Mid-session IV Report February 24, 2021

Mid-session IV Report February 24, 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: CRM NVDA JMIA DDD ABNB TDOC

Popular stocks with increasing volume: SNAP FSR CCL AAL

Option IV into quarter results

3D Systems (DDD) February weekly call option implied volatility is at 120, March is at 108; compared to its 52-week range of 54 to 218 into the expected release of quarter results today after the bell.

Jumia Technology (JMIA) February weekly call option implied volatility is at 150, March is at 110; compared to its 52-week range of 99 to 228 into the expected release of quarter results today.

Teladoc (TDOC) February weekly call option implied volatility is at 122, March is at 67; compared to its 52-week range of 51 to 109 into the expected release of quarter results today after the bell.

Airbnb (ABNB) February weekly call option implied volatility is at 151, March is at 73; compared to its 52-week range of 57 to 114 into the expected release of quarter results after the bell on February 25.

AMC (AMC) February weekly call option implied volatility is at 220, March is at 171; compared to its 52-week range of 85 to 726 into the expected release of quarter results on February 25. Call put ratio 3.7 calls to 1 put.

Best Buy (BBY) February weekly call option implied volatility is at 74, March is at 66; compared to its 52-week range of 32 to 107 into the expected release of quarter results before the bell on February 25.Call put ratio 3.1 calls to 1 put.

Beyond Meat (BYND) February weekly call option implied volatility is at 164, March is at 81; compared to its 52-week range of 51 to 130 into the expected release of quarter results after the bell on February 25.

Etsy (ETSY) February weekly call option implied volatility is at 150, March is at 73; compared to its 52-week range of 51 to 125 into the expected release of quarter results after the bell on February 25.

Nikola (NKLA) February weekly call option implied volatility is at 136, March is at 111; compared to its 52-week range of 67 to 306 into the expected release of quarter results after the bell on February 25.

NVIDIA (NVDA) February weekly call option implied volatility is at 98, March is at 51; compared to its 52-week range of 36 to 110 into the expected release of quarter results after the bell on February 25.Call put ratio 2.9 calls to 1 put.

Salesforce (CRM) February weekly call option implied volatility is at 87, March is at 43; compared to its 52-week range of 29 to 97 into the expected release of quarter results after the bell on February 25.

Increasing unusual option volume: ITP DNN SNSS OSK
Increasing unusual call option volume: ITP DNN OSK SNSS VEDL
Increasing unusual put option volume: MLCO UNIT EWY DNN EBON
Options with decreasing option implied: EBON SOS IQ
Active options: AAPL TSLA PLTR AAL CCL NIO SNAP AMC SQ FSR RIOT F BAC AMD CCIV MARA BA FB GE SNDL