Mid-session IV Report February 18, 2021

Mid-session IV Report February 18, 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: RIOT QUIK FLNT AMC RIGL BCLI XERS HYLN ACIA KWEB FDX

Popular stocks with increasing volume: PLUG FSLY WFC TLRY NIO

Option IV into quarter results and outlook

Roku (ROKU) February call option implied volatility is at 205, March is at 75; compared to its 52-week range of 55 to 131 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Applied Material (AMAT) February call option implied volatility is at 91 March is at 51; compared to its 52-week range of 31 to 121 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Dropbox (DBX) February call option implied volatility is at 180, March is at 78; compared to its 52-week range of 37 to 102 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put with focus on February 24 and 25 calls.

Trip Advisor (TRIP) February call option implied volatility is at 145, March is at 63; compared to its 52-week range of 33 to 186 into the expected release of quarter results today after the bell. Call put ratio 20 calls to 1 put with focus on February 37 calls.

Deere (DE) February call option implied volatility is at 88, March is at 35; compared to its 52-week range of 25to 101 into the expected release of quarter results before the bell on February 19.

Magna International (MGA) February call option implied volatility is at 88, March is at 49; compared to its 52-week range of 28 to 119 into the expected release of quarter results before the bell on February 19. Call put ratio 4.4 calls to 1 put.

IV movers

Denison Mines (DNN) 30-day option implied volatility is at 283; compared to its 52-week range of 176 to 431. Call put ratio 11.5 calls to 1 put as shares sell off 18%.

Pershing Square Tontine (PSTH) 30-day option implied volatility is at 133; compared to its 52-week range of 32 to 148. Call put ratio 4.7 calls to 1 put as shares sell off 5%.

Luminar Technologies (LAZR) 30-day option implied volatility is at 143; compared to its 52-week range of 28 to 244. Call put ratio 2.5 calls to 1 put as shares sell off 5%.

XL Fleet (XL) 30-day option implied volatility is at 147; compared to its 52-week range of 27 to 207. Call put ratio 3.6 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 275; compared to its 52-week range of 121 to 275. Call put ratio 1 call to 1 put on total call put volume 121K contracts.

Ebang International (EBON) 30-day option implied volatility is at 321; compared to its 52-week range of 191 to 296. Call put ratio 7.3 calls to 1 put as shares sell off 5.2%.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 271; compared to its 52-week range of 145 to 260. Call put ratio 4.5 calls to 1 put on active option volume of 115K contracts.

Canaan Inc. (CAN) 30-day option implied volatility is at 292; compared to its 52-week range of 152 to 303. Call put ratio 3.4 calls to 1 put.

Ault Global Holdings (DPW) 30-day option implied volatility is at 314; compared to its 52-week range of 172 to 291. Call put ratio 7 calls to 1 put.

Comstock Mining (LODE) 30-day option implied volatility is at 296; compared to its 52-week range of 87 to 436.

GreenSky, Inc. (GSKY) 30-day option implied volatility is at 184; compared to its 52-week range of 61 to 175. Call put ratio 18 calls to 1 put.

ZW Data Action Technologies (CNET) 30-day option implied volatility is at 331; compared to its 52-week range of 74 to 381. Call put ratio 10 calls to 1 put.

Ebang International (EBON) 30-day option implied volatility is at 328; compared to its 52-week range of 191 to 296. Call put ratio 7.1 calls to 1 put.

iQIYI (IQ) 30-day option implied volatility is at 75; compared to its 52-week range of 46 to 133. Call put ratio 4.5 calls to 1 put.

FirstEnergy (FE) call put ratio 8.6 calls to 1 put after disclosing letter about Icahn buying stake

Increasing unusual option volume: SOS DNN FLNT GSAT LODE SNDL BLMN IGV
Increasing unusual call option volume: SOS DNN FLNT GSAT ITP FE
Increasing unusual put option volume: DNN NXTD YNDX APRN MGI EXPR XLY ICLN
Options with decreasing option implied: TLRY OPK FOLD APHA GME FTI AMC APRN SAM WMT
Active options: AAPL PLTR NIO TSLA AMC WMT RIOT CCIV SNDL QS FB TLRY WFC AMD SOS PSTH AMZN FSLY PLUG