Mid-session IV Report March 4, 2021

Mid-session IV Report March 4, 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: SKT HL UWMC XL VTRS INO HL KODK SDC

Popular stocks with increasing volume: DKNG F CCL T CCIV XOM GME

Calls more active than puts as WTI Crude oil up 4% to $64

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 131 as WTI oil trades above $64. Call put ratio 3.5 calls to 1 put with focus on April 54 and 57 calls.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 247. Call put ratio 3 calls to 1 put with focus on March weekly calls.

Proshares Ultra DJ-UBS Crude Oil (UCO) 30-day option implied volatility is at 69; compared to its 52-week range of 48 to 367. Call put ratio 16.8 calls to 1 put with focus on March options.

Stocks with volume and IV movement:

Tanger Factory Outlet Centers (SKT) March call option implied volatility is at 143, April is at 120; compared to its 52-week range of 44 to 195. Call put ratio 5 calls to 1 put with focus on March 20 and 21 calls

Churchill Capital Corp IV (CCIV) 30-day option implied volatility is at 137; compared to its 52-week range of 131 to 289. Call put ratio 2 calls to 1 put.

ARK Innovation (ARKK) 30-day option implied volatility is at 65; compared to its 52-week range of 33 to 150. Call put ratio 1 call to 2.3 puts as shares sell off 1.9%.

ARK Next Generation (ARKW) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 78. Call put ratio 1 call to 1.1 puts.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 81. Call put ratio 3.8 calls to 1 put.

UWM Holding Corporation (UWMC) 30-day option implied volatility is at 143; compared to its 52-week range of 13 to 171. Call put ratio 13 calls to 1 put with focus on March and April 10 calls.

XL Fleet (XL) 30-day option implied volatility is at 152; compared to its 52-week range of 27 to 207 as shares sell off 6%.

Infosys Limited (INFY) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 118. Call put ratio 8.2 calls to 1 put with focus on March 19 calls.

Blink Charging (BLNK) 30-day option implied volatility is at 135; compared to its 52-week range of 111 to 266 as shares sell off 6.4%.

Laser Storm, Inc. (LAZR) 30-day option implied volatility is at 101; compared to its 52-week range of 28 to 244 as shares sell off 3.4%.

QuantumScape (QS) 30-day option implied volatility is at 116; compared to its 52-week range of 76 to 232 as shares sell off 5%.

FireEye (FEYE) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 149. Call put ratio 3.4 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 83.

Palantir (PLTR) call put ratio 3.7 calls to 1 put with focus on March weekly 25 calls.

United Natural Foods (UNFI) call put ratio 11 calls to 1 put with focus on March 35 calls as shares rally 6%.

Increasing unusual option volume: FPRX TIP SFL SOS RBBN UNFI USO UCO XLE
Increasing unusual call option volume: SFL FPRX RBBN ITUB INFY
Increasing unusual put option volume: SOS INFN BAX AEO DNN APPH VRM
Options with decreasing option implied: SIRI WKHS GME MIK SNOW VIAC
Active options: APPL TSLA NIO GE GME AMC RKT BA FB AMD AMZN CCIV SOS XOM DKNG F CCL MSFT T