Mid-session IV Report January 21, 2021

Mid-session IV Report January 21, 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 GRPN F OLED WORK F ALLY AGO

Popular stocks with increasing volume: F GM PFE PLTR RIOT PLUG ZNGA FUBO

Tesla, GM & F option implied volatility

Tesla (TSLA) January weekly call option implied volatility is at 59, February is at 73; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021. Call put ratio 1.6 calls to 1 put with focus on January weekly 850 calls.

General Motors (GM) January weekly call option implied volatility is at 53, February is at 52; compared to its 52-week range of 21 to 188 as shares rally 1%. Call put ratio 3.8 calls to 1 put with focus on January weekly 57 calls.

Ford (F) January call option implied volatility is at 90, February is at 56; compared to its 52-week range of 26 to 195. Call put ratio 7.5 calls to 1 put with focus on January weekly 11.5 and 12.5 calls as shares rally 5.8%.
IV into quarter results

Intel (INTC) January weekly call option implied volatility is at 123, February is at 41; compared to its 52-week range of 23 to 99 into the expected release of quarter results today after the bell.

IBM (IBM) January weekly call option implied volatility is at 96, February is at 32; compared to its 52-week range of 16 to 85 into the expected release of quarter results today after the bell. Call put ratio 8.5 calls to 1 put with focus on March 150 calls.

Bank OZK (OZK) February call option implied volatility is at 45, March is at 44; compared to its 52-week range of 24 to 142 into the expected release of quarter results today after the bell. Call put ratio 1 call to 14 puts with focus on February 30 puts.

CSX (CSX) January weekly call option implied volatility is at 75, February is at 29; compared to its 52-week range of 17 to 96 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.6 puts.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 67, February is at 29; compared to its 52-week range of 22 to 101 into the expected release of quarter results today after the bell.

JetBlue (JBLU) February call option implied volatility is at 53, March is at 52; compared to its 52-week range of 27 to 221 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with focus on February 16 calls.

Ally Financial (ALLY) January weekly call option implied volatility is at 54, February is at 45; compared to its 52-week range of 21 to 192 into the expected release of quarter results before the bell on January 22. Call put ratio 33 calls to 1 put with focus on February 41 calls.

Huntington Bancshares (HBAN) February call option implied volatility is at 37, March is at 35; compared to its 52-week range of 19 to 149 into the expected release of quarter results before the bell on January 22.

Kansas City Southern (KSU) January weekly call option implied volatility is at 75, February is at 29; compared to its 52-week range of 18 to 82 into the expected release of quarter results before the bell on January 22.

Schlumberger (SLB) January weekly call option implied volatility is at 89, February is at 51; compared to its 52-week range of 28 to 174 into the expected release of quarter results before the bell on January 22.

fuboTV Inc. (FUBO) January weekly call option implied volatility is at 200, February is at 148; compared to its 52-week range of 98 to 187 with focus on January weekly calls as shares rally 13%.

Zynga (ZNGA) January weekly call option implied volatility is at 130, February is at 71; compared to its 52-week range of 30 to 139. Call put ratio 128 calls to 1 put with focus on January weekly 10.50 calls as shares rally 5%.

Option volume, implied volatility and share price movement increases for Crypto Theme Stocks

Marathon Patent Group (MARA) 30-day option implied volatility is at 199; compared to its 52-week range of 139 to 475 as shares down 14%. Call put ratio 1.6 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 181; compared to its 52-week range of 98 to 274 as shares sell off 16%.

Microvision (MVIS) 30-day option implied volatility is at 172; compared to its 52-week range of 122 to 463.

CleanSpark (CLSK) 30-day option implied volatility is at 152; compared to its 52-week range of 139 to 260. Call put ratio 3.6 calls to 1 put as shares down 8%.

Silvergate Capital (SI) 30-day option implied volatility is at 111; compared to its 52-week range of 118 to 128 as shares sell off 7.4%.

Magnite (MGNI) 30-day option implied volatility is at 94; compared to its 52-week range of 52 to 162. Call put ratio 4.2 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 107; compared to its 52-week range of 75 to 214. Call put ratio 2 calls to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 180; compared to its 52-week range of 96 to 264 as shares down 3%.

Ideanomics (IDEX) 30-day option implied volatility is at 160; compared to its 52-week range of 108 to 387. Call put ratio 8.3 calls to 1 put as shares down 4%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 105; compared to its 52-week range of 22 to 126 as shares sell off 5.7%.

Increasing unusual option volume: FUBO ALLY F DBD BB UNP
Increasing unusual call option volume: GSAT NGL QTT ATOS CRNT SUNW GHIV LLNW ZNGA F
Increasing unusual put option volume: MDLZ UNFI HIG BB MARA FUBO HAS
Options with decreasing option implied: SIRI VIPS NKLA PLUG MNST NFLX LOGI
Active options: AAPL F AMZN ZNGA TSLA FB NIO AMD FUBO PFE PLTR NFLX SNAP MSFT BABA RIOT NVDA INTC PLUG UAL