Mid-session IV Report February 9, 2021

Mid-session IV Report February 9, 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: APHA MNKD FOLD HTBX APHA TLRY EQOS FUTU AWH RIOT

Popular stocks with increasing volume: DIS GM XOM GME

IV into quarter results

Twitter (TWTR) February weekly call option implied volatility is at 164, February is at 100; compared to its 52-week range of 29 to 125 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put into investor meeting on February 25.

Cisco (CSCO) February weekly call option implied volatility is at 70, February is at 43; compared to its 52-week range of 20 to 87 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Yelp (YELP) February weekly call option implied volatility is at 143, February is at 91; compared to its 52-week range of 33 to 132 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Lyft (LYFT) February weekly call option implied volatility is at 110, February is at 71; compared to its 52-week range of 41 to 195 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Canopy Growth (CGC) February weekly call option implied volatility is at 110, February is at 91; compared to its 52-week range of 55 to 184 into the expected release of quarter results.

Uber (UBER) February weekly call option implied volatility is at 110, February is at 69; 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 2.8 calls to 1 put.

General Motors (GM) February weekly call option implied volatility is at 75, 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 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.

Annaly (NLY) February weekly call option implied volatility is at 28, February is at 21; compared to its 52-week range of 12 to 258 into the expected release of quarter results after the bell on February 10. Call put ratio 3.6 calls to 1 put.

CME Group (CME) February weekly call option implied volatility is at 34, February is at 29; compared to its 52-week range of 18 to 96 into the expected release of quarter results before the bell on February 10.

Coca-Cola (KO) February weekly call option implied volatility is at 36, February is at 28; compared to its 52-week range of 15 to 77 into the expected release of quarter results before the bell on February 10. Call put ratio 8.9 calls to 1 put with focus on February calls.

iRobot (IRBT) February weekly call option implied volatility is at 180, February is at 117; compared to its 52-week range of 44 to 184 into the expected release of quarter results after the bell on February 10.

MGM Resorts (MGM) February weekly call option implied volatility is at 85, February is at 63; compared to its 52-week range of 26 to 337 into the expected release of quarter results after the bell on February 10. Call put ratio 4.5 calls to 1 put.

Teva (TEVA) February weekly call option implied volatility is at 100, February is at 66; compared to its 52-week range of 44 to 133 into the expected release of quarter results on February 10.

Under Armour (UA) February weekly call option implied volatility is at 144, February is at 91; compared to its 52-week range of 34 to 194 into the expected release of quarter results before the bell on February 10. Call put ratio 5.3 calls to 1 put

XPO Logistics (XPO) February weekly call option implied volatility is at 61, February is at 48; compared to its 52-week range of 30 to 154 into the expected release of quarter results before the bell on February 10.

Zynga (ZNGA) February weekly call option implied volatility is at 123, February is at 76; compared to its 52-week range of 30 to 139 into the expected release of quarter results after the bell on February 10. Call put ratio 6 calls to 1 put.

GME moving

GameStop (GME) 30-day option implied volatility is at 265; compared to its 52-week range of 55 to 553. Call put ratio 1 call to 2 puts.

Crypto themed stocks as Bitcoin trades above $48,000.

Marathon Patent Group (MARA) 30-day option implied volatility is at 230; compared to its 52-week range of 139 to 475 as Bitcoin trades above $48,000. Call put ratio 3.2 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 236; compared to its 52-week range of 98 to 274 as Bitcoin trades above $48,000. Call put ratio 2.8 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 225; compared to its 52-week range of 122 to 463 as Bitcoin trades above $48,000. Call put ratio 6.1 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 155; compared to its 52-week range of 139 to 260 as Bitcoin trades above $48,000. Call put ratio 5.5 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 132; compared to its 52-week range of 94 to 128 as Bitcoin trades above $48,000. Call put ratio 5.2 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 111; compared to its 52-week range of 52 to 162 as Bitcoin trades above $48,000. Call put ratio 7.2 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 157; compared to its 52-week range of 75 to 214 as Bitcoin trades above $48,000. Call put ratio 3.6 calls to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 184; compared to its 52-week range of 96 to 263 as Bitcoin trades above $48,000. Call put ratio 732 calls to 1 put as shares rally 6%.

Ideanomics (IDEX) 30-day option implied volatility is at 205; compared to its 52-week range of 108 to 387 as Bitcoin trades above $48,000.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 145; compared to its 52-week range of 22 to 126 as Bitcoin trades above $48,000. Call put ratio 1.8 calls to 1 put as shares rally 17%.

Increasing unusual option volume: AEZS EVOK KALV GTE ASRT SENS UBS PVH
Increasing unusual call option volume: AEZS EVOK GTE ASRT UBS SENS TDC
Increasing unusual put option volume: KALV GLUU RL TRXC TTWO PVH TIGR QD
Options with decreasing option implied: GLUU SIRI GME ENDP VXRT AMC GLUU FOSL SAVA
Active options: AAPL SNDL NIO TLRY AMD AMC TSLA FB MARA PLTR XOM RIOT GME TWTR NVDA GLUU ACB F MSFT DIS