Mid-session IV Report February 2, 2021

Mid-session IV Report February 2, 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: FEYE EA AMZN GOOG GOOGL ATHM TCS SAVA ORBC OPK HL
Popular stocks with increasing volume:

Popular stocks with increasing volume: AMC NOK AMZN GOOG

IV into quarter results

Alphabet (GOOG) February weekly call option implied volatility is at 63, February is at 38; compared to its 52-week range of 18 to 75 into the expected release of quarter results today after the bell.

Amazon (AMZN) February weekly call option implied volatility is at 69, February is at 41; compared to its 52-week range of 22 to 69 into the expected release of quarter results today after the bell.

Amgen (AMGN) February weekly call option implied volatility is at 45, February is at 29; compared to its 52-week range of 21 to 82 into the expected release of quarter results today after the bell.

Container Store (TCS) February call option implied volatility is at 155, March is a 121; compared to its 52-week range of 57 to 179 into the expected release of quarter results today after the bell. Call put ratio 8.8 calls to 1 put.

Electronic Arts (EA) February weekly call option implied volatility is at 75, February is at 44; compared to its 52-week range of 23 to 80 into the expected release of quarter results today after the bell.

FireEye (FEYE) February weekly call option implied volatility is at 156, February is at 86; compared to its 52-week range of 33 to 149 into the expected release of quarter results today after the bell. Call put ratio 26 calls to 1 put.

Match Group (MTCH) February weekly call option implied volatility is at 110, February is at 61; compared to its 52-week range of 38 to 114 into the expected release of quarter results today after the bell.

AbbVie (ABBV) February weekly call option implied volatility is at 50, February is at 33; compared to its 52-week range of 22 to 78 into the expected release of quarter results before the bell on February 3. Call put ratio 5.8 calls to 1 put.

Biogen (BIIB) February weekly call option implied volatility is at 59, February is at 36; compared to its 52-week range of 28 to 103 into the expected release of quarter results before the bell on February 3. Call put ratio 5.7 calls to 1 put.

Coty (COTY) February weekly call option implied volatility is at 122, February is at 134; compared to its 52-week range of 35 to 180 into the expected release of quarter results on February 3. Call put ratio 8.5 calls to 1 put.

eBay (EBAY) February weekly call option implied volatility is at 85, February is at 47; compared to its 52-week range of 21 to 78 into the expected release of quarter results after the bell on February 3. Call put ratio 4 calls to 1 put.

IAC/Interactive (IAC) February weekly call option implied volatility is at 59, February is at 49; compared to its 52-week range of 29 to 96 into the expected release of quarter results after the bell on February 3. Call put ratio 5.9 calls to 1 put.

KLA (KLAC) February weekly call option implied volatility is at 58, February is at 41; compared to its 52-week range of 31 to 95 into the expected release of quarter results after the bell on February 3.

Spirit (SAVE) February call option implied volatility is at 79, March is at 73; compared to its 52-week range of 34 to 370 into the expected release of quarter results on February 3.

Spotify (SPOT) February weekly call option implied volatility is at 83, February is at 57; compared to its 52-week range of 32 to 84 into the expected release of quarter results before the bell on February 3.

Vale (VALE) February weekly call option implied volatility is at 55, February is at 50; compared to its 52-week range of 35 to 157 into the expected release of quarter results on February 3. Call put ratio 7.5 calls to 1 put.

Yum China (YUMC) February call option implied volatility is at 39, March is at 33; compared to its 52-week range of 27 to 79 into the expected release of quarter results on February 3.

Increasing unusual option volume: GSM SENS LODE DXC APPH ORBC EPXR
Increasing unusual call option volume: GSM DXC SENS LODE ORBC ATOS MUX EPXR
Increasing unusual put option volume: MNST EXPR AMC NOK SIRI BB
Options with decreasing option implied: PBI BP XOM HOG CCJ AMD XLNX AAPL
Active options: NOK GME TSLA SNDL AAPL DKNG PFE PLTR UBER BABA F NIO BB BAC CCIV CRM NVDA GE SQ SPCE