Mid-session IV Report March 25, 2021

Mid-session IV Report March 25, 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: SRNE FNKO ENDP KALA GT VIPS MARA VXRT APA BBBY M PBR QS BLNK

Popular stocks with increasing volume: FB GME NKE DKNG

QQQ and IWM IV flat to low

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 57.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 68. Call put ratio 1 call to 3.1 puts as shares pull back.

Nike (NKE) March weekly call option implied volatility is at 40, April is at 30; compared to its 52-week range of 25 to 68 a shares sell off 2.9% amid reports of possible China boycotts. Cal put ratio 1 call to 3.4 puts with focus on March weekly 130, 131 and 135 puts.

Facebook, Alphabet & Twitter IV low into House hearing and end of quarter

Facebook (FB) 30- option implied volatility is at 34; compared to its 52-week range of 28 to 66 into Facebook CEO Mark Zuckerberg, Alphabet (GOOGL) CEO Sundar Pichai and Twitter (TWTR) CEO Jack Dorsey will testify remotely at a House hearing on misinformation and disinformation. Call put ratio 2.4 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 57 into Google CEO Sundar Pichai will testify remotely at a House hearing on misinformation and disinformation.

Twitter (TWTR) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 91 into Twitter CEO Jack Dorsey will testify remotely at a House hearing on misinformation and disinformation.

IV into quarter results

Riot Blockchain (RIOT) March weekly call option implied volatility is at 206, April is at 143; compared to its 52-week range of 122 to 276 into the expected release of quarter results before the bell on March 26. Call put ratio 1 call to 1 put as shares sell off 8.3%.

UP Fintech (TIGR) April call option implied volatility is at 130, May is at 120; 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 2 calls to 1 put with focus on April 17.50 calls.

Uranium, rare earth stock option implied volatility is flat

Cameco Corp. (CCJ) 30-day option implied volatility is at 68; compared to its 52-week range of 41 to 233. Call put ratio 3.3 calls to 1 put with focus on April 18.50 calls as shares sell off 2.3%.

Uranium Energy (UEC) 30-day option implied volatility is at 122; compared to its 52-week range of 9 to 176.

Energy Fuels (UUUU) 30-day option implied volatility is at 98; compared to its 52-week range of 76 to 253. Call put ratio 1.8 calls to 1 put.

MP Materials (MP) 30-day option implied volatility is at 100; compared to its 52-week range of 54 to 141. Call put ratio 1.1 calls to 1 put.

Market Vectors Rare Earth/strategic Metals Etf (REMX) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 76.

Increasing unusual option volume: APTO KWEB LEAF ALKS IDRA FNKO GNMK FREQ
Increasing unusual call option volume: APTO ALKS LEAF NBIX GNMK FNKO
Increasing unusual put option volume: NKE KWEB GEO FUSE PVH ICLN AMTX STIC
Options with decreasing option implied: RH EBON TLRY SNPR XNET
Active options: AAPL TSLA NIO PLTR AMC FB GME BA AMD RIOT AAL GE CSCO AMZN SOS NKE BAC DKNG VIAC