Mid-session IV Report February 25, 2021

Mid-session IV Report February 25, 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: GME SABR AMC SRNE BB ENDP BB DB FSR

Popular stocks with increasing volume: GME AMC CCIV GE TWTR

Option IV Movers

GameStop (GME) 30-day option implied volatility is at 440; compared to its 52-week range of 77 to 553. Call put ratio 1 call to 1 put with focus on February weekly (12) calls and puts.

AMC Entertainment (AMC) 30-day option implied volatility is at 228; compared to its 52-week range of 85 to 725. Call put ratio 3.7 calls to 1 put with focus on February options.

BlackBerry (BB) 30-day option implied volatility is at 143; compared to its 52-week range of 48 to 477. Call put ratio 5.7 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 119; compared to its 52-week range of 65 to 303. Call put ratio 6.4 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 87, March is at 70; compared to its 52-week range of 54 to 154.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 163; compared to its 52-week range of 145 to 289. Call put ratio 2.5 calls to 1 put.

ARK Innovation (ARKK) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 150. Call put ratio 1 call to 1.4 puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 78. Call put ratio 1 call to 1.2 puts.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 81. Call put ratio 2.5 calls to 1 put.

Option IV into quarter results

Airbnb (ABNB) February weekly call option implied volatility is at 187, March is at 76; compared to its 52-week range of 57 to 114 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with focus on February weekly 195 calls.

Beyond Meat (BYND) February weekly call option implied volatility is at 212, March is at 85; compared to its 52-week range of 51 to 130 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Caesars (CZR) February weekly call option implied volatility is at 104, March is at 64; compared to its 52-week range of 52 to 413 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.5 puts.

Carvana (CVNA) February weekly call option implied volatility is at 230, March is at 87; compared to its 52-week range of 60 to 213 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Dell Technologies (DELL) March call option implied volatility is at 44, April is at 41; compared to its 52-week range of 30 to 118 into the expected release of quarter results today after the bell.

Etsy (ETSY) February weekly call option implied volatility is at 188, March is at 71; compared to its 52-week range of 51 to 125 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

First Solar (FSLR) February weekly call option implied volatility is at 140, March is at 63; compared to its 52-week range of 42 to 113 into the expected release of quarter results today after the bell.

Live Nation (LYV) March call option implied volatility is at 54, April is at 50; compared to its 52-week range of 42 to 198 into the expected release of quarter results today after the bell.

Nikola (NKLA) February weekly call option implied volatility is at 211, March is at 118; compared to its 52-week range of 67 to 306 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Rocket (RKT) February weekly call option implied volatility is at 211, March is at 87; compared to its 52-week range of 57 to 178 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Salesforce (CRM) February weekly call option implied volatility is at 117, March is at 43; compared to its 52-week range of 29 to 97 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

WW International (WW) February weekly call option implied volatility is at 231, March is at 74; compared to its 52-week range of 56 to 149 into the expected release of quarter results today after the bell. Call put ratio 16 calls to 1 put with focus on February weekly 27 calls.

Workday (WDAY) February weekly call option implied volatility is at 150, March is at 108; compared to its 52-week range of 36 to 85 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Cinemark (CNK) February weekly call option implied volatility is at 81, March is at 74; compared to its 52-week range of 49 to 338 into the expected release of quarter results before the bell on February 26.call put ratio 2.8 calls to 1 put.

DraftKings (DKNG) February weekly call option implied volatility is at 176, March is at 82; compared to its 52-week range of 61 into 143 into the expected release of quarter results before the bell on February 26. Call put ratio 2.8 calls to 1 put.

Foot Locker (FL) February weekly call option implied volatility is at 171, March is at 61; compared to its 52-week range of 42 to 137 into the expected release of quarter results before the bell on February 26. Call put ratio 2.3 calls to 1 put.

Flour (FLR) February weekly call option implied volatility is at 167, March is at 78; compared to its 52-week range of 54 to 181 into the expected release of quarter results before the bell on February 26. Call put ratio 2.4 calls to 1 put.

Increasing unusual option volume: DNN MFC ITP PRGO NYCP ESI REI SOS
Increasing unusual call option volume: DNN MFC GTT ITP NYCP REI
Increasing unusual put option volume: QSR PAGS NGA CCX EXPR
Options with decreasing option implied: EBON FLNT XNET TRIL CBAT
Active options: AMC NOK AAPL SNDL TSLA GME BB TWTR PLTR NVDA CCIV BAC BA NIO GE AAL AMD ET CCL