Mid-session IV Report February 8, 2021

Mid-session IV Report February 8, 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: WPRT AVXL CCX SAVA ACIA SNPR OPK MVIS AMRN FRSX KLA MSTR MRO

Popular stocks with increasing volume: NIO GME XOM PLTR BB GM DKNG

Tesla (TSLA) February weekly call option implied volatility is at 52, February is at 54; compared to its 52-week range of 53 to 154 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 2.3 calls to 1 put as shares rally 2%.

Blink Charging (BLNK) 30-day option implied volatility is at 154; compared to its 52-week range of 110 to 266. Call put ratio 2.4 calls to 1 put as shares rally 9.9%.

Crypto themed stocks up after Bitcoin jumps to record high after Tesla (TSLA) discloses $1.5B investment.

Marathon Patent Group (MARA) 30-day option implied volatility is at 208; compared to its 52-week range of 139 to 475 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 2.9 calls to 1 put as shares rally 29%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 195; compared to its 52-week range of 98 to 274 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 2.6 calls to 1 put as shares rally 25%.

Microvision (MVIS) 30-day option implied volatility is at 230; compared to its 52-week range of 122 to 463 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 8 calls to 1 put as shares rally 8%.

CleanSpark (CLSK) 30-day option implied volatility is at 158; compared to its 52-week range of 139 to 260 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 3.5 calls to 1 put as shares rally 8%.

Silvergate Capital (SI) 30-day option implied volatility is at 115; compared to its 52-week range of 94 to 128 after Bitcoin jumps to record high after Tesla discloses $1.5B investment.

Magnite (MGNI) 30-day option implied volatility is at 111; compared to its 52-week range of 52 to 162 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 7.9 calls to 1 put with focus on March 50 calls as shares rally 8.5%.

Overstock.com (OSTK) 30-day option implied volatility is at 138; compared to its 52-week range of 75 to 214 after Bitcoin jumps to record high after Tesla discloses $1.5B investment.

SRAX, Inc (SRAX) 30-day option implied volatility is at 170; compared to its 52-week range of 96 to 263 after Bitcoin jumps to record high after Tesla discloses $1.5B investment. Call put ratio 196 calls to 1 put as shares rally 19%.

Ideanomics (IDEX) 30-day option implied volatility is at 218; compared to its 52-week range of 108 to 387 after Bitcoin jumps to record high after Tesla discloses $1.5B investment.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 120; compared to its 52-week range of 22 to 126 after Bitcoin jumps to record high after Tesla discloses $1.5B investment.

IV into quarter results

Simon Property (SPG) February call option implied volatility is at 54, March is at 43; compared to its 52-week range of 20 to 154 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Akamai (AKAM) February weekly call option implied volatility is at 65, February is at 46; 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 1.7 calls to 1 put.

Cisco (CSCO) February weekly call option implied volatility is at 58, February is at 40; 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 2.2 calls to 1 put.

Canopy Growth (CGC) February weekly call option implied volatility is at 130, February is at 97; 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 133, February is at 88; 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 1.4 calls to 1 put as shares near record high.

Yelp (YELP) February weekly call option implied volatility is at 135, February is at 90; compared to its 52-week range of 33 to 132 into the expected release of quarter results after the bell on February 9. Call put ratio 3.8 calls to 1 put.

Lyft (LYFT) February weekly call option implied volatility is at 100, February is at 72; 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 1.4 calls to 1 put.

Uber (UBER) February weekly call option implied volatility is at 91, February is at 65; 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 3.8 calls to 1 put.

General Motors (GM) February weekly call option implied volatility is at 72, February is at 58; compared to its 52-week range of 23 to 187 into the expected release of quarter results before the bell on February 10. Call put ratio 5.3 calls to 1 put.

Increasing unusual option volume: UBS SENS AEZS ANGI CRNT TTOO CLSN ASRT VERU
Increasing unusual call option volume: UBS AEZS SENS ANGI CRNT PPC GSAT TTOO
Increasing unusual put option volume: ANGI EXPR SAVA TRXC BILL RLX CARR VERU TIGR MXEA WATT
Options with decreasing option implied: SIRI AMC GME BB ENDP GPRO AG VXRT DVAX BBBY PBI
Active options: PLTR AAPL TSLA AMC NVDA AMD NIO GME MARA XOM SNDL F NOK BB SQ DIS DKNG GM AMZN SNAP