Mid-session IV Report March 8, 2021

Mid-session IV Report March 8, 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: SFIX SKT TTD WKHS ASO NLY KPTI

Popular stocks with increasing volume: RKT GME PLTR NIO WKHS

Tech movers

Tesla (TSLA) March weekly call option implied volatility is at 98, March is at 89; compared to its 52-week range of 54 to 154.

Teledoc (TDOC) March weekly call option implied volatility is at 71, March is at 74; compared to its 52-week range of 51 to 110. Call put ratio 3.3 calls to 1 put.

Roku (ROKU) March weekly call option implied volatility is at 81, March is at 69; compared to its 52-week range of 55 to 130.

Virgin Galactic (SPCE) March weekly call option implied volatility is at 125, March is at 121; compared to its 52-week range of 78 to 237. Call put ratio 2.5 calls to 1 put.

Palantir (PLTR) March weekly call option implied volatility is at 100, March is at 95; compared to its 52-week range of 59 to 174. Call put ratio 3.8 calls to 1 put.

DraftKings (DKNG) March weekly call option implied volatility is at 84, March is at 78; compared to its 52-week range of 62 to 143. Call put ratio 5.5 calls to 1 put as shares rally 4%.

Workhorse (WKHS) 30-day option implied volatility is at 169; compared to its 52-week range of 103 to 287. Call put ratio 4.9 calls to 1 put as shares rally 21%.

Trade Desk (TTD) March weekly call option implied volatility is at 71, March is at 71; compared to its 52-week range of 49 to 118. Call put ratio 3.3 calls to 1 put as shares rally 8%.

IV into quarter results

Microvision (MVIS) March call option implied volatility is at 230, April is at 215; compared to its 52-week range of 128 to 464 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put with focus on March 13, 14 and 15 calls.

Revlon (REV) March weekly call option implied volatility is at 165, March is at 130; compared to its 52-week range of 96 to 277 into the expected release of quarter results today after the bell. Call put ratio 100 calls to 1 put with focus on March 10 calls.

Stitch Fix (SFIX) March weekly call option implied volatility is at 215, March is at 145; compared to its 52-week range of 60 to 134 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

XPeng (XPEV) March weekly call option implied volatility is at 122, March is at 100; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put as shares rally 4%.

H&R Block (HRB) March call option implied volatility is at 55, April is at 40; compared to its 52-week range of 82 to 182 into the expected release of quarter results after the bell on March 9. Call put ratio 5.5 calls to 1 put with focus on March calls.

Dicks Sporting Goods (DKS) March call option implied volatility is at 105, March weekly is at 71; compared to its 52-week range of 39 to 134 into the expected release of quarter results before the bell on March 9. Call put ratio 1 call to 2.7 puts as shares rally 6%.

Stellantis (STLA) March call option implied volatility is at 40, April is at 38; compared to its 52-week range of 33 to 186. Call put ratio 42 calls to 1 put with focus on January 17.50 calls as shares rally 2.3%.

Increasing unusual option volume: FL WTI NLOK KOS SOS YELL MBI LKQ IWN RRD ASO UFS
Increasing unusual call option volume: MBI AER ASO RRD UFS DNN
Increasing unusual put option volume: IWN FL XME DKS USO EMB
Options with decreasing option implied: MIK ZNTE QELL FSR GPS
Active options: AAPL TSLA GE NIO PLTR AMC F AMD GME RKT FB AMZN AALT DIS BA XOM MSFT SNDL BAC