Mid-session IV Report January 12, 2021

Mid-session IV Report January 12, 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: DDD TZA PLUG SSYS SIRI TECS VIPS TWTR TSLA BIDU WORK

Popular stocks with increasing volume: NIO FCEL INTC PLTR FUBO ETSY

Tesla & NIO option implied volatility movement

Tesla (TSLA) January call option implied volatility is at 88, February is at 85; compared to its 52-week range of 53 to 154 as shares rally 6.6%. Call put ratio 1.9 calls to 1 put.

NIO Inc. (NIO) January call option implied volatility is at 110, February is at 99; compared to its 52-week range of 81 to 215. Call put ratio 3.2 calls to 1 put with focus on January 63 calls.

Twitter (TWTR) February IV bid above January

Twitter (TWTR) January call option implied volatility is at 62, February is at 67; compared to its 52-week range of 29 to 126. Call put ratio 1.1 calls to 1 put.

IV in CES 2020

General Motors (GM) January call option implied volatility is at 69, February is at 50; compared to its 52-week range of 21 to 188 into GM Chairman and CEO Mary Barra will present the opening keynote address during CES 2021 today. Call put ratio 6.7 calls to 1 put with focus on January 47 calls.

Advanced Micro Devices, Inc. (AMD) January call option implied volatility is at 65. February is at 57; compared to its 52-week range of 39 to 117 into AMD President and CEO Dr. Lisa Su keynote during CES 2021 today. Call put ratio 47 calls to 1 put with focus on January 97 calls.

Best Buy (BBY) January call option implied volatility is at 39, February is at 34; compared to its 52-week range of 23 to 107 into Best Buy, CEO Corie Barry discusses her vision for the future of tech at CES 2021 today. Call put ratio 3 calls to 1 put with focus on January 112 and 115 calls.

Walmart (WMT) January call option implied volatility is at 22, February is at 25; compared to its 52-week range of 14 to 68 into a Conversation with Walmart’s CEO Doug McMillon at CES 2021 on January 13. Call put ratio 3.7 calls to 1 put.

Microsoft (MSFT) January call option implied volatility is at 28, February is at 31; compared to its 52-week range of 15 to 90 into MSFT Brad Smith President Keynote at CES 2021 on January 13. Call put ratio 2.6 calls to 1 put.

IV into quarter results

KB Home (KBH) January call option implied volatility is at 85, February is at 52; compared to its 52-week range of 25 to 176 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Infosys (INFY) January call option implied volatility is at 87, February is at 42; compared to its 52-week range of 18 to 118 into the expected release of quarter results before the bell on January 13. Call put ratio 14 calls to 1 put with focus on January 19 and 20 calls.

Delta (DAL) January call option implied volatility is at 63, February is at 50; compared to its 52-week range of 51 to 265 into the expected release of quarter results before the bell on January 14. Call put ratio 1.7 calls to 1 put with focus on January 40 calls.

Blackrock (BLK) January call option implied volatility is at 42, February is at 26; compared to its 52-week range of 16 to 107 into the expected release of quarter results before the bell on January 14. Call put ratio 3.9 calls to 1 put.

Schwab (SCHW) January call option implied volatility is at 37, February is at 37; compared to its 52-week range of 22 to 75 into the expected release of quarter results on January 18.

Taiwan Semiconductor (TSM) January call option implied volatility is at 64, February is at 44; compared to its 52-week range of 22 to 75 into the expected release of quarter results before the bell on January 14. Call put ratio 6.2 calls to 1 put with focus on in the money February 110 calls.

Citigroup (C) January call option implied volatility is at 54, February is at 38; compared to its 52-week range of 18 to 146 into the expected release of quarter results before the bell on January 15. Call put ratio 3.4 calls to 1 put.

JPMorgan (JPM) January call option implied volatility is at 41, February is at 29; compared to its 52-week range of into 15 to 119 the expected release of quarter results before the bell on January 15. Call put ratio 4.8 calls to 1 put.

PNC Financial Services (PNC) January call option implied volatility is at 45, February is at 31; compared to its 52-week range of 34 to 115 into the expected release of quarter results before the bell on January 15. Call put ratio 1 call to 4.8 puts.

Wells Fargo (WFC) January call option implied volatility is at 66, February is at 41; compared to its 52-week range of 16 to 138 into the expected release of quarter results before the bell on January 15. Call put ratio 3 calls to 1 put.

Increasing unusual option volume: AMLP PRTY SIRI PE FUBO ETSY
Increasing unusual call option volume: AMLP GSAT PRTY SRPT AXTA FUBO
Increasing unusual put option volume: LMND DDD MARA FUBO SIRI
Options with decreasing option implied: SPRT BBBY WORK
Active options: AAPL TSLA NIO F GM PLUG FUBO WFC FB XPEV AMD BAC FCEL GE TWTR INTC BABA PLTR BA AMZN