Mid-session IV Report February 19, 2021

Mid-session IV Report February 19, 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: VCNX EOLS FAZ FRX WATT FUTU CLVS CENX SUBZ NKE

Popular stocks with increasing volume: CCL PLUG TLRY UBER DE CAT
IV movers

Twitter (TWTR) February weekly call option implied volatility is at 64, March is at 55; compared to its 52-week range of 28 to 125 into a investor meeting on February 25. Call put ratio 4.7 calls to 1 put.

Uber (UBER) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 201 after U.K. Court rules drivers are entitled to rights. Call put ratio 1.2 calls to 1 put as shares rally 4.3%.

Lyft (LYFT) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 196 after U.K. Court rules drivers are entitled to rights. Call put ratio 1 call to 1.2 puts.

Option IV into quarter results and outlook

Berkshire Hathaway (BRK/B) February weekly call option implied volatility is at 14, Match is at 22; compared to its 52-week range of 16 to 79.

Discover Inc (DISCA) March call option implied volatility is at 59, April is at 50; compared to its 52-week range of into the expected release of quarter results on February 22. Call put ratio 1 call to 2 puts.

DISH Network (DISH) February weekly call option implied volatility is at 61, March is at 60; compared to its 52-week range of into the expected release of quarter results before the bell on February 22. Call put ratio 3.8 calls to 1 put.

Nautilus (NLS) March call option implied volatility is at 111; compared to its 52-week range of 80 to 343 into the expected release of quarter results after the bell on February 22.Call put ratio 13 calls to 1 put.

RealReal (REAL) February weekly call option implied volatility is at 111, March is at 95; compared to its 52-week range of 66 to 177 into the expected release of quarter results after the bell on February 22. Call put ratio 5.2 calls to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 286; compared to its 52-week range of 145 to 261. Call put ratio 4 calls to 1 put with focus on February 60 calls expiring today.

Increasing unusual option volume: SOS DNN ITP TXRH CENX
Increasing unusual call option volume: DNN SOS ITP GSAT MCF
Increasing unusual put option volume: EHTH XLY WATT SENS DNN
Options with decreasing option implied: FOLD OPK TLRY GME ACB AVXL KERN
Active options: PLTR AAPL SNDL TSLA NIO RIOT UBER AMZN AMD GME ROKU AMAT CCIV FB PLUG CCL MU SNAP NVDA TLRY