Mid-session IV Report January 19, 2021

Mid-session IV Report January 19, 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 FUTO MOMO ACRS GILD SKX DKNG NFLX IBM INTC

Popular stocks with increasing volume: GM GILD F TLRY GE NFLX INTC AMD SPCE

GM, Tesla & NIO option implied volatility

General Motors (GM) January weekly call option implied volatility is at 62, February is at 54; compared to its 52-week range of 21 to 188 after Microsoft (MSFT) invests in Cruise. Call put ratio 6.5 calls to 1 put with focus on January weekly 54 calls as shares rally 8.8%.

Tesla (TSLA) January weekly call option implied volatility is at 69, 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 call to 1 put with focus on January weekly calls.

NIO Inc. (NIO) January weekly call option implied volatility is at 92, February is at 96; compared to its 52-week range of 81 to 215. Call put ratio 3.3 calls to 1 put with focus on January weekly calls.

IV movers

Palantir (PLTR) January weekly call option implied volatility is at 100, February is at 111; compared to its 52-week range of 59 to 174. Call put ratio 3.6 calls to 1 put with focus on January weekly calls as shares rally 5%.

GameStop (GME) January weekly call option implied volatility is at 330, February is at 191; compared to its 52-week range of 52 to 226. Call put ratio 1.2 calls to 1 put with focus on January weekly options as shares rally 6.5%.

Peloton (PTON) January weekly call option implied volatility is at 75, February is at 73; compared to its 52-week range of 65 to 158. Call put ratio 1.1 calls to 1 put with focus on January weekly options as shares sell off 5%.

IV into quarter results

Netflix (NFLX) January weekly call option implied volatility is at 90, February is at 45; compared to its 52-week range of 29 to 99 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with focus on January weekly 500 calls.

Alcoa (AA) January weekly call option implied volatility is at 100, February is at 62; compared to its 52-week range of 36 to 182 into the expected release of quarter results after the bell on January 20. Call put ratio 15 calls to 1 put.

Bank of New York (BK) January weekly call option implied volatility is at 51, February is at 29; compared to its 52-week range of 19 to 118 into the expected release of quarter results before the bell on January 20.

Fastenal (FAST) February call option implied volatility is at 30, March is at 29; compared to its 52-week range of 21 to 81 into the expected release of quarter results on January 20.

FuelCell (FCEL) February call option implied volatility is at 148, March is at 149; compared to its 52-week range of 98 to 266 into the expected release of quarter results on January 20.

Kinder Morgan (KMI) January weekly call option implied volatility is at 41, February is at 33; compared to its 52-week range of 16 to 141 into the expected release of quarter results after the bell on January 20.

Morgan Stanley (MS) January weekly call option implied volatility is at 51, February is at 34; compared to its 52-week range of 19 to 120 into the expected release of quarter results on January 20.

Procter & Gamble (PG) January weekly call option implied volatility is at 37, February is at 22; compared to its 52-week range of 14 to 96 into the expected release of quarter results before the bell on January 20. Call put ratio 2.2 calls to 1 put.

U.S. Bancorp (USB) January weekly call option implied volatility is at 44, February is at 30; compared to its 52-week range of 15 to 121 into the expected release of quarter results before the bell on January 20.

United Airlines (UAL) January weekly call option implied volatility is at 67, February is at 57; compared to its 52-week range of 25 to 421 into the expected release of quarter results after the bell on January 20.

UnitedHealth (UNH) January weekly call option implied volatility is at 44, February is at 25; compared to its 52-week range of 19 to 94 into the expected release of quarter results before the bell on January 20.

Intel (INTC) January weekly call option implied volatility is at 74, February is at 38; compared to its 52-week range of 23 to 99 into the expected release of quarter results after the bell on January 21.

IBM (IBM) January weekly call option implied volatility is at 59, February is at 30; compared to its 52-week range of 16 to 85 into the expected release of quarter results after the bell on January 21.

Increasing unusual option volume: SKX VHC XONE CRIS RESN
Increasing unusual call option volume: CRNT OMER GSAT SKX VHC XONE
Increasing unusual put option volume: NWL TPR FXE BHVN SILJ MNKD BB RL PETS DDD PLL TBT GME
Options with decreasing option implied: BAC GS HAL BHVN APD DDD SOLO KNDI ACIA SPRT MNST
Active options: AAPL PLTR TSLA GME GM NIO AMC FB BB BAC AMD BABA XPEV WFC TLRY F CCIV GE AMZN GILD