Mid-session IV Report February 22, 2021

Mid-session IV Report February 22, 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: PBR TWO NKE AGNC EBIX FINV GME LASR

Popular stocks with increasing volume: PLTR AAL ET PBR SNAP SPOT

Airline stock option volume and share prices up amid reports of Covid-19 vaccine outlook

American Airlines (AAL) 30-day option implied volatility is at 76; compared to its 52-week range of 37 to 293. Call put ratio 4.9 calls to 1 put as shares rally 9.6%.

Delta Air Lines (DAL) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 275. Call put ratio 5 calls to 1 put as shares rally 5.2%.

Hawaiian Holdings (HA) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 274. Call put ratio 163 calls to 1 put with focus on April 28 and 30 calls as shares rally 5.7%.

Alaska Air (ALK) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 234 as shares rally 3.7%.

United Airlines (UAL) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 421 as shares rally 5.2%.

JetBlue Airways (JBLU) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 221. Call put ratio 12 calls to 1 put with focus on March calls as shares rally 5.7%.

Southwest Airlines (LUV) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 204 as shares rally 3.6%.

Spirit Airlines (SAVE) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 370. Call put ratio 6.7 calls to 1 put as shares rally 5.6%.

SkyWest (SKYW) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 256. Call put ratio 20 calls to 1 put as shares rally 5.5%.

Crypto themed stocks volume IV continues to move on Bitcoin

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 134; compared to its 52-week range of 24 to 154. Call put ratio 1.2 calls to 1 put as shares sell off 6%.

Marathon Patent Group (MARA) 30-day option implied volatility is at 236; compared to its 52-week range of 139 to 475. Call put ratio 1.9 calls to 1 put as shares sell off 8%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 263; compared to its 52-week range of 98 to 275. Call put ratio 1 call to 1 put as shares sell off 4%.

Microvision (MVIS) 30-day option implied volatility is at 228; compared to its 52-week range of 122 to 463. Call put ratio 3.3 calls to 1 put as shares sell off 3.3%.

Bit Digital (BTBT) 30-day option implied volatility is at 216; compared to its 52-week range of 209 to 279. Call put ratio 1.8 calls to 1 put as shares sell off 7.3%.

CleanSpark (CLSK) 30-day option implied volatility is at 151; compared to its 52-week range of 139 to 260. Call put ratio 1.8 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 134; compared to its 52-week range of 94 to 149. Call put ratio 3 calls to 1 put as shares down 4.4%.

Magnite (MGNI) 30-day option implied volatility is at 115; compared to its 52-week range of 70 to 162 as Bitcoin movement continues. Call put ratio 5 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 122; compared to its 52-week range of 75 to 214. Call put ratio 2.1 call to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 157; compared to its 52-week range of 96 to 263. Call put ratio 8 calls to 1 put as shares down 8%.

Ideanomics (IDEX) 30-day option implied volatility is at 165; compared to its 52-week range of 108 to 387. Call put ratio 5.3 calls to 1 put.

Increasing unusual option volume: CBRE DNN ACTG SOS GSAT
Increasing unusual call option volume: DNN GSAT SOS GTE OTIC
Increasing unusual put option volume: BILL DNN INFN ASHR
Options with decreasing option implied: AMRN ACB KERN VXRT WWR TLRY
Active options: AAPL TSLA PLTR NIO AAL GE CCL BA MSFT SNDL ET PBR AMC SNAP GME AMZN AMD F FB XOM