Mid-session IV Report February 17, 2021

Mid-session IV Report February 17, 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: FTI HYLN CLVR ARKF ASHR ACN IQ SPWR TWLO SAM FSLY LODE GSKY EBON

Popular stocks with increasing volume: WFC VZ RIOT PLTR SNAP

Option IV into quarter results and outlook

iQIYI (IQ) February call option implied volatility is at 177, March is at 91; compared to its 52-week range of 45 to 123 into the expected release of quarter results today after the bell. Call put ratio 5.2 calls to 1 put with focus on February 25 calls.

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 today after the bell.

Twilio (TWLO) February call option implied volatility is at 128, March is at 61; compared to its 52-week range of 37 to 97 into the expected release of quarter results today after the bell.

Boston Beer Co. (SAM) February call option implied volatility is at 140, March is at 57; compared to its 52-week range of 35 to 110 into the expected release of quarter results today after the bell. Call put ratio 4.8 calls to 1 put.

Fastly (FSLY) February call option implied volatility is at 202, March is at 94; compared to its 52-week range of 25 to 81 into the expected release of quarter results today after the bell.

Applied Material (AMAT) February call option implied volatility is at 83, March is at 51; compared to its 52-week range of 31 to 121 into the expected release of quarter results after the bell on February 18.

Barrick Gold (GOLD) February call option implied volatility is at 62, March is at 42; compared to its 52-week range of 30 to 103 into the expected release of quarter results on February 18. Call put ratio 2.9 calls to 1 put.

Blue Apron (APRN) February call option implied volatility is at 370, March is at 180; compared to its 52-week range of 101 to 597 into the expected release of quarter results before the bell on February 18. Call put ratio 1 call to 4.3 puts.

Dropbox (DBX) February call option implied volatility is at 160, March is at 78; compared to its 52-week range of 37 to 102 into the expected release of quarter results after the bell on February 18. Call put ratio 13 calls to 1 put with focus on February 25 calls.

Hormel (HRL) February call option implied volatility is at 54, March is at 26; compared to its 52-week range of 18 to 69 into the expected release of quarter results before the bell on February 18.

Marriott (MAR) February call option implied volatility is at 62, March is at 41; compared to its 52-week range of 28 to 201 into the expected release of quarter results before the bell on February 18. Call put ratio 2.2 calls to 1 put.

Melco Resorts (MLCO) February call option implied volatility is at 41, March is at 45; compared to its 52-week range of 41 to 158 into the expected release of quarter results on February 18. Call put ratio 27 calls to 1 put.

Newmont (NEM) February call option implied volatility is at 51, March is at 39; compared to its 52-week range of 25 to 114 into the expected release of quarter results before the bell on February 18.

Norwegian Cruise Line (NCLH) February call option implied volatility is at , March is at ; compared to its 52-week range of 34 to 267 into the expected release of quarter results on February 18. Call put ratio 2.9 calls to 1 put.

Roku (ROKU) February call option implied volatility is at 167, March is at 76; compared to its 52-week range of 55 to 130 into the expected release of quarter results after the bell on February 18.

Trip Advisor (TRIP) February call option implied volatility is at 103, March is at 63; compared to its 52-week range of 33 to 186 into the expected release of quarter results after the bell on February 18. Call put ratio 5 calls to 1 put.

Walmart (WMT) February call option implied volatility is at 58, March is at 29; compared to its 52-week range of 16 to 68 into the expected release of quarter results before the bell on February 18. Call put ratio 5.2 calls to 1 put with focus on February and March 145 calls.

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.

Increasing unusual option volume: SOS MAT DNN LODE GSAT ITP CNET SENS QSR VSTM LODE
Increasing unusual call option volume: VSTM CBAT SENS DNN SOS GSAT LODE AGTC CNET
Increasing unusual put option volume: SNDL EXPR STNE SENS DNN ELAN CLNY QSR ICLN A SNDL
Options with decreasing option implied: GME AMC VERU BB GPRO UA YELP ZNGA FOLD AIG
Active options: AAPL TSLA SNDL PLTR NIO DNN CCIV SOS VZ RIOT AMD X QS BAC AMZN TWTR CBAT SENS TLRY SNAP