Mid-session IV Report March 19, 2021

Mid-session IV Report March 19, 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: RXT PLAB AJAX JNPR BOX HYG

Popular stocks with increasing volume: F NKE FDX CLVS AAL

Large capital industrial stocks option IV flat to low amid share prices near upper end of range

General Motors (GM) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 188. Call put ratio 4.9 calls to 1 put with focus on March 60 calls.

Ford (F) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 195. Call put ratio 3.8 calls to 1 put with focus on March 13 calls.

Deere (DE) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 84. Call put ratio 1 call to 1 put.

Caterpillar (CAT) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 82. Call put ratio 1.6 calls to 1 put.

UBER, DASH & LYFT IV near low end of range

Uber (UBER) March weekly calls option implied volatility is at 51, April is at 49; compared to its 52-week range of 42 to 201.

DoorDash (DASH) March weekly calls option implied volatility is at 64, April is at 65; compared to its 10-week range of 71 to 118.

Lyft (LYFT) March weekly calls option implied volatility is at 54, April is at 53; compared to its 52-week range of 52 to 196.

Micron (MU) calls active as shares rally 2%

Micron (MU) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 108. Call put ratio 3.7 calls to 1 put as shares rally 2% to trade above $91.50.

Active options

Box (BOX) April and May call option implied volatility is at 54, April is at 53; compared to its 52-week range of 44 to 106. Call put ratio 263 calls to 1 put with focus on May 22 and 27 calls.

Rackspace Technology (RXT) April calls option implied volatility is at 80, May is at 70; compared to its 52-week range of 49 to 146. Call put ratio 152 calls to 1 put with focus on March 25 calls.

Increasing unusual option volume: UPST CLVS HUN PDCE ACTG RXT BOX DNN BOX DNN CSTM
Increasing unusual call option volume: CLVS XLP PRTY PDCE HUN RXT WES BOX DNN
Increasing unusual put option volume: SOXL FE UPST DNN SOS GT
Options with decreasing option implied: VIXY GPRO NKE FDX BB QELL AZN LLY
Active options: AAPL TSLA FB T NIO BAC PLTR AMC AMD F AMZN CLVS BA WFC GE FDX GME NKE JPM AAL