Mid-session IV Report February 3, 2021

Mid-session IV Report February 3, 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: PAA CRIS MAG BSX WORK SLS TZA PCG OPK CCX JAZZ RSX

Popular stocks with increasing volume: GME TLRY X SPCE AMC NOK

IV ticks lower

IV and volume into quarter results

Activision (ATVI) February weekly call option implied volatility is at 76, February is at 39; compared to its 52-week range of 25 to 89 into the expected release of quarter results after the bell on February 4. Call put ratio 4 calls to 1 put.

PayPal (PYPL) February weekly call option implied volatility is at 108, February is at 53; compared to its 52-week range of 23 to 90 into the expected release of quarter results on February 4. Call put ratio 2.3 calls to 1 put.

Peloton (PTON) February weekly call option implied volatility is at 139, February is at 79; compared to its 52-week range of 65 to 157 into the expected release of quarter results after the bell on February 4. Call put ratio 2.1 calls to 1 put.

Penn National (PENN) February weekly call option implied volatility is at 121, February is at 82; compared to its 52-week range of 42 to 435 into the expected release of quarter results on February 4. Call put ratio 2.5 calls to 1 put.

Pinterest (PINS) February weekly call option implied volatility is at 240, February is at 108; compared to its 52-week range of 45 to 155 into the expected release of quarter results after the bell on February 4. Call put ratio 2.9 calls to 1 put with focus on February weekly 75 calls.

Snap (SNAP) February weekly call option implied volatility is at 205, February is at 97; compared to its 52-week range of 38 to 126 into the expected release of quarter results after the bell on February 4.

AmerisourceBergen (ABC) February weekly call option implied volatility is at 41, February is at 17; compared to its 52-week range of 27 to 86 into the expected release of quarter results before the bell on February 4.

Baxter (BAX) February weekly call option implied volatility is at 28, February is at 11; compared to its 52-week range of 20 to 71 into the expected release of quarter results before the bell on February 4.

Bristol-Meyers (BMY) February weekly call option implied volatility is at 41, February is at 25; compared to its 52-week range of into the expected release of quarter results before the bell on February 4. Call put ratio 2.9 calls to 1 put.

Carlyle (CG) February call option implied volatility is at 31, March is at 30; compared to its 52-week range of 27 to 118 into the expected release of quarter results before the bell on February 4.

Cigna (CI) February weekly call option implied volatility is at 45, February is at 31; compared to its 52-week range of 29 to 100 into the expected release of quarter results before the bell on February 4. Call put ratio 5.7 calls to 1 put.

Clorox (CLX) February weekly call option implied volatility is at 61, February is at 33; compared to its 52-week range of 16 to 81 into the expected release of quarter results before the bell on February 4. Call put ratio 2.3 calls to 1 put.

Columbia (COLM) February call option implied volatility is at 56, March is at 44; compared to its 52-week range of 24 to 89 into the expected release of quarter results after the bell on February 4. Call put ratio 33 calls to 1 put.

Deckers (DECK) February call option implied volatility is at 51, March is at 45; compared to its 52-week range of 27 to 123 into the expected release of quarter results after the bell on February 4.

Gilead (GILD) February weekly call option implied volatility is at 64, February is at 34; compared to its 52-week range of 25 to 108 into the expected release of quarter results after the bell on February 4.

GoPro (GPRO) February weekly call option implied volatility is at 250, February is at 112; compared to its 52-week range of 54 to 314 into the expected release of quarter results after the bell on February 4.

Merck (MRK) February weekly call option implied volatility is at 42, February is at 25; compared to its 52-week range of 18 to 64 into the expected release of quarter results before the bell on February 4. Call put ratio 4.9 calls to 1 put with focus on weekly calls.

Nokia (NOK) February weekly call option implied volatility is at 151, February is at 114; compared to its 52-week range of 34 to 379 into the expected release of quarter results on February 4. Call put ratio 6.1 calls to 1 put.

Philip Morris (PM) February weekly call option implied volatility is at 53, February is at 29; compared to its 52-week range of 19 to 75 into the expected release of quarter results before the bell on February 4.

Ralph Lauren (RL) February call option implied volatility is at 56, March is at 50; compared to its 52-week range of 28 to 121 into the expected release of quarter results before the bell on February 4.

Skechers (SKX) February weekly call option implied volatility is at 145, February is at71; compared to its 52-week range of 30 to 124 into the expected release of quarter results after the bell on February 4. Call put ratio 2.7 calls to 1 put.

T-Mobile (TMUS) February weekly call option implied volatility is at 65, February is at 37; compared to its 52-week range of 22 to 89 into the expected release of quarter results after the bell on February 4. Call put ratio 3.4 calls to 1 put.

World Wrestling (WWE) February call option implied volatility is at 58, March is at 51; compared to its 52-week range of 39 to 154 into the expected release of quarter results after the bell on February 4.

Wynn Resorts (WYNN) February weekly call option implied volatility is at 74, February is at 54; compared to its 52-week range of 39 to 215 into the expected release of quarter results on February 4.

YUM Brands (YUM) February weekly call option implied volatility is at 55, February is at 29; compared to its 52-week range of 17 to 91 into the expected release of quarter results before the bell on February 4.

Increasing unusual option volume: BGCP ZYNE ATOS SENS
Increasing unusual call option volume: BGCP ZYNE ATOS SENS ZEN LODE OGI GSAT
Increasing unusual put option volume: VXRT EXPR SAVA GWPH BBD SYF RSX PVH MAC NOK
Options with decreasing option implied: AMC BBBY FIZZ FOSL IRBT SRNE KODK GME SNDL PLTR BB
Active options: AAPL SNDL TSLA NIO BABA AMZN AMC NOK GME TLRY NVDA PLTR AMD F MSFT VXRT X CCIV SPCE BB