Mid-session IV Report January 21, 2022

Mid-session IV Report January 21, 2022

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: SRTY BENE CAR APRN RBAC SOFI POSH SDS

Popular stocks with increasing volume: BA VALE PTON AMC SOFI

Tech Movers

Netflix (NFLX) January weekly call option implied volatility is at 79, February is at 53; compared to its 52-week range of 21 to 47 as shares trade down 24%. Call put ratio 1 call to 1.2 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 61; compared to its 52-week range 28 to 71 as shares trade below $73. Call put ratio 1 call to 1.2 puts.

Peloton (PTON) 30-day option implied volatility is at 128; compared to its 52-week range of 50 to 133. Call put ratio 1 call to 1.4 puts as shares rally 5.4%.

Robinhood (HOOD) 30-day option implied volatility is at 110; compared to its 52-week range of 51 to 226 as shares down 3.8%.

Airbnb (ABNB) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 99.

Etsy (ETSY) 30-day option implied volatility is at 69; compared to its 52-week range of 40 to 83 as shares down 2.3%.

DoorDash (DASH) 30-day option implied volatility is at 79; compared to its 52-week range of 44 to 118. Call put ratio 1 call to 4.2 puts as shares sell off 4.3%.

Uber (UBER) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 72 as shares sell off 3.3%.

Snap (SNAP) 30-day option implied volatility is at 85; compared to its 52-week range of 43 to 119. Call put ratio 1 call to 1.6 puts as shares down 2.6%.

Pinterest (PINS) 30-day option implied volatility is at 83; compared to its 52-week range of 38 to 110 as shares sell off 6%.

Zoom (ZM) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 81 as shares sell off 1.8%.

Lemonade (LMND) 30-day option implied volatility is at 97; compared to its 52-week range of 55 to 129. Call put ratio 1 call to 7.7 puts as shares down 3.7%.

Snowflake (SNOW) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 88. Call put ratio 1 call to 2 puts as shares sell off 1.7%.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 61; compared to its 52-week range of 32 to 79 as shares sell off 4%.

Teladoc (TDOC) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 78.

ServiceNow (NOW) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 53 as shares sell off 3.7%.

Shopify (SHOP) 30-day option implied volatility is at 66; compared to its 52-week range of 34 to 68 as shares sell off 4.3%.

Increasing unusual option volume: BKLN CNR BAND NGD NBEV
Increasing unusual call option volume: NGD NBEV DAC HRB SPGI SB
Increasing unusual put option volume: BKLN MAXR EWG PHM
Options with decreasing option implied: OPOF SLB PSTH IPOF
Active options: AAPL TSLA NFLX F NVDA AMD SOFI PTON MSFT BAC DIS AMZN LCID AMC FB PLTR BA BBIG VALE WFC