Mid-session IV Report March 22, 2021

Mid-session IV Report March 22, 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: CLVS COG HPE BOX RLX TUR TBA CAC

Popular stocks with increasing volume: GM AAL SNAP DKNG NOK

GameStop (GME) March weekly call option implied volatility is at 275, April is at 235; compared to its 52-week range of 78 to 553 into the expected release of quarter results after the bell on March 23.

At Home Group (HOME) April call option implied volatility is at 95, May is at 84; compared to its 52-week range of 74 to 241 into the expected release of quarter results after the bell on March 23.

Steelcase (SCS) April call option implied volatility is at 54, May s at 45; compared to its 52-week range of 48 to 108 into the expected release of quarter results after the bell on March 23.

General Mills (GIS) April call option implied volatility is at 25, May is at 24; compared to its 52-week range of 20 to 66 into the expected release of quarter results before the bell on March 24.

GrowGeneration (GRWG) March weekly call option implied volatility is at 149, April is at 100; compared to its 52-week range of 73 to 174 into the expected release of quarter results on March 24. Call put ratio 2.9 calls to 1 put.

H.B. Fuller (FUL) March weekly call option implied volatility is at 21, April is at 27; compared to its 52-week range of 27 to 99 into the expected release of quarter results after the bell on March 24.

KB Home (KBH) March weekly call option implied volatility is at51 , April is at 48; compared to its 52-week range of 45 to 145 into the expected release of quarter results after the bell on March 24. Call put ratio 9.3 calls to 1 put with focus on April calls.

RH (RH) March weekly call option implied volatility is at 125, April is at 65; compared to its 52-week range of 44 to 136 into the expected release of quarter results after the bell on March 24.

Winnebago (WGO) March weekly call option implied volatility is at 59, April is at 51; compared to its 52-week range of into the expected release of quarter results before the bell on March 24.

Darden Restaurants (DRI) March weekly call option implied volatility is at 44, April is at 40; compared to its 52-week range of 44 to 137 into the expected release of quarter results before the bell on March 25.

Riot Blockchain (RIOT) March weekly call option implied volatility is at 158, April is at 150; compared to its 52-week range of 122 to 276 into the expected release of quarter results before the bell on March 26.

UP Fintech (TIGR) April call option implied volatility is at 140, May is at 126; compared to its 52-week range of 66 to 200 into the expected release of quarter results before the bell on March 26. Call put ratio 3.6 calls to 1 put.

iShares MSCI Turkey ETF (TUR) 30-day call option implied volatility is at 58; compared to its 52-week range of 37 to 88 after Turkish lira tumbled towards a record low against the dollar. Call put ratio 1 call to 14 puts as shares sell off 18%.

Turkcell Iletisim Hizmetleri A.s. (NYSE: TKC) 30-day call option implied volatility is at 78; compared to its 52-week range of 31 to 107 after Turkish lira tumbled towards a record low against the dollar. Call put ratio 1.7 calls to 1 puts as shares sell off 16%.

Increasing unusual option volume: JACK DNN RLX BOX MRKR
Increasing unusual call option volume: FINV RSP DNN BOX NLY RLX
Increasing unusual put option volume: WB RLX CLVS KWEB NLS PAA SOS TUR
Options with decreasing option implied: GME XNET TRIL CAN SOS AMAC RIOT CRIS
Active options: AAPL TSLA FB AMC PLTR NIO F AMD SNDL GE BAC DKNG SNAP MSFT GM BA AMZN NOK AAL BABA