Mid-session IV Report February 16, 2021

Mid-session IV Report February 16, 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: SOS DNN GSAT AMTX TRVG SENS GTE

Popular stocks with increasing volume: PLTR NIO AMD CCL TLRY

Option IV into quarter results and outlook

QuantumScape (QS) February call option implied volatility is at 177, March is at 155; compared to its 52-week range of 76 to 232 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with focus on February 50 call and 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.

Avis Budget (CAR) February call option implied volatility is at 139, March is at 77; compared to its 52-week range of 45 to 321 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 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 today after the bell.

Continental Resources (CLR) February call option implied volatility is at 100, March is at 87; compared to its 52-week range of 52 to 253 into the expected release of quarter results today after the bell. Call put ratio 2.6 call to 1 put.

Devon Energy (DVN) February call option implied volatility is at 98, March is at 67; compared to its 52-week range of 42 to 213 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

Groupon (GRPN) February call option implied volatility is at 79, March is at 95; compared to its 52-week range of 64 to 329 into the expected release of quarter results on February 16. Call put ratio 3 calls to 1 put.

Lattice Semiconductor (LSCC) February call option implied volatility is at 117, March is at 61; compared to its 52-week range of 44 to 98 into the expected release of quarter results today after the bell. Call put ratio 17.3 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 today after the bell. Call put ratio 3.7 calls to 1 put.

Albemarle (ALB) February call option implied volatility is at 71, March is at 54; compared to its 52-week range of 37 to 98 into the expected release of quarter results after the bell on February 17.

Analog Devices (ADI) February call option implied volatility is at 45, March is at 34; compared to its 52-week range of 25 to 94 into the expected release of quarter) into the results before the bell on February 17.

Baidu (BIDU) February call option implied volatility is at 111, March is at 76; compared to its 52-week range of 32 to 81 into the expected release of quarter results after the bell on February 17.

Cheesecake Factory (CAKE) February call option implied volatility is at 93, March is at 67; compared to its 52-week range of 29 to 279 into the expected release of quarter results after the bell on February 17.

Fastly (FAST) February call option implied volatility is at 29, March is at 25; compared to its 52-week range of 25 to 81 into the expected release of quarter results after the bell on February 17.

Herbalife (HLF) February call option implied volatility is at 91, March is at 48; compared to its 52-week range of 31 to 109 into the expected release of quarter results after the bell on February 17.

Hilton (HLT) February call option implied volatility is at 57, March is at 38; compared to its 52-week range of 23 to 254 into the expected release of quarter results before the bell on February 17.

Hyatt (H) February call option implied volatility is at 55, March is at 41; compared to its 52-week range of 23 to 214 into the expected release of quarter results after the bell on February 17.

iQIYI (IQ) February call option implied volatility is at 151, March is at 84; compared to its 52-week range of 45 to 123 into the expected release of quarter results after the bell on February 17. Call put ratio 4.9 calls to 1 put.

Marathon (MRO) February call option implied volatility is at 100, March is at 76; compared to its 52-week range of 38 to 269 into the expected release of quarter results after the bell on February 17. Call put ratio 4 calls to 1 put. Call put ratio 4 calls to 1 put.

Shopify (SHOP) February call option implied volatility is at 93, March is at 57; compared to its 52-week range of 41 to 123 into the expected release of quarter results on February 17.

Sunpower (SPWR) February call option implied volatility is at 193, March is at 112; compared to its 52-week range of 61 to 163 into the expected release of quarter results on February 17.

Twilio (TWLO) February call option implied volatility is at 112, March is at 61; compared to its 52-week range of 37 to 97 into the expected release of quarter results after the bell on February 17.

Wingstop (WING) February call option implied volatility is at 91, March is at 48; compared to its 52-week range of 33 to 157 into the expected release of quarter results before the bell on February 17.

Wix.com (WIX) February call option implied volatility is at 105, March is at 51; compared to its 52-week range of 33 to 106 into the expected release of quarter results before the bell on February 17.

Boston Beer Co. (SAM) February call option implied volatility is at 110, March is at 52; compared to its 52-week range of 35 to 110 into the expected release of quarter results after the bell on February 17.

Roku (ROKU) February call option implied volatility is at 161, March is at 79; compared to its 52-week range of 55 to 131 into the expected release of quarter results after the bell on February 18. Call put ratio 1.2 calls to 1 put.

Option volume movers

Churchill Capital Corp IV (CCIV) February call option implied volatility is at 257, March is at 251; compared to its 52-week range of 145 to 261. Call put ratio 2 calls to 1 put with focus on February 35 and 40 and 50 calls.

Cboe Global Markets (CBOE) call put ratio 2.9 calls to 1 put on flat IV of 28 as shares rally 6.7%.

Increasing unusual option volume: DNN SOS GSAT SENS TRVG CLBS GTE
Increasing unusual call option volume: DNN SOS GSAT SENS TRVG CLBS
Increasing unusual put option volume: DNN ZNTE SSSS SNDL FAZ GSAT MJ API
Options with decreasing option implied: FOLD GPRO GME GLUU AMC PLTR AN
Active options: PLTR AAPL SNDL DNN NIO TSLA SOS AMD AMC BABA CCL FB CCIV T TLRY RIOT AMZN SENS TWTR GE