Mid-session IV Report January 8, 2021

Mid-session IV Report January 8, 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: DDD CHL CLVS SSYS PLUG CRON TSLA PINS SNAP DD CMG MIC CMRX CLVS

Popular stocks with increasing volume: T ROKU NIO PLTR PLUG VALE

Electric Vehicle option implied volatility

Tesla (TSLA) 30-day option implied volatility is at 90; compared to its 52-week range of 53 to 154. Call put ratio 1.72 calls to 1 put. TSLA up 7%. Market cap above $800B.

NIO Inc. (NIO) 30-day option implied volatility is at 97; compared to its 52-week range of 81 to 215. Call put ratio 3.5 calls to 1 put with focus on January 75 calls.

Nikola (NKLA) 30-day option implied volatility is at 114; compared to its 52-week range of 67 to 305.

Fisker (FSR) 30-day option implied volatility is at 93; compared to its 52-week range of 91 to 205.

Lordstown Motors (RIDE) 30-day option implied volatility is at 112; compared to its 52-week range of 99 to 176. Call put ratio 10.9 calls to 1 put with focus on January weekly calls expiring today.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 137; compared to its 52-week range of 51 to 355. Call put ratio 3.9 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 146; compared to its 52-week range of 89 to 400. Call put ratio 7.6 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 110; compared to its 52-week range of 103 to 287. Call put ratio 3.4 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 93; compared to its 52-week range of 75 to 178. Call put ratio 6.8 calls to 1 put.

Niu Technologies (NIU) 30-day option implied volatility is at 79; compared to its 52-week range of 72 to 155. Call put ratio 6.6 calls to 1 put with focus on January 40 calls as shares rally 5.5%.

Blink Charging (BLNK) 30-day option implied volatility is at 142; compared to its 52-week range of 97 to 266.

Bloom Energy (BE) 30-day option implied volatility is at 100; compared to its 52-week range of 84 to 239. Call put ratio 7.8 calls to 1 put with focus on February 45 calls.

Ford (F) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 195. Call put ratio 6.3 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 188. Call put ratio 5.6 calls to 1 put.

Increasing unusual option volume: JNK CNET GHIV CNET XNET OEG GSAT SRPT ACIA DDD
Increasing unusual call option volume: DDD CBAT ARCT CNET XNET FEZ OEG ENG CMC IDEX
Increasing unusual put option volume: JNK DDD QS MARA ARKK LAZR SRPT DDD ACIA DXC MARA
Options with decreasing option implied: SRPT TECK CODX BBBY GOEV ENDP VIAC
Active options: TSLA AAPL NIO MU PLUG PLTR BABA RIOT AMD AMZN ROKU IDEX FB DKNG MARA BIDU T SNOW SQ MSFT