Mid-session IV Report March 3, 2021

Mid-session IV Report March 3, 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: FSR VALE INFN GME SNOW

Popular stocks with increasing volume: PLTR GE BA CCL DKNG

Option volume and IV Movers

Rocket (RKT) March weekly call option implied volatility is at 370; March is at 227; compared to its 52-week range of 57 to 178. Call put ratio 1.6 calls to 1 put as shares sell off 16%

Option implied volatility as shares trade up amid $50K Bitcoin

Bit Digital (BTBT) 30-day option implied volatility is at 205; compared to its 52-week range of 207 to 279 as Bitcoin trades above $50,000. Call put ratio 4.4 calls to 1 put.

Marathon Patent Group (MARA) 30-day option implied volatility is at 232; compared to its 52-week range of 139 to 475. Call put ratio 3.4 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 118; compared to its 52-week range of 30 to 154.

Riot Blockchain (RIOT) 30-day option implied volatility is at 205; compared to its 52-week range of 122 to 276.

IV into quarter results

American Eagle (AEO) March weekly call option implied volatility is at 123, March is at 63; compared to its 52-week range of 50 to 198 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Marvell (MRVL) March weekly call option implied volatility is at 110, March is at 57; compared to its 52-week range of 38 to 99 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

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 today after the bell. Call put ratio 66 calls to 1 put.

Snowflake (SNOW) March weekly call option implied volatility is at 155, March is at 77; compared to its 52-week range of 47 to 100 into the expected release of quarter results today after the bell.

Splunk (SPLK) March weekly call option implied volatility is at 149, March is at 71; compared to its 52-week range of 39 to 97 into the expected release of quarter results today after the bell.

Vroom (VRM) March call option implied volatility is at 100, April is at 78; compared to its 52-week range of 69 to 132 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts with focus on March 40 puts.

Okta, Inc. (OKTA) March weekly call option implied volatility is at 100, March is at 56; compared to its 52-week range of 43 to 89 into the expected release of quarter results today after the bell.

Kroger (KR) March weekly call option implied volatility is at 80, 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 1 call to 3.2 puts with focus on March weekly 31.50 puts.

Costco (COST) March weekly call option implied volatility is at 48, March is at 28; 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 73, March is at 38; compared to its 52-week range of 28 to 95 into the expected release of quarter results after the bell on March 4. Call put ratio 1 call to 1.3 puts.

Ciena (CIEN) March weekly call option implied volatility is at 123, March is at 55; compared to its 52-week range of 30 to 88 into the expected release of quarter results before the bell on March 4.

Gap (GPS) March weekly call option implied volatility is at 173, March is at 86; compared to its 52-week range of 50 to 132 into the expected release of quarter results on March 4. Call put ratio 1 call to 4.2 puts.

Increasing unusual option volume: DNN SOS VST PAGS SPCX
Increasing unusual call option volume: DNN SOS PAGS RWT
Increasing unusual put option volume: SOS IEF FL FLR
Options with decreasing option implied: XNET EBON FLNT MGI BYND BBY ROKU BYND
Active options: AAPL RKT AMC TSLA UWMC NIO PLTR BA GE BAC GME CCL F AMD AAL AMZN FUBO SNAP DKNG FB