Mid-session IV Report May 10, 2021

Mid-session IV Report May 10, 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: INO PRBP BIIB LOTZ SFIX AFRM CUE BIIB LUMN RIDE

Popular stocks with increasing volume: PLTR XOM FCX CLF DKNG AMC FEYE

Option implied volatility into quarter results

Roblox (RBLX) May weekly call option implied volatility is at 120, May is at 86; compared to its 52-week range of 58 to 103 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Nautilus (NLS) May call option implied volatility is at 112, June is at 78; compared to its 52-week range of 76 to 192 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Novavax (NVAX) May weekly call option implied volatility is at 125, May is at 123; compared to its 52-week range of 83 to 174 into the expected release of quarter today results after the bell. Call put ratio 3.4 calls to 1 put.

Occidental Petroleum (OXY) May weekly call option implied volatility is at 77, May is at 63; compared to its 52-week range of 54 to 120 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Rackspace (RXT) May call option implied volatility is at 58, June is at 48; compared to its 52-week range of 49 to 146 into the expected release of quarter results today after the bell. Call put ratio 9 calls to 1 put.

3D System (DDD) May weekly call option implied volatility is at 148, May is at 107; compared to its 52-week range of 54 to 218 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put as shares sell off 6.7%.

Riot Blockchain (RIOT) May weekly call option implied volatility is at 130, May is at 124; compared to its 52-week range of 120 to 276 into the expected release of quarter results today. Call put ratio 1.7 calls to 1 put.

Simon Property (SPG) May call option implied volatility is at 36, June is at 33; compared to its 52-week range of 35 to 97 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

SmileDirect (SDC) May weekly call option implied volatility is at 90, May is at 71; compared to its 52-week range of 68 to 175 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put as shares sell off 5%.

Electronic Arts (EA) May weekly call option implied volatility is at 66, May is at 44; compared to its 52-range of 26 to 46 into the expected release of quarter results after the bell on May 11. Call put ratio 1 call to 5.9 puts with focus on September puts.

FuboTV (FUBO) May weekly call option implied volatility is at 188, May is at 129; compared to its 52-range of 98 to 239 into the expected release of quarter results after the bell on May 11.

Hanesbrands (HBI) May weekly call option implied volatility is at , May is at ; compared to its 52-range of 37 to 112 into the expected release of quarter results before the bell on May 11. Call put ratio 6.5 calls to 1 put.

Unity Software (U) May call option implied volatility is at 81, June is at 55; compared to its 52-range of 49 to 112 into the expected release of quarter results after the bell on May 11.

Sundial (SNDL) May weekly call option implied volatility is at 200, May is at 170; compared to its 52-range of 142 to 654 into the expected release of quarter results after the bell on May 11. Call put ratio 7.2 calls to 1 put with focus on May weekly 1 and 1.5 calls.

Chesapeake Energy (CHK) May call option implied volatility is at 44, June is at 36; compared to its 52-week range of 44 to 77 into the expected release of quarter results on May 11. Call put ratio 6.8 calls to 1 put.

Palantir (PLTR) May weekly call option implied volatility is at 135, May is at 96; compared to its 52-week range of 57 to 174 into the expected release of quarter results before the bell on May 11. Call put ratio 1.7 calls to 1 put as shares sell off 5%.

Bumble (BMBL) May call option implied volatility is at 80, June is at 61; compared to its 52-week range of 61 to 104 into the expected release of quarter results after the bell on May 12.

Lemonade (LMND) May weekly call option implied volatility is at 126, May is at 93; compared to its 52-week range of 63 to 134 into the expected release of quarter results before the bell on May 12.

Increasing unusual option volume: EA CRUS VIPS MT LI FEYE PDD TTD TPR NUE HYFM EDU PRTY BGFV LYV ZTO
Increasing unusual call option volume: EDU PRTY LYV XLI SCCO BTU WU OIH
Increasing unusual put option volume: EA LEV NLS ATOS TTD
Options with decreasing option implied: MAR TSN VXRT ZNGA HOME SKLZ
Active options: AAPL TSLA PLTR NIO BA XOM FB FCX AMZN AMD GE DKNG CLF X AMC T BAC BABA ET AAL