Mid-session IV Report May 12, 2021

Mid-session IV Report May 12, 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: CRIS SFIX BIIB IPOE EYES DBX DASH YETI

Popular stocks with increasing volume: FCX PLUG WFC TSM OXY AMC XOM

Option implied volatility and volume movers

Domino’s Pizza (DPZ) May weekly call option implied volatility is at 25, May is at 18, June is at 19; compared to its 52-week range of 20 to 54 after Bill Ackman says Pershing has 6% stake. Call put ratio 6 calls to 1 put.

Dropbox (DBX) May weekly call option implied volatility is at 55, May is at 42, June is at 32; compared to its 52-week range of 37 to 92. Call put ratio 6.5 calls to 1 put with focus on May weekly 26 calls.

Inflation stocks option implied volatility

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 51.

United States Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 77. Call put ratio 4.4 calls to 1 put with focus on December and January options.

U.S. Steel (X) 30-day option implied volatility is at 74; compared to its 52-week range of 60 to 108.

Freeport-McMoran (FCX) 30-day option implied volatility is at 56; compared to its 52-week range of 45 to 73 as cooper prices trend higher.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 36. Call put ratio 11.3 calls to 1 put. The consumer price index jumped 0.8% last month after rising 0.6% in March, the Labor Department said on Wednesday. Excluding the volatile food and energy components, the CPI soared 0.9%. The so-called core CPI rose 0.3% in March.

Option implied volatility into quarter results

Aurora Cannabis (ACB) May weekly call option implied volatility is at 167, May is at 111; compared to its 52-week range of 77 to 247 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put.

Sono (SONO) May call option implied volatility is at 102, June is at 69; compared to its 52-week range of 54 to 120 into the expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

Bumble (BMBL) May call option implied volatility is at 94, June is at 66; compared to its 52-week range of 61 to 104 into the expected release of quarter results today after the bell.

Dillards (DDS) May call option implied volatility is at 74, June is at 55; compared to its 52-week range of 65 to 203 into the expected release of quarter results today after the bell.

Walt Disney (DIS) May weekly call option implied volatility is at 71, May is at 43, June is at 32; 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 1.8 calls to 1 put.

DoorDash (DASH) May weekly call option implied volatility is at 141, May is at 89; 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 1.4 puts.

Farfetch (FTCH) May weekly call option implied volatility is at 127, May is at 79; compared to its 52-week range of 58 to 112 into the expected release of quarter results after the bell on May 13. Call put ratio 2.2 calls to 1 put.

GoodRx (GDRX) May call option implied volatility is at 97, June is at 67; compared to its 52-week range of 55 to 112 into the expected release of quarter results after the bell on May 13.

Petrobras (PBR) May weekly call option implied volatility is at 67, May is at 61; compared to its 52-week range of 44 to 256 into the expected release of quarter results before the bell on May 13. Call put ratio 4.3 calls to 1 put.

YETI (YETI) May weekly call option implied volatility is at 110, May is at 69; compared to its 52-week range of 44 to 75 into the expected release of quarter results before the bell on May 13.

XPeng (XPEV) May weekly call option implied volatility is at 133, May is at 89; compared to its 52-week range of 66 to 182 into the expected release of quarter results before the bell on May 13. Call put ratio 1.9 calls to 1 put.

JD.com (JD) May weekly call option implied volatility is at 46, May is at 54; compared to its 52-week range of 36 to 63 into the expected release of quarter results before the bell on May 13. Call put ratio 2.5 calls to 1 put.

FireEye (FEYE) May call option implied volatility is at 58, June is at 51; compared to its 52-week range of 38 to 100 into a May Threat Briefing for Investors and Financial Analysts on May 13. Call put ratio 11.5 calls to 1 put with focus on January 30 calls.

Ford Motor (F) May call option implied volatility is at 45, June is at 44; compared to its 52-week range of 37 to 79 into unveiling all-electric ‘F-150 Lightning’ on May 19. Call put ratio 2 calls to 1 put.

Biogen (BIIB) May weekly call option implied volatility is at 36, May is at 43, June is at 88; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA 8date of June 7.

Increasing unusual option volume: WEN PARR SSSS ALL EA UPST ARRY DBX
Increasing unusual call option volume: SSSS NLS EA RRC UPST
Increasing unusual put option volume: BEKE EA UPST THBR
Options with decreasing option implied: INO HOME GPRO STMP HOME EA
Active options: AAPL TSLA PLTR FUBO NIO BABA XOM BAC MSFT FB AMD AMZN AMC OXY TSM VIAC BA PLUG FCX WFC