Mid-session IV Report January 29, 2021

Mid-session IV Report January 29, 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: SIEB HL IPOE TR TWNK AMC GME BB EXPR NOK SPCE FIZZ FUBO

Popular stocks with increasing volume: RIOT BB PLTR JNJ

Gamma moving stocks

GameStop (GME) 30-day option implied volatility is at 561; compared to its 52-week range of 55 to 552. Call put ratio 1 call to 2.1 puts.

Nokia (NOK) 30-day option implied volatility is at 186; compared to its 52-week range of 34 to 379. Call put ratio 7 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 605; compared to its 52-week range of 76 to 724. Call put ratio 2 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 215; compared to its 52-week range of 48 to 302. Call put ratio 1 call to 1.2 put.

BlackBerry (BB) 30-day option implied volatility is at 350; compared to its 52-week range of 36 to 478. Call put ratio 2.4 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 94; compared to its 52-week range of 61 to 143. Call put ratio 7.4 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 191; compared to its 52-week range of 78 to 238. Call put ratio 4.7 calls to 1 put.

Macy (M) 30-day option implied volatility is at 132; compared to its 52-week range of 50 to 171. Call put ratio 2.8 calls to 1 put.

SunPower (SPWR) 30-day option implied volatility is at 158; compared to its 52-week range of 61 to 161. Call put ratio 1.1 calls to 1 put.

National Beverage (FIZZ) 30-day option implied volatility is at 188; compared to its 52-week range of 44 to 275. Call put ratio 1 call to 1.5 puts.

Viacom CBS (VIAC) 30-day option implied volatility is at 97; compared to its 52-week range of 34 to 135. Call put ratio 3.9 call to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 103; compared to its 52-week range of 57 to 178, Call put ratio 7.4 calls to 1 put.

Tanger Factory Outlet Centers (SKT) 30-day option implied volatility is at 134; compared to its 52-week range of 29 to 195. Call put ratio 4.6 calls to 1 put.

Dillard’s (DDS) 30-day option implied volatility is at 188; compared to its 52-week range of 47 to 202. Call put ratio 1.2 calls to 1 put.

Macerich (MAC) 30-day option implied volatility is at 148; compared to its 52-week range of 33 to 230. Call put ratio 1 call to 1 put.

Pitney-Bowes (PBI) 30-day option implied volatility is at 165; compared to its 52-week range of 48 to 238. Call put ratio 9.5 calls to 1 put.

Stitch Fix (SFIX) 30-day option implied volatility is at 96; compared to its 52-week range of 49 to 134. Call put ratio 1 call to 1.6 puts.

Palantir (PLTR) 30-day option implied volatility is at 132; compared to its 52-week range of 59 to 174. Call put ratio 3.2 calls to 1 put.

Chamath Palihapitiya

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 153; compared to its 52-week range of 69 to 145. Call put ratio 14.6 calls to 1 put as shares rally 26% after Chamath Palihapitiya, said traders should go to SoFi to replace Robinhood.

Palihapitiya controls the SPAC merging with SoFi.

Social Capital Hedosophia Holdings Corp IV (IPOD) 30-day option implied volatility is at 115; compared to its 52-week range of 95 to 116. Call put ratio 21 calls to 1 put.

Social Capital Hedosophia Hldgs Corp VI (IPOF) 30-day option implied volatility is at 124; compared to its 52-week range of 73 to 117. Call put ratio 15.2 calls to 1 put.

Transaction stocks IV

Schwab (SCHW) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 124.
Interactive Brokers (IBKR) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 106. Call put ratio 1 call to 18 puts.

Siebert Financial Corp (SIEB) 30-day option implied volatility is at 570; compared to its 52-week range of 46 to 340 as shares rally 300%. Call put ratio 1 call to 3.9 puts with focus on February 2.5 puts.

Intercontinental Exchange (ICE) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 94. Call put ratio 5.2 calls to 1 put.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 64.
CME Group (CME) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 96.

Virtu Financial (VIRT) 30-day option implied volatility is at 70; compared to its 52-week range of 32 to 114. Call put ratio 3 calls to 1 put.

Tradeweb Markets (TW) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 103.

Silver stock option volume and share price up

First Majestic Silver (AG) 30-day option implied volatility is at 156; compared to its 52-week range of 52 to 151 as shares rally 9%. Call put ratio 9 calls to 1 put with focus on April 16 calls.

Pan American Silver (PAAS) 30-day option implied volatility is at 83; compared to its 52-week range of 41 to 125 as shares rally 4.4%. Call put ratio 5.4 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 68; compared to its 52-week range of 17 to 94. Call put ratio 8 calls to 1 put with focus on April 40 calls.

Endeavour Silver Corp. (EXK) 30-day option implied volatility is at 143; compared to its 52-week range of 52 to 156. Call put ratio 37 calls to 1 put with focus on February 5 calls as shares rally 8.8%.

Increasing unusual option volume: MUX IPOE CATB SENS TWNK TRVG NOK HOG
Increasing unusual call option volume: MUX IPOE GSAT CATB SENS WBT TWNK NOK
Increasing unusual put option volume: HOG ERIC EHTH NOK FAST NLSN CAKE BB IPOE AMC
Options with decreasing option implied: BIIB CAT HON
Active options: AAPL NOK AMC TSLA NIO SNDL FB GME AMD AAL MSFT PLTR AMZN BB FUBO JNJ INTC RIOT GE F