Mid-session IV Report March 2, 2021

Mid-session IV Report March 2, 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: RKT GME INFN FSR FUBO SNOW

Popular stocks with increasing volume: RKT CCIV ZM SOS PLTR GME SNDL

Option volume and IV Movers

Rocket (RKT) March weekly call option implied volatility is at 235; March is at 151; compared to its 52-week range of 57 to 178. Call put ratio 8.2 calls to 1 put with focus on March weekly and March 30 calls as shares rally 20%.

MP Materials (MP) 30-day option implied volatility is at 104; compared to its 52-week range of 54 to 141. Call put ratio 6.6 calls to 1 put with focus on March and June 55 calls as shares rally 6.5%.

Cameco Corp. (CCJ) 30-day option implied volatility is at 78; compared to its 52-week range 41 to 232. Call put ratio 48 calls to 1 put with focus on March 14 and 16 calls as shares rally 5.9%.

IV into quarter results

Ambarella (AMBA) March weekly call option implied volatility is at 116, March is at 71; compared to its 52-week range of 43 to 110 into the expected release of quarter results today after the bell.

Box (BOX) March weekly call option implied volatility is at 67, March is at 54; compared to its 52-week range of 43 to 107 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

FuboTV (FUBO) March weekly call option implied volatility is at 210, March is at 149; compared to its 52-week range of 98 to 238 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Hewlett Packard (HPE) March weekly call option implied volatility is at 71, March is at 43; compared to its 52-week range of 35 to 217 into the expected release of quarter results today after the bell.

Ross Stores (ROST) March weekly call option implied volatility is at 63, March is at 43; compared to its 52-week range of 32 to 89 into the expected release of quarter results today after the bell.

Urban (URBN) March weekly call option implied volatility is at 117, March is at 69; compared to its 52-week range of 51 to 109 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.9 puts.

American Eagle (AEO) March weekly call option implied volatility is at 89, March is at 59; compared to its 52-week range of 50 to 198 into the expected release of quarter results after the bell on March 3. Call put ratio 1 call to 2.6 puts.

Dollar Tree (DLTR) March weekly call option implied volatility is at 88, March is at 44; compared to its 52-week range of 27 to 116 into the expected release of quarter results on March 3.

Marvell (MRVL) March weekly call option implied volatility is at 89, March is at 51; compared to its 52-week range of 38 to 99 into the expected release of quarter results after the bell on March 3.

National Beverage (FIZZ) March call option implied volatility is at 71, April is at 72; compared to its 52-week range of 45 to 276 into the expected release of quarter results after the bell on March 3. Call put ratio 1 call to 5.3 puts.

Snowflake (SNOW) March weekly call option implied volatility is at 133, March is at 76; compared to its 52-week range of 47 to 100 into the expected release of quarter results after the bell on March 3.

Splunk (SPLK) March weekly call option implied volatility is at 123, March is at 67; compared to its 52-week range of 39 to 97 into the expected release of quarter results after the bell on March 3.

Vroom (VRM) March call option implied volatility is at 98, April is at 78; compared to its 52-week range of 69 to 132 into the expected release of quarter results after the bell on March 3. Call put ratio 1 call to 1.8 puts with focus on March 40 puts.

Okta, Inc. (OKTA) March weekly call option implied volatility is at 83, March is at 51; compared to its 52-week range of 43 to 89 into the expected release of quarter results after the bell on March 3.

Kroger (KR) March weekly call option implied volatility is at 70, March is at 40; compared to its 52-week range of 24 to 95 into the expected release of quarter results before the bell on March 4. Call put ratio 2.1 calls to 1 put with focus on March weekly 33 calls.

Costco (COST) March weekly call option implied volatility is at 41, March is at 27; compared to its 52-week range of 18 to 76 into the expected release of quarter results after the bell on March 4.

Broadcom (AVGO) March weekly call option implied volatility is at 63, March is at 39; compared to its 52-week range of 28 to 95 into the expected release of quarter results after the bell on March 4.

DoorDash (DASH) March weekly call option implied volatility is at 74; March is at 71; compared to its 52-week range of 75 to 118. Call put ratio1 call to 3.6 puts into lock up expiration.

Increasing unusual option volume: DNN SOS NRG APPH AI CCJ MP
Increasing unusual call option volume: DNN SOS APPH NRG ELF
Increasing unusual put option volume: SOS QSR SPCX STNE DNN BLUE CAN
Options with decreasing option implied: ZM XNET EBON FLNT NIO LMND APT ANF
Active options: AAPL NIO RKT AMC ZM SOS TSLA PLTR SQ GME SNDL FUBO RIOT SNAP TGT DKNG GE CCIV CLOV AMZN