Mid-session IV Report March 1, 2021

Mid-session IV Report March 1, 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: GME INFN ENDP FSR AMC WORK VALE ZM LMND AIG DDD

Popular stocks with increasing volume: DKNG NIO RKT XOM IBM M GMEWKHS

IV into quarter results

Zoom Video (ZM) March weekly call option implied volatility is at 131, March is at 77; compared to its 52-week range of 51 to 137 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put with focus on March weekly 400 calls.

3D Systems (DDD) March weekly call option implied volatility is at 159, March is at 115; compared to its 52-week range of 54 to 218 into the expected release of quarter results today after the bell. Call put ratio 7.4 calls to 1 put as shares rally 8.9%.

Lemonade (LMND) March weekly call option implied volatility is at 134, March is at 100; compared to its 52-week range of 63 to 134 into the expected release of quarter results today after the bell. Call put ratio 5.6 calls to 1 put.

Nio (NIO) March weekly call option implied volatility is at 144, March is at 109; compared to its 52-week range of 81 to 215 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Kroger (KR) March weekly call option implied volatility is at 65, March is at 40; compared to its 52-week range of 24 to 95 into the expected release of quarter results into the expected release of quarter results before the bell on March 4. Call put ratio 11.4 calls to 1 put with focus on March weekly 33 calls.

Costco (COST) March weekly call option implied volatility is at 37, March is at 27; compared to its 52-week range of 18 to 76 into the expected release of quarter results into the expected release of quarter results before the bell on March 4.

Option volume and IV Movers

AIG (AIG) March weekly call option implied volatility is at 37; March is at 34; compared to its 52-week range of 34 to 145. Call put ratio 10 calls to 1 put with focus on March weekly 45 and 48 calls as shares rally 4.5%.

Rocket (RKT) March weekly call option implied volatility is at 101; March is at 78; compared to its 52-week range of 57 to 178. Call put ratio 8.6 calls to 1 put with focus on March weekly and March 25 calls as shares rally 11%.

DoorDash (DASH) March weekly call option implied volatility is at 93; March is at 85; compared to its 52-week range of 75 to 118. Call put ratio1 call to 2.2 puts.

Beyond Meat (BYND) March weekly call option implied volatility is at 63; March is at 62; compared to its 52-week range of 51 to 130. Call put ratio 1.1 calls to 1 put.

Increasing unusual option volume: DNN SOS NRG APPH RWT ELF BNS JAZZ AIG RKT
Increasing unusual call option volume: DNN SOS APPH NRG ELF VST
Increasing unusual put option volume: VST QSR SPCX STNE DNN BLUE CAN
Options with decreasing option implied: XNET EBON FLNT MGI BTWN BCRX NTNX
Active options: AAPL PLTR AMC TSLA DKNG NIO RKT BA XOM SOS AAL GE GME SNAP FB AMD CCL SNDL WKHS RIOT