Mid-session IV Report February 26, 2021

Mid-session IV Report February 26, 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: VTRS VALE TEVA GME

Popular stocks with increasing volume: CCIV DKNG TWTR RIOT RKT
Option IV Movers

GameStop (GME) 30-day option implied volatility is at 442; compared to its 52-week range of 77 to 553. Call put ratio 1.3 call to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 204; compared to its 52-week range of 85 to 725. Call put ratio 2.4 calls to 1 put with focus on February weekly (26) calls.

BlackBerry (BB) 30-day option implied volatility is at 139; compared to its 52-week range of 48 to 477. Call put ratio 1.6 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 105; compared to its 52-week range of 65 to 303. Call put ratio 1.4 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 171, March is at 97; compared to its 52-week range of 54 to 154. Call put ratio 1 call to 1 put.

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 169; compared to its 52-week range of 145 to 289. Call put ratio 9.1 calls to 1 put with focus on March 30 and 40 calls.

ARK Innovation (ARKK) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 150. Call put ratio 1 call to 1.8 puts as shares sell off 2.2%.

ARK Next Generation (ARKW) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 78. Call put ratio 3.9 calls to 1 put as shares sell off 2.1%.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 81. Call put ratio 8.6 calls to 1 put as shares sell off 2.8%.

3D Systems (DDD) March weekly call option implied volatility is at 125, March is at 121; compared to its 52-week range of 54 to 218 into the expected release of quarter results after the bell on March 1.

Lemonade (LMND) March weekly call option implied volatility is at 113, March is at 100; compared to its 52-week range of 63 to 134 into the expected release of quarter results after the bell on March 1.

Nio (NIO) March weekly call option implied volatility is at 170, March is at 150; compared to its 52-week range of 63 to 134 into the expected release of quarter results after the bell on March 1.

Workhorse (WKHS) March weekly call option implied volatility is at 203, March is at 189; compared to its 52-week range of 103 to 287 into the expected release of quarter results before the bell on March 1.

Increasing unusual option volume: DNN SOS ITP DBC ABEO TMF EXPR
Increasing unusual call option volume: DNN SOS DBC ITP TMF ABEO AGTC
Increasing unusual put option volume: SOS NYMT AGI LB WW CAN FL
Options with decreasing option implied: XNET EBON FLNT BTWN NTNX
Active options: AAPL TSLA AMC PLTR RKT NIO GME AMD AMZN BAC DKNG SNDL GE FB CCIV TWTR NVDA BA SPCE