Mid-session IV Report February 5, 2021

Mid-session IV Report February 5, 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: AVXL SAVA VERU CCX VGAC BCRX JG BSQR KDMN

Popular stocks with increasing volume: DKNG ZM ATVI PTON

ExxonMobil (XOM) February weekly call option implied volatility is at 50, February is at 35; compared to its 52-week range of 20 to 154 as shares rally 3.2%. Call put ratio 3.2 calls to 1 put with focus on February weekly 50 calls as shares rally above $50.

IV into quarter results

KKR & Co. (KKR) February weekly call option implied volatility is at 31, March is at 30; compared to its 52-week range of 25 to 122 into the expected release of quarter results after the bell on February 8. Call put ratio 2.5 calls to 1 put

Royal Caribbean (RCL) February weekly call option implied volatility is at 57, February is at 61; compared to its 52-week range of 32 to 370 into the expected release of quarter results on February 8. Call put ratio 3 calls to 1 put.

Simon Property (SPG) February call option implied volatility is at 49, March is at 48; compared to its 52-week range of 20 to 154 into the expected release of quarter results after the bell on February 8. Call put ratio 2.4 calls to 1 put.

Akamai (AKAM) February weekly call option implied volatility is at 55, February is at 43; compared to its 52-week range of 21 to 71 into the expected release of quarter results after the bell on February 9. Call put ratio 2.6 calls to 1 put.

Cisco (CSCO) February weekly call option implied volatility is at 46, February is at 37; compared to its 52-week range of 20 to 87 into the expected release of quarter results after the bell on February 9. Call put ratio 3 calls to 1 put.

Canopy Growth (CGC) February weekly call option implied volatility is at 112, February is at 93; compared to its 52-week range of 55 to 184 into the expected release of quarter results on February 9.

Twitter (TWTR) February weekly call option implied volatility is at 109, February is at 82; compared to its 52-week range of 29 to 125 into the expected release of quarter results after the bell on February 9. Call put ratio 3.9 calls to 1 put.

Yelp (YELP) February weekly call option implied volatility is at 110, February is at 87; compared to its 52-week range of 33 to 132 into the expected release of quarter results after the bell on February 9.

Lyft (LYFT) February weekly call option implied volatility is at 83, February is at 69; compared to its 52-week range of 41 to 195 into the expected release of quarter results after the bell on February 9. Call put ratio 6.8 calls to 1 put.

Uber (UBER) February weekly call option implied volatility is at 76, February is at 32; compared to its 52-week range of 36 to 201 into the expected release of quarter results after the bell on February 10. Call put ratio 3 calls to 1 put.

General Motors (GM) February weekly call option implied volatility is at 57, February is at 54; compared to its 52-week range of 23 to 187 into the expected release of quarter results before the bell on February 10.

Increasing unusual option volume: SENS TTOO CMCM GSA ATOS WIMI TDC AVXL AGEN GILT
Increasing unusual call option volume: SENS GSAT TTOO CMCM WIMI ATOS ZEN GILT AEZS TRIT
Increasing unusual put option volume: SAVA DT TTM SKX VERU EXPR VRM GME VGAC TIGR
Options with decreasing option implied: PINS BB BBBY GME AMC SNAP ATVI PINS FIZZ FOSL MARA F M
Active options: AAPL GME PINS F AMC SNAP TSLA PLTR PTON NIO NOK ATVI AMD AMZN BAC DKNG CCIV SNDL ZM FB