Mid-session IV Report February 1, 2021

Mid-session IV Report February 1, 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: AMC AG CVM INO GME VXRT RVP GPRO SPCE FUBO PBI CRIS FIZZ FSM RVP SVM BCRX

Popular stocks with increasing volume: DD GME PLTR BB T

Gamma moving stocks

GameStop (GME) 30-day option implied volatility is at 464; compared to its 52-week range of 55 to 552. Call put ratio 1 call to 3.2 puts as shares sell off 28%.

Nokia (NOK) 30-day option implied volatility is at 132; compared to its 52-week range of 34 to 379. Call put ratio 7.4 calls to 1 put as shares rally 4%.

AMC Entertainment (AMC) 30-day option implied volatility is at 509; compared to its 52-week range of 76 to 724. Call put ratio 1.5 calls to 1 put as shares rally 5.2%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 192; compared to its 52-week range of 48 to 302. Call put ratio 1.3 calls to 1 put as shares sell off 15%.

BlackBerry (BB) 30-day option implied volatility is at 368; compared to its 52-week range of 37 to 478. Call put ratio 2.7 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 91; compared to its 52-week range of 61 to 143. Call put ratio 4.9 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 197; compared to its 52-week range of 78 to 238. Call put ratio 2.8 calls to 1 put as shares rally 10.8%.

Macy (M) 30-day option implied volatility is at 135; compared to its 52-week range of 50 to 171. Call put ratio 6.4 calls to 1 put as shares sell off 3.5%.

SunPower (SPWR) 30-day option implied volatility is at 170; compared to its 52-week range of 61 to 162. Call put ratio 2.5 calls to 1 put as shares sell off 13%.

National Beverage (FIZZ) 30-day option implied volatility is at 177; compared to its 52-week range of 44 to 276. Call put ratio 1 call to 1 put as shares sell off 16%.

Viacom CBS (VIAC) 30-day option implied volatility is at 100; compared to its 52-week range of 36 to 135. Call put ratio 2.1 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 103; compared to its 52-week range of 57 to 178, Call put ratio 5.1 calls to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 133; compared to its 52-week range of 29 to 195. Call put ratio 1.2 calls to 1 put as shares sell off 6.6%.

Dillard’s (DDS) 30-day option implied volatility is at 198; compared to its 52-week range of 47 to 202. Call put ratio 5.5 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 135; compared to its 52-week range of 33 to 230. Call put ratio 2.2 calls to 1 put as shares rally 7.5%.

Pitney-Bowes (PBI) 30-day option implied volatility is at 166; compared to its 52-week range of 48 to 238. Call put ratio 1.7 calls to 1 put as shares rally 8.6%.

Stitch Fix (SFIX) 30-day option implied volatility is at 100; compared to its 52-week range of 49 to 134. Call put ratio 1 call to 4.5 puts as shares sell off 10%.

Palantir (PLTR) 30-day option implied volatility is at 123; compared to its 52-week range of 59 to 174. Call put ratio 2 calls to 1 put as shares sell off 6%.

IV into quarter results

Cirrus Logic (CRUS) February weekly call option implied volatility is at 90, February is at 57; compared to its 52-week range of 32 to 93 into the expected release of quarter results today after the bell.

NXP Semiconductor (NXPI) February weekly call option implied volatility is at 72, February is at 49; compared to its 52-week range of 26 to 115 into the expected release of quarter results today after the bell.

Alibaba (BABA) February weekly call option implied volatility is at 62, February is at 46; compared to its 52-week range of 28 to 62 into the expected release of quarter results on February 2. Call put ratio 3.4 calls to 1 put.

Alphabet (GOOG) February weekly call option implied volatility is at 60, February is at 38; compared to its 52-week range of 18 to 75 into the expected release of quarter results after the bell on February 2.

Amazon (AMZN) February weekly call option implied volatility is at 66, February is at 44; compared to its 52-week range of 22 to 69 into the expected release of quarter results after the bell on February 2.

Exxon Mobil (XOM) February weekly call option implied volatility is at 54, February is at 45; compared to its 52-week range of into the expected release of quarter results on February 2.

Silver stock option volume and share price up as silver near eight year high

Silver Horn Mining Ltd. (SILV) 30-day option implied volatility is at 141; compared to its 52-week range of 67 to 194. Call put ratio 19.7 calls to 1 put with focus on February 15 calls as shares rally 10.6%.

Wheaton Precious Metals Corp. (WPM) 30-day option implied volatility is at 65; compared to its 52-week range of 27 to 101 as silver trends to eight year high. Call put ratio 2.4 calls to 1 put.

Coeur Mining Inc. (CDE) 30-day option implied volatility is at 156; compared to its 52-week range of 63 to 138 as silver trends to eight year high. Call put ratio 13 calls to 1 put as shares rally 26%.

Buenaventura Mining Co. Inc. (BVN) 30-day option implied volatility is at 91; compared to its 52-week range of 36 to 157 as silver trends to eight year high. Call put ratio 665 calls to 1 put as shares rally 8.8%.

Hecla Mining Co. (HL) 30-day option implied volatility is at 166; compared to its 52-week range of 50 to 203 as silver trends to eight year high. Call put ratio 9.5 calls to 1 put as shares rally 32%.

Fortuna Silver Mines Inc (FSM) 30-day option implied volatility is at 153; compared to its 52-week range of 48 to 150 as silver trends to eight year high. Call put ratio 20 calls to 1 put as shares rally 16%.

First Majestic Silver (AG) 30-day option implied volatility is at 280; compared to its 52-week range of 52 to 155. Call put ratio 3.8 calls to 1 put with focus on February weekly calls.

Pan American Silver (PAAS) 30-day option implied volatility is at 103; compared to its 52-week range of 41 to 125. Call put ratio 7.2 calls to 1 put as shares rally 15.8%.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 81; compared to its 52-week range of 17 to 94. Call put ratio 5.2 calls to 1 put with focus on February calls as shares rally 9%.

Endeavour Silver Corp. (EXK) 30-day option implied volatility is at 186; compared to its 52-week range of 52 to 156. Call put ratio 23 calls to 1 put with focus on March 5 calls as shares rally 18.5%.

Chamath Palihapitiya SPAC’s

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 148; compared to its 52-week range of 69 to 145. Call put ratio 5.8 calls to 1 put as shares rally 8%.

Social Capital Hedosophia Holdings Corp IV (IPOD) 30-day option implied volatility is at 115; compared to its 52-week range of 95 to 116. Call put ratio 7 calls to 1 put.

Social Capital Hedosophia Hldgs Corp VI (IPOF) 30-day option implied volatility is at 124; compared to its 52-week range of 73 to 117. Call put ratio 6.4 calls to 1 put.

Increasing unusual option volume: LODE GSM SUM MUX SENS SVM DTEA GSAT IPOE
Increasing unusual call option volume: LODE SUM GSM MUX GSAT SENS SVM IPOE DXC
Increasing unusual put option volume: DD EXPR PVH EWJ JNK NOK PETS AMC IPOE GME GNUS
Options with decreasing option implied: COTY BIIB TTM RBAC COG CCX
Active options: AAPL NOK AMC DD SNDL TSLA GME NIO PLTR AMD BB FB MSFT AAL F GE AG CCJ AMZN T