Mid-session IV Report May 26, 2021

Mid-session IV Report May 26, 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 RAD BSX HOL HOME FOSL NVDA BSX BB RAD COTY WBA CVS BB ULTA

Popular stocks with increasing volume: GME F RIOT BB PLTR SPCE MARA PDD ZS

Ford (F) May weekly call option implied volatility is at 55, June is at 45; compared to its 52-week range of 37 to 79 into a Capital Markets day at 12:00 PM ET today. Call put ratio 6.4 calls to 1 put.

GameStop (GME) May weekly call option implied volatility is at 240, June is at 180; compared to its 52-week range of 78 to 553. Call put ratio 2.5 calls to 1 put with focus on May weekly calls as shares rally 12%.

AMC Entertainment (AMC) May weekly call option implied volatility is at 311, June is at 231; compared to its 52-week range of 85 to 275. Call put ratio 2.5 calls to 1 put as shares rally 12%.

ViacomCBS (VIAC) June weekly call option implied volatility is at 49, June is at 45; compared to its 52-week range of 35 to 105 after Amazon (AMZN) purchased MGM. Call put ratio 4.7 calls to 1 put with focus on May weekly calls as shares rally 3.5%.

Biogen (BIIB) May weekly call option implied volatility is at 26, June is at 107; 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 1.4 put.

Option IV into quarter results

NVIDIA (NVDA) May weekly call option implied volatility is at 70. June is at 38; compared to its 52-week range of 33 to 66. Call put ratio 1.8 calls to 1 put into quarter results today after the bell.

American Eagle (AEO) May weekly call option implied volatility is at 104, June is at 54; compared to its 52-week range of 41 to 199 into the expected release of quarter results today after the bell.

Snowflake (SNOW) May weekly call option implied volatility is at 123, June is at 61; compared to its 52-week range of 45 to 100 into the expected release of quarter results after the bell on May 26. Call put ratio 2.8 calls to 1 put.

Best Buy (BBY) May weekly call option implied volatility is at 81, June is at 41; compared to its 52-week range of 24 to 54 into the expected release of quarter results before the bell on May 27.

Salesforce (CRM) May weekly call option implied volatility is at 78, June is at 35; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on May 27.

Costco (COST) May weekly call option implied volatility is at 41, June is at 21; compared to its 52-week range of 17 to 41 into the expected release of quarter results after the bell on May 27.

Dell Technologies (DELL) June call option implied volatility is at 32, July is at 29; compared to its 52-week range of 25 to 59 into the expected release of quarter results after the bell on May 27. Call put ratio 2.5 calls to 1 put.

Autodesk (ADSK) May weekly call option implied volatility is at 77, June is at 36; compared to its 52-week range of 29 to 53 into the expected release of quarter results on May 27.

Autohome (ATHM) June call option implied volatility is at 41, July is at 38; compared to its 52-week range of 40 to 38 into the expected release of quarter results on May 27. Call put ratio 18 calls to 1 put with focus on June 80 calls.

Box (BOX) June call option implied volatility is at 45, July is at 39; compared to its 52-week range of 34 to 77 into the expected release of quarter results after the bell on May 27.

Burlington Stores (BURL) May weekly call option implied volatility is at 67, June is at 34; compared to its 52-week range of 28 to 57 into the expected release of quarter results before the bell on May 27.

Dollar General (DG) May weekly call option implied volatility is at 68, June is at 28; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on May 27.

Dollar Tree (DLTR) May weekly call option implied volatility is at 93, June is at 35; compared to its 52-week range of 22 to 49 into the expected release of quarter results on May 27.

Gap (GPS) May weekly call option implied volatility is at 132, June is at 58; compared to its 52-week range of 42 to 106 into the expected release of quarter results on May 27.

HP (HPQ) May weekly call option implied volatility is at 94, June is at 38; compared to its 52-week range of 26 to 63 into the expected release of quarter results after the bell on May 27.

Medtronic (MDT) May weekly call option implied volatility is at 45, June is at 23; compared to its 52-week range of 15 to 41 into the expected release of quarter results before the bell on May 27.

Ulta Beauty (ULTA) May weekly call option implied volatility is at 98, June is at 42; compared to its 52-week range of 29 to 64 into the expected release of quarter results after the bell on May 27.

VMware (VMW) May weekly call option implied volatility is at 68, June is at 32; compared to its 52-week range of 24 to 54 into the expected release of quarter results after the bell on May 27.

Big Lots (BIG) June call option implied volatility is at 61, July is at 51; compared to its 52-week range of 43 to 91 into the expected release of quarter results before the bell on May 27. Call put ratio 12.5 calls to 1 put with focus on June 67.50 calls.

Increasing unusual option volume: KERN CSTM HOG JWN EXC EXPR DKS URBN ZS ITB ANF CSTM JWN SIRI PRTY
Increasing unusual call option volume: EXPR HOG KERN DKS ZS CSTM PRTY SIRI BSX JWN ANF
Increasing unusual put option volume: RBLX BLDP MT CVS DKS JWN ZS BLDP WBA
Options with decreasing option implied: CVM ANF SRAC GEVO BCRX PDD FL
Active options: AMC F GME TSLA AAPL RIOT BB PLTR AMD FB BAC AMZN SNDL MARA ZS PDD BA SPCE NVDA NIO