Mid-session IV Report March 18, 2021

Mid-session IV Report March 18, 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: BBBY NKE FDX CASA EXPR LQD

Popular stocks with increasing volume: SNAP NIO PLTR GME

GM & F calls active as GM shares above $61

General Motors (GM) March call option implied volatility is at 51, April is at 50; compared to its 52-week range of 39 to 188. Call put ratio 6.9 calls to 1 put with focus on April 65 calls.

Ford (F) March call option implied volatility is at 61, April is at 57; compared to its 52-week range of 34 to 195 as shares rally 1.8%. Call put ratio 7.9 calls to 1 put with focus on September 15 calls.
IV and volume on watch

GameStop (GME) March call option implied volatility is at 330, April is at 300; compared to its 52-week range of 78 to 553. Call put ratio 1 call to 1 put into the expected release of quarter results on March 23.

Apple (AAPL) March call option implied volatility is at 41, April is at 34; compared to its 52-week range of 25 to 87. Call put ratio 2.1 calls to 1 put.

Intel (INTC) March call option implied volatility is at 35, April is at 36; compared to its 52-week range of 25 to 87 into a business update and webcast address on March 23. Call put ratio 2.6 calls to 1 put.

Option IV into quarter results

FedEx (FDX) March call option implied volatility is at 124, April is at 41; compared to its 52-week range of 32 to 124 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Nike (NKE) March call option implied volatility is at 100, April is at 34; compared to its 52-week range of 25 to 112 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Surface Oncology (SURF) 30-day option implied volatility is at 148; compared to its 52-week range of 100 to 773. Call put ratio 30 calls to 1 put with focus on March 10 calls.

Stocks with listed options associated with the NFT craze

Sino-Global Shipping America (SINO) 30-day option implied volatility is at 179; compared to its 52-week range of 177 to 264 as shares rally 16% amid NFT craze. Call put ratio 9.3 calls to 1 put.

Kodak (KODK) 30-day option implied volatility is at 145; compared to its 52-week range of 97 to 330.

Stocks associated with the NFT craze are continuing higher

Oriental Culture Holding LTD (OCG) +25%

Takung Art Co (TKAT) +30%

Liquid Media (YVR) mixed

ZK International Group (ZKIN) +13.6%

Increasing unusual option volume: UPST EXPR INFN INFI LIVX NEOS UPST FIVE HGEN PFSI MLCO INFI SURF
Increasing unusual call option volume: EXPR AFL WB INFN DNN AFL
Increasing unusual put option volume: DG ICLN RIDE SOS UPST MLCO ZTO HLF
Options with decreasing option implied: TEVA ENDP ITUB FIVE LEN MLHR DLTH LE
Active options: AAPL TSLA BAC AMC BA F PLTR GM AMD SNAP WFC SNDL NIO FB UWMC AMZN GE JPM GME NOK