Mid-session IV Report January 15, 2021

Mid-session IV Report January 15, 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: BB GME TZA TLRY ACB BIIB IRBT

Popular stocks with increasing volume: BB VALE F XOM PLUG TLRY WFC ZM GME

Tesla & NIO option implied volatility

Tesla (TSLA) January call option implied volatility is at 85, February is at 82; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27. Call put ratio 1.5 calls to 1 put.

NIO Inc. (NIO) January call option implied volatility is at 115, February is at 95; compared to its 52-week range of 81 to 215. Call put ratio 2.3 calls to 1 put with focus on January 57, 58 and 58.50 calls.

IV movers

BlackBerry (BB) January call option implied volatility is at 437, February is at 200; compared to its 52-week range of 32 to 160. Call put ratio 5 calls to 1 put with focus on January 10 and 11 calls.

ARK Innovation (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 18 to 150. Call put ratio 1.2 calls to 1 put with focus on January calls and February puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 77. Call put ratio 4 calls to 1 put.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 81. Call put ratio 6 calls to 1 put with focus on March calls.

Stock option implied volatility for stocks that could benefit From ARK’s planned Space ETF

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 98; compared to its 52-week range of 78 to 238 a day after reports the company’s share price could benefit from ARK’s planned Space ETF. Call put ratio 3.3 calls to 1 put.

Stable Road Acquisition (SRAC) 30-day option implied volatility is at 144; compared to its 52-week range of 38 to 205 a day after reports the company’s share price could benefit from ARK’s planned Space ETF.

Maxar Technologies Ltd. (MAXR) day option implied volatility is at 86; compared to its 52-week range of 70 to 185 a day after reports the company’s share price could benefit from ARK’s planned Space ETF. Call put ratio 3.8 calls to 1 put.

Lockheed Martin (LMT) day option implied volatility is at 26; compared to its 52-week range of 16 to 87 a day after reports the company’s share price could benefit from ARK’s planned Space ETF.

Northrop Grumman (NOC) day option implied volatility is at 31; compared to its 52-week range of 20 to 86 a day after reports the company’s share price could benefit from ARK’s planned Space ETF.

NiSource (NI) call put ratio 64 calls to 1 put with focus on January 23 calls.

Increasing unusual option volume: IVZ TRXC IMMR CCX BB GSAT NI CLF
Increasing unusual call option volume: FOLD CRIS IMMR GSAT BB GHIV VBIV
Increasing unusual put option volume: BB NLOK LMND VGK MNST TLRY
Options with decreasing option implied: SIRI CLVS DDD JPM C PNC WORK
Active options: AAPL PLTR TSLA NIO BB AMD WFC TLRY FB GME AMZN ZM PLUG BAC XOM BABA ACB VALE JPM F