Mid-session IV Report March 9, 2021

Mid-session IV Report March 9, 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: AUPH NLY TIGR NNDM EARS XNET ORCL FOSL BLDP CLDR

Popular stocks with increasing volume: VALE PLTR RIOT WU DKNG

Bitcoin-related stocks surge as bitcoin prices again move above $54,000

Marathon Patent Group (MARA) 30-day option implied volatility is at 235; compared to its 52-week range of 139 to 475 as Bitcoin trades above $54,000. Call put ratio 2.9 calls to 1 put as shares rally 22%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 130; compared to its 52-week range of 29 to 154 amid shares up 13% as Bitcoin trades above $54,000.

Riot Blockchain (RIOT) 30-day option implied volatility is at 205; compared to its 52-week range of 122 to 276 amid shares up 28%. Call put ratio 3.4 calls to 1 put as Bitcoin trades above $54,000.

Bit Digital (BTBT) 30-day option implied volatility is at 204; compared to its 52-week range of 203 to 279 amid shares up 20% as Bitcoin trades above $54,000. Call put ratio 9.6 calls to 1 put.

IV into quarter results

Cloudera (CLDR) March weekly call option implied volatility is at 155, March is at 120; compared to its 52-week range of 50 to 139 into the expected release of quarter results on March 10.

Ulta (ULTA) March weekly call option implied volatility is at 98, March is at 65; compared to its 52-week range of 35 to 145 into the expected release of quarter results after the bell on March 10.

Oracle (ORCL) March weekly call option implied volatility is at 64, March is at 45; compared to its 52-week range of 22 to 92 into the expected release of quarter results after the bell on March 10. Call put ratio 5.9 calls to 1 put with focus on March weekly 75 calls.

AMC Entertainment (AMC) March weekly call option implied volatility is at 300, March is at 230; compared to its 52-week range of 85 to 725 into the expected release of quarter results before the bell on March 10. Call put ratio 4.4 calls to 1 put.

Ballard Power (BLDP) March call option implied volatility is at 101, April is at 83; compared to its 52-week range of 64 to 217 into the expected release of quarter results after the bell on March 10 as shares rally 10%. Call put ratio 4 calls to 1 put.

Campbell Soup (CPB) March weekly call option implied volatility is at 60, March is at 40; compared to its 52-week range of 22 to 76 into the expected release of quarter results before the bell on March 10.

Bumble (BMBL) March call option implied volatility is at 111, April is at 94; compared to its 52-week range of into the expected release of quarter results before the bell on March 10.

Fossil (FOSL) March weekly call option implied volatility is at 138, March is at 138; compared to its 52-week range of 73 to 355 into the expected release of quarter results on March 10.

ARK IV amid wide price movement

ARK Innovation (ARKK) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 150. Call put ratio 1 call to 1 put as shares rally 9%.

ARK Genomic Revolution (ARKG) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 70. Call put ratio 1.3 calls to 1 put as shares rally 8.6%.

ARK Next Generation (ARKW) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 78. Call put ratio 1.2 calls to 1 put as shares rally 7%.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 65. Call put ratio 1 call to 1 put as shares rally 6.7%

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 56; compared to its 52-week range of 31 to 81. Call put ratio 3.6 calls to 1 put as shares rally 5%.

Auris Medical Holding (EARS) call put ratio 9 calls to 1 put as shares rally 59%

Veritone (VERI) call put ratio 3.5 calls to 1 put with focus on March 35 and 40 calls as shares rally 18%,

Increasing unusual option volume: WU LKQ ACAD SYF LFMD ASO ATSG SOS MLCO CVAC EARS VERI
Increasing unusual call option volume: WU SYF SOS EXPR SOXL YELL
Increasing unusual put option volume: ACAD DKS SOS CCJ VALE
Options with decreasing option implied: RKT ENDP INFN MIK SFIX DKS CIEN SDC FSR
Active options: AAPL VALE TSLA NIO GE PLTR AMC GME BAC AMD F RIOT WU SOS SNDL NVDA MARA AMZN DKNG DIS