Mid-session IV Report February 12, 2021

Mid-session IV Report February 12, 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: QUIK QS FTFT GILD APHA MVIS FUTU FSR

Popular stocks with increasing volume: SNDL DIS TLRY FSR QS ACB SPCE

Options into quarter results and outlook

Advance Auto Parts (AAP) February call option implied volatility is at 60, March is at 38; compared to its 52-week range of 27 to 112 into the expected release of quarter results before the bell on February 16. Call put ratio 1 call to 1.9 puts.

Agilent (A) February call option implied volatility is at 42, March is at 32; compared to its 52-week range of 22 to 97 into the expected release of quarter results after the bell on February 16.

American International Group (AIG) February call option implied volatility is at 47, March is at 39; compared to its 52-week range of 21 to 145 into the expected release of quarter results after the bell on February 16.

AutoNation (AN) February call option implied volatility is at 45, March is at 40; compared to its 52-week range of 29 to 119 into the expected release of quarter results before the bell on February 16.

Avis Budget (CAR) February call option implied volatility is at 98, March is at 74; compared to its 52-week range of 45 to 321 into the expected release of quarter results after the bell on February 16. Call put ratio 1 call to 1.5 puts.

Boyd Gaming (BYD) February call option implied volatility is at 47, March is at 49; compared to its 52-week range of 33 to 261 into the expected release of quarter results after the bell on February 16.

Continental Resources (CLR) February call option implied volatility is at 77, March is at 87; compared to its 52-week range of 52 to 253 into the expected release of quarter results after the bell on February 16. Call put ratio 1 call to 1.6 puts.

CVS Health (CVS) February call option implied volatility is at 43, March is at 32; compared to its 52-week range of 23 to 89 into the expected release of quarter results before the bell on February 16. Call put ratio 8 calls to put with focus on February 75 calls.

Ecolab (ECL) February call option implied volatility is at 31, March is at 30; compared to its 52-week range of 17 to 79 into the expected release of quarter results before the bell on February 16. Call put ratio 1 call to 2.2 puts.

Devon Energy (DVN) February call option implied volatility is at 72, March is at 67; compared to its 52-week range of 42 to 213 into the expected release of quarter results after the bell on February 16. Call put ratio 10.4 calls to 1 put.

Groupon (GRPN) February call option implied volatility is at 75, March is at 89; compared to its 52-week range of 64 to 329 into the expected release of quarter results on February 16. Call put ratio 29 calls to 1 put with focus on February 36 calls.

Lattice Semiconductor (LSCC) February call option implied volatility is at 87, March is at 61; compared to its 52-week range of 44 to 98 into the expected release of quarter results after the bell on February 16. Call put ratio 16 calls to 1 put.

Occidental Petroleum (OXY) February call option implied volatility is at 72, March is at 73; compared to its 52-week range of 37 to 202 into the expected release of quarter results after the bell on February 16. Call put ratio 3.7 calls to 1 put.

Palantir (PLTR) February call option implied volatility is at 165, March is at 129; compared to its 52-week range of 59 to 173 into the expected release of quarter results on February 16. Call put ratio 2 calls to 1 put.

Yandex (YNDX) February call option implied volatility is at 48, March is at 43; compared to its 52-week range of 31 to 112 into the expected release of quarter results on February 16. Call put ratio 61 calls to 1 put with focus on February 75 calls.

Zoetis (ZTS) February call option implied volatility is at 35, March is at 26; compared to its 52-week range of 19 to 80 into the expected release of quarter results before the bell on February 16. Call put ratio 2.3 calls to 1 put.

Option IV movers

Churchill Capital Corp IV (CCIV) February call option implied volatility is at 231, March is at 250; compared to its 52-week range of 145 to 261. Call put ratio 8 calls to 1 put with focus on February 35 and 40 calls.

Increasing unusual option volume: DNN GSAT CARG GTE BKLN CLBS OTIC GTE
Increasing unusual call option volume: DNN GSAT CARG GTE CLBS AGTC
Increasing unusual put option volume: SNDL FOLD GSAT BKLN LLNW AEM
Options with decreasing option implied: FOLD GME GLUU AMC SAVA ENDP COTY DIS GPRO IRBT UA YELP
Active options: SNDL TSLA DIS TLRY AAPL FSR DNN QS NiO PLTR TWTR ACB PYPL AMZN SPCE AMD APHA AMC CCIV SNAP