Mid-session IV Report May 13, 2021

Mid-session IV Report May 13, 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: BOX DASH COIN DIS ABNB EDU COUP FLR AMC BIIB

Popular stocks with increasing volume: NIO GE AAL DKNG F BOX BBBY

Option implied volatility and volume movers

AMC Entertainment (AMC) May weekly call option implied volatility is at 260, May is at 170; compared to its 52-week range of 85 to 726. Call put ratio 4.4 calls to 1 put May weekly (14) 12 calls as shares rally 15%.

Option implied volatility into quarter results

Airbnb (ABNB) May weekly call option implied volatility is at 205, May is at 105; compared to its 52-week range of 52 to 114 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Coinbase (COIN) May weekly call option implied volatility is at 150, May is at 91; compared to its 52-week range of 58 to 74 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Walt Disney (DIS) May weekly call option implied volatility is at 85, 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 today after the bell. Call put ratio 2.9 calls to 1 put.

DoorDash (DASH) May weekly call option implied volatility is at 200, May is at 99; compared to its 52-week range of 60 to 118 into the expected release of quarter results today after the bell. Call put ratio 1.1 call to 1 put.

Farfetch (FTCH) May weekly call option implied volatility is at 135, May is at 81; compared to its 52-week range of 58 to 112 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

GoodRx (GDRX) May call option implied volatility is at 97, June is at 69; compared to its 52-week range of 55 to 112 into the expected release of quarter results today after the bell.

XPeng (XPEV) May weekly call option implied volatility is at 133, May is at 80; compared to its 52-week range of 66 to 182. Call put ratio 3.2 calls to 1 put.

Option IV comes in for TSLA PYPL and SQ

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 52 to 130 . Call put ratio 1.7 calls to 1 put after Tesla suspends vehicle purchases using Bitcoin, says Musk.

PayPal (PYPL) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 59.

Square (SQ) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 80.

Ford Motor (F) May call option implied volatility is at 47, June is at 41; compared to its 52-week range of 37 to 79 into unveiling all-electric ‘F-150 Lightning’ on May 19. Call put ratio 4.9 calls to 1 put.

Biogen (BIIB) May call option implied volatility is at 43, June is at 86; 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: FTEK CRIS VG POSH BMBL BOX GFI SOXS ARRY WTI BBBY
Increasing unusual call option volume: GFI VRM FNKO BOX GCI NTNX SOXS EA BMBL
Increasing unusual put option volume: SONO GLW BMBL BOX
Options with decreasing option implied: CLVS TEVA GPRO JNPR PTON
Active options: AAPL TSLA AMC BABA PLTR FB NIO MSFT BA AMZN AMD MARA RIOT BAC F DKNG FCX PTON AAL GE