Mid-session IV Report May 21, 2021

Mid-session IV Report May 21, 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: IPOE SPCE AJAX HZON SGMO

Popular stocks with increasing volume: F T SPCE RBLX AMAT SQ SNAP

Media-communications stocks option implied volatility into presenting at JPM Conference

AT&T (T) May weekly option implied volatility is at 20, June is at 21; compared to its 52-week range of 15 to 37 into AT&T to Webcast John Stankey Keynote at J.P. Morgan Global Technology, Media and Communications Conference on May 24. Call put ratio 2.4 calls to 1 put.

ViacomCBS (VIAC) May weekly option implied volatility is at 47, June is at 48; compared to its 52-week range of 36 to 105 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 24. Call put ratio 2.6 calls to 1 put.

Walt Disney (DIS) May weekly option implied volatility is at 22, June is at 24; compared to its 52-week range of 24 to 48 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 24. Call put ratio 2.8 calls to 1 put.

Twitter (TWTR) May weekly option implied volatility is at 40, June is at 41; compared to its 52-week range of 40 to 90 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 25. Call put ratio 2.6 calls to 1 put.

Discovery (DISCA) June option implied volatility is at 51, July is at 47; compared to its 52-week range of 38 to 117 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 26. Call put ratio 2.6 calls to 1 put.

Comcast (CMCSA) May weekly option implied volatility is at 21, June is at 23; compared to its 52-week range of 20 to 55 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 26. Call put ratio 1.1 calls to 1 put.

Option volume and IV movers

Boeing ( BA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 120 into Boeing may hike 737 MAX output to 42 jets/month by late-2022, Reuters says. Call put ratio 3.8 calls to 1 put with focus on May 325 calls as shares rally 2.9%.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 118. Call put ratio 1 call to 3.1 puts as shares near record high.

Biogen (BIIB) May call option implied volatility is at 41, June is at 96; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA date of June 7. Call put ratio 3.1 calls to 1 put.

Crypto themed stocks option IV

Coinbase (COIN) 30-day option implied volatility is at 71; compared to its 52-week range of 58 to 81 as shares sell off 1.4%.

Bit Digital (BTBT) 30-day option implied volatility is at 122; compared to its 52-week range of 122 to 279.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 149; compared to its 52-week range of 120 to 475 as shares sell off 1.4%

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 92; compared to its 52-week range of 30 to 154 as shares sell off 1%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 146; compared to its 52-week range of 118 to 275 as shares sell off 2%.

Overstock.com (OSTK) 30-day option implied volatility is at 75; compared to its 52-week range of 75 to 154.

Increasing unusual option volume: FLEX PAVE EDU VOD PANW BBIG
Increasing unusual call option volume: PAVE EDU VOD PANW BBIG HRB
Increasing unusual put option volume: FLEX PCG RBLX EDU EWJ DB TAL PANW DNMR LAZR
Options with decreasing option implied: IQ BIDU TGT TEVA
Active options: TSLA NVDA AAPL BA AMD T F AMZN NIO AMC FB PLTR SPCE RBLX MSFT LAZR AMAT BABA SQ SNAP