Mid-session IV Report March 10, 2021

Mid-session IV Report March 10, 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: TEVA CRON DOCU XLNX KMI FBAC CLDR ORCL

Popular stocks with increasing volume: F DKNG NVDA AAL FCEL GPRO LMND VIPS ET CCIV

IV into quarter results

Cloudera (CLDR) March weekly call option implied volatility is at 186, March is at 120; compared to its 52-week range of 50 to 139 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Ulta (ULTA) March weekly call option implied volatility is at 109, March is at 65; compared to its 52-week range of 35 to 145 into the expected release of quarter results today after the bell.

Oracle (ORCL) March weekly call option implied volatility is at 71, March is at 41; compared to its 52-week range of 22 to 92 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 73 calls.

AMC Entertainment (AMC) March weekly call option implied volatility is at 400, March is at 290; compared to its 52-week range of 85 to 725. Call put ratio 2.8 calls to 1 put.

Bumble (BMBL) March call option implied volatility is at 105, April is at 93; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 5.6 calls to 1 put with focus on March 70 calls.

Fossil (FOSL) March weekly call option implied volatility is at 112, March is at 96; compared to its 52-week range of 73 to 355 into the expected release of quarter results today after the bell.

JD.COM (JD) March weekly call option implied volatility is at 98, March is at 64; compared to its 52-week range of 40 to 81 into the expected release of quarter results on March 11.

Vail Resorts (MTN) March call option implied volatility is at 50, April is at 41; compared to its 52-week range of 31 to 125 into the expected release of quarter results after the bell on March 11. Call put ratio 11 calls to 1 put.

DocuSign (DOCU) March weekly call option implied volatility is at 140, March is at 80; compared to its 52-week range of 46 to 128 into the expected release of quarter results after the bell on March 11. Call put ratio 2.2 calls to 1 put.

Wheaton Precious (WPM) March weekly call option implied volatility is at 72, March is at 55; compared to its 52-week range of 39 to 102 into the expected release of quarter results on March 11.

IV into investor meeting

Verizon (VZ) March weekly call option implied volatility is at 24, March is at 19; compared to its 52-week range of 15 to 72 into a company sponsored virtual analyst meeting today. Call put ratio 4.8 calls to 1 put.

T-Mobile (TMUS) March weekly call option implied volatility is at 59, March is at 40; compared to its 52-week range of 22 to 88 into a company sponsored virtual analyst day on March 11.

AT&T (T) March weekly call option implied volatility is at 30, March is at 25; compared to its 52-week range of 18 to 80 into a company sponsored virtual analyst & investor day on March 12. Call put ratio 3.7 calls to 1 put.

Increasing unusual option volume: SLM CAN GTT ANTE ETM EXPR SOS AJAX TUP
Increasing unusual call option volume: SLM GTT EXPR AJAX SOS ADMA
Increasing unusual put option volume: EXPR MDB ACAD TUP SOS CAN NRG
Options with decreasing option implied: RKT CLVS SFIX SDC BHC
Active options: TSLA NIO PLTR GE AAPL AMC GME DKNG BA F FB AMD ET SNDL NVDA CCIV RIOT AAL FCEL AMZN