Mid-session IV Report January 4, 2021

Mid-session IV Report January 4, 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: QS FUBO CHL GPRO PBI PINS QS FUBO MIC GROW BPYU

Popular stocks with increasing volume: PLTR QS AAL FUBO T GOLD

Tesla (TSLA) options active, shares trade above $734

Tesla (TSLA) January weekly option implied volatility is at 61, January is at 72; compared to its 52-week range of 34 to 153 as shares rally 2.2%. Call put ratio 1.4 calls to 1 put with focus on January weekly 730, 740 and 750 calls.

IV into quarter results and outlook

Calm Maine Foods (CALM) January call option implied volatility is at 44, February is at 34; compared to its 52-week range of 23 to 88 into the expected release of quarter results. Call put ratio 3.8 calls to 1 put.

Bed Bath & Beyond (BBBY) January weekly call option implied volatility is at 178, January is at 130; compared to its 52-week range of 23 to 106 into the expected release of quarter results before the bell on January 7.

Conagra (CAG) January weekly call option implied volatility is at 64, February is at 30; compared to its 52-week range of 24 to 115 into the expected release of quarter results before the bell on January 7.

Carnival Corp. (CCL) January weekly call option implied volatility is at 86, February is at 83; compared to its 52-week range of 19 to 268. Call put ratio 2.1 calls to 1 put with focus on January 21 weekly calls.

Constellation Brands (STZ) January weekly call option implied volatility is at 65, January is at 45; compared to its 52-week range of 19 to 93 into the expected release of quarter results before the bell on January 7. Call put ratio 1 call to 1.8 puts.

Lamb Weston (LW) January call option implied volatility is at 45, February is at 38; compared to its 52-week range of 19 to 115 into the expected release of quarter results on January 7. Call put ratio 3.4 calls to 1 put.

Micron (MU) January weekly call option implied volatility is at 80, February is at 61; compared to its 52-week range of 33 to 115 into the expected release of quarter results after the bell on January 7. Call put ratio 4 calls to 1 put with focus on January 76 and 77 calls.

Walgreens Boots Alliance (WBA) January weekly call option implied volatility is at 67, January is at 52; compared to its 52-week range of 22 to 88 into the expected release of quarter results on January 7. Call put ratio 5.6 calls to 1 put with focus on January 40 calls.

Increasing unusual option volume: TRXC SUM PLCE FUBO CALA QS FOLD PSTG AEO OEG LC FLIR TDY
Increasing unusual call option volume: TRXC SUM CALA QS PLCE AEO CALA IJR PSTG EWY
Increasing unusual put option volume: QS RMO EPR LAZR ARKG RMO GOEV ARKG FUBO
Options with decreasing option implied: FL FSR ABNB WORK
Active options: AAPL TSLA NIO AMD PLTR NVDA BABA LI QS AAL BAC AMZN MSFT FUBO INTC BA MU GE T GOLD