to 163 into the expected release of quarter results today after the bell.

Broadcom (AVGO) December weekly call option implied volatility is at 68, 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. Call put ratio1 call to 1.4 puts with focus on December weekly 420 and 425 puts.

lululemon athletica (LULU) December weekly call option implied volatility is at 110, December is at 65; 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 41, 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 2.1 calls to 1 put.

CIena (CIEN) December weekly call option implied volatility is at 137, December is at 73; compared to its 52-week range of 24 to 88 into the expected release of quarter results before the bell on December 10.

Dave & Busters (PLAY) December weekly call option implied volatility is at 173, December is at 114; compared to its 52-week range of 30 to 482 into the expected release of quarter results after the bell on December 10.

Flour (FLR) December weekly call option implied volatility is at 140, December is at 86; compared to its 52-week range of 38 to 182 into the expected release of quarter results before the bell on December 10.Call put ratio 9 calls to 1 put with focus on December calls.

National Beverage (FIZZ) December call option implied volatility is at 71, January is at 55; compared to its 52-week range of 39 to 117 into the expected release of quarter results on December 10.

Oracle (ORCL) December weekly call option implied volatility is at 77, December is at 43; compared to its 52-week range of 15 to 92 into the expected release of quarter results on December 10. Call put ratio 2.8 calls to 1 put.

Vail Resorts (MTN) December call option implied volatility is at 48, January is at 38; compared to its 52-week range of 21 to 125 into the expected release of quarter results after the bell on December 10.

IV and volume movers

QuantumScape (QS) 30-day option implied volatility is at 239; compared to its 52-week range of 76 to 232.

Revlon (REV) 30-day option implied volatility is at 140; compared to its 52-week range of 52 to 277.

B2Gold (BTG) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 148. Call put ratio 19 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 241; compared to its 52-week range of 108 to 387. Call put ratio 8 calls to 1 put.

Kodak (KODK) 30-day option implied volatility is at 171; compared to its 52-week range of 86 to 330.
Catabasis Pharmaceuticals (CATB) 30-day option implied volatility is at 213; compared to its 52-week range of 68 to 505.

Direxion Oil & Gas 3x Bull ETF (GUSH) 30-day option implied volatility is at 104; compared to its 52-week range of 83 to 505. Call put ratio 6 calls to 1 put with focus on December and January calls as shares rally 7%.

Albertsons (ACI) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 88. Call put ratio 13 calls to 1 put with focus on January calls.

Wheaton Precious Metals (WPM) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 102.

RMG Acquisition Corp (RMG) 30-day option implied volatility is at 214; compared to its 52-week range of 19 to 199. Call put ratio 13 calls to 1 put with focus on February 10 calls.

Increasing unusual option volume: RMG QS TDC LAZR FUBO PS
Increasing unusual call option volume: TDC RMG LAZR QS LAZR ADNT PS
Increasing unusual put option volume: QS VLDR XPEV NYT MLCO FEYE SFIX PLTR GME
Options with decreasing option implied: CRON GME ZUO CLDR BB PD
Active options: AAPL TSLA PFE T AAL PLTR NIO GME GE FB OXY AMD QS RKT MSFT VALE CCL CHWY SPCE ROKU