Mid-session IV Report January 6, 2022

Mid-session IV Report January 6, 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: VLD EMBK EAR BKKT LZ NEGG NOVA LYFT OSH ALGN FROG CNC BTBT DWAC ZNGA ZS QCOM SIRI SPOT BLI

Popular stocks with increasing volume: LCID BBBY RIVN SOFI BAC HOOD

Most actives option implied volatility goes bid on wide price movement

Tesla (TSLA) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 91. Call put ratio 1 call to 1 put as shares sell off 2.6%.

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 49 as shares pull back 0.7%.

Ford (F) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 76.

NVIDIA (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 63 as shares rally 1.3%.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 65.

Alibaba (BABA) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 83 as shares rally 4.9%.

AMC Entertainment (AMC) 30-day option implied volatility is at 141; compared to its 52-week range of 95 to 726.

Lucid Group (LCID) 30-day option implied volatility is at 88; compared to its 52-week range of 69 to 289.

Microsoft (MSFT) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 34.

NIO Inc. (NIO) 30-day option implied volatility is at 71; compared to its 52-week range of 49 to 115.

Meta Platforms (FB) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 51 as share rally 4%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 100; compared to its 52-week range of 57 to 303 as shares rally 8%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 88; compared to its 52-week range of 70 to 176. Call put ratio 1 call to 2.6 puts as shares selloff 7.5%.

Palantir (PLTR) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 170.

AT&T (T) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 31.

Amazon (AMZN) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 47.

SoFi Technologies (SOFI) 30-day option implied volatility is at 78; compared to its 52-week range of 50 to 151. Call put ratio 2.7 calls to 1 put as shares sell off 1.8%.

Bank of America (BAC) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 40.

Robinhood (HOOD) 30-day option implied volatility is at 96; compared to its 52-week range of 51 to 226 as shares sell off 2.5%.

Micron (MU) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 59.

GameStop (GME) 30-day option implied volatility is at 106; compared to its 52-week range of 69 to 553.

Embark Holdings, Inc. New (EMBK) call put ratio 1 call to 54 puts with focus on January 7.5 puts.

Increasing unusual option volume: EAR SKYY CRIS BCS LW DOGZ ZI BBBY
Increasing unusual call option volume: BCS CRIS EAR OPFI ESSC LW ZI
Increasing unusual put option volume: LW XPDI PTLO DNN SRPT XHB EMBK
Options with decreasing option implied: BBBY RBOT RBAC BENE CAG WBA
Active options: TSLA AAPL F NVDA AMD BABA AMC LCID MSFT NIO FB BBBY RIVN PLTR T AMZN SOFI BAC HOOD MU