Mid-session IV Report May 14, 2021

Mid-session IV Report May 14, 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: AMC EDU CLDR FLR INO SEEL KODK FTOC VIH

Popular stocks with increasing volume: DIS AMC FSR COIN CCL ABNB PLUG

Option implied volatility and volume movers

Biogen (BIIB) May call option implied volatility is at 45, June is at 88; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA date of June 7. Call put ratio 1 call to 1 put.

AMC Entertainment (AMC) May call option implied volatility is at 250, June is at 410; compared to its 52-week range of 85 to 726. Call put ratio 3.6 calls to 1 put May 14 calls.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 130. On Thursday, Tesla’s share price recently dropped below its 200-day moving average for the first time in almost two years.

Option implied volatility into quarter results

Fisker (FSR) May call option implied volatility is at 135, June is at 107; compared to its 52-week range of 72 to 205 into the expected release of quarter results on May 17. Call put ratio 1.9 calls to 1 put.

Niu Technologies (NIU) May call option implied volatility is at 95, June is at 75; compared to its 52-week range of 72 to 155 into the expected release of quarter results before the bell on May 17. Call put ratio 3.5 calls to 1 put.

Plug Power (PLUG) May call option implied volatility is at 110, June is at 94; compared to its 52-week range of 60 to 157 into the expected release of quarter results on May 17.

Riot Blockchain (RIOT) May call option implied volatility is at 188, June is at 160; compared to its 52-week range of 118 to 276 into the expected release of quarter results after the bell on May 17. Call put ratio 1.9 calls to 1 put.

Tencent Music (TME) May call option implied volatility is at 81, June is at 57; compared to its 52-week range of 36 to 125 into the expected release of quarter results after the bell on May 17. Call put ratio 2.7 calls to 1 put.

Walmart (WMT) May call option implied volatility is at 36, June is at 24; compared to its 52-week range of 17 to 42 into the expected release of quarter results on May 18.

Cisco (CSCO) May call option implied volatility is at 43, June is at 27; compared to its 52-week range of 18 to 47 into the expected release of quarter results after the bell on May 19. Call put ratio 2.8 calls to 1 put.

Target (TGT) May call option implied volatility is at 49, June is at 31; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on May 19. Call put ratio 2.5 calls to 1 put.

Increasing unusual option volume: MNST IYR SEEL GGB AMWL NTAP VCVC
Increasing unusual call option volume: MNST SEEL GGB ANF VCVC PAGS
Increasing unusual put option volume: GLW IYR AMWL CCJ
Options with decreasing option implied: CRIS IPOF SSSS FTCH AFRM SONO EA
Active options: AAPL AMC TSLA DIS FB AMZN PLUG PLTR NIO BABA ABNB MARA MSFT FSR RIOT SQ AMD COIN BAC CCL