Mid-session IV Report May 11, 2021

Mid-session IV Report May 11, 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: BIIB CRIS TEVA IPOE CLDR FSR WKHS LEV SFIX JMIA

Popular stocks with increasing volume: SPCE DKNG UPS CLF GE F JMIA

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 33, May is at 29; compared to its 52-week range of 19 to 41 as shares pull back 1.2%.

Option implied volatility into quarter results

Electronic Arts (EA) May weekly call option implied volatility is at 68, May is at 45; compared to its 52-range of 26 to 46 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts with focus on May 140 puts.

FuboTV (FUBO) May weekly call option implied volatility is at 225, May is at 150; compared to its 52-range of 98 to 239 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Unity Software (U) May call option implied volatility is at 89, June is at 58; compared to its 52-range of 49 to 112 into the expected release of quarter results today after the bell.

Dillards (DDS) May call option implied volatility is at 67, June is at 59; compared to its 52-week range of 65 to 203 into the expected release of quarter results after the bell on May 12.

Aurora Cannabis (ACB) May weekly call option implied volatility is at 144, May is at 111; compared to its 52-week range of 77 to 247 into the expected release of quarter results after the bell on May 12.

Sono (SONO) May call option implied volatility is at 100, June is at 67; compared to its 52-week range of 54 to 120 into the expected release of quarter results after the bell on May 12.

Wix (WIX) May call option implied volatility is at 61, June is at 45; compared to its 52-week range of 47 to 72 into the expected release of quarter results before the bell on May 12.

Utz (UTZ) May call option implied volatility is at 51, June is at 37; compared to its 52-week range of 33 to 456 into the expected release of quarter results on May 12.

Bumble (BMBL) May call option implied volatility is at 80, June is at 63; 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 146, May is at 103; compared to its 52-week range of 63 to 134 into the expected release of quarter results before the bell on May 12.

Walt Disney (DIS) May weekly call option implied volatility is at 61, May is at 42, June is at 30; compared to its 52-week range of 26 to 48 into the expected release of quarter results after the bell on May 13. Call put ratio 2.5 calls to 1 put.

DoorDash (DASH) May weekly call option implied volatility is at 127, May is at 87; compared to its 52-week range of 60 to 118 into the expected release of quarter results after the bell on May 13. Call put ratio 1 call to 2.4 puts.

Global X Cloud Computing ETF (CLOU) May and June call option implied volatility is at 31; compared to its 52-week range of 31 to 55. Call put ratio 1.5 calls to 1 put.

Applied Material (AMAT) May call option implied volatility is at 51, June is at 55; compared to its 52-week range of 33 to 58 into the expected release of quarter results after the bell on May 20.

Increasing unusual option volume: SOXS BGFV TGTX DUST REAL PLBY LFMD NLS DUK CROX
Increasing unusual call option volume: SOXS PRTY DUK REAL NLS PLBY CROX REKR XLI DDD
Increasing unusual put option volume: ATOS PLBY LEV CLDR
Options with decreasing option implied: HOME VXRT AVXL IPOF XME ZNGA
Active options: TSLA PLTR AAPL NIO FB AMD AMZN F AMC GE FCX BA DKNG MSFT AAL BAC X SPCE MARA RIOT