Mid-session IV Report May 28, 2021

Mid-session IV Report May 28, 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 BB EXPR GME BBBY RAD RKT TEVA BSX MOXC

Popular stocks with increasing volume: AMC GME BB PLTR

Option volume, IV and share price movers on last day of quarter

AMC Entertainment (AMC) June weekly call option implied volatility is at 501, June is at 371; compared to its 52-week range of 85 to 725. Call put ratio 1.9 calls to 1 put as shares rally 20%.

GameStop (GME) June weekly call option implied volatility is at 180, June is at 205; compared to its 52-week range of 78 to 553. Call put ratio 2.1 calls to 1 put as shares rally 1%.

Palantir (PLTR) 30-day option implied volatility is at 63; compared to its 52-week range of 51 to 174. Call put ratio 8 calls to 1 put with focus on August calls as shares rally 8%.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 108; compared to its 52-week range of 56 to 303. Call put ratio 3.9 calls to 1 put as shares rally 6.8%.

BlackBerry (BB) 30-day option implied volatility is at 182; compared to its 52-week range of 47 to 478. Call put ratio 11 calls to 1 put with focus on May weekly calls as shares rally 17%.

Beyond Meat (BYND) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 99. Call put ratio 3.6 calls to 1 put as shares rally 6%.

Option IV into quarter results next week

Ambarella (AMBA) June weekly call option implied volatility is at 77, June is at 59; compared to its 52-week range of 43 to 101 into the expected release of quarter results after the bell n June 1. Call put ratio 3.6 calls to 1 put.

CanopyGrowth (CGC) June weekly call option implied volatility is at 104, June is at 77; compared to its 52-week range of 53 to 168 into the expected release of quarter results on June 1. Call put ratio 9.6 calls to 1 put with focus on June weekly 26 and June 25 calls.

Hewlett Packard (HPE) June weekly call option implied volatility is at 42, June is at 31; compared to its 52-week range of 25 to 217 into the expected release of quarter results after the bell on June 1. Call put ratio 2.6 calls to 1 put.

Plug Power (PLUG) June weekly call option implied volatility is at 77, June is at 79; compared to its 52-week range of 74 to 157 into the expected release of quarter results after the bell on June 1.

Zoom Video (ZM) June weekly call option implied volatility is at 79, June is at 59; compared to its 52-week range of 42 to 96 into the expected release of quarter results after the bell on June 1.

Increasing unusual option volume: EWJ KERN HPQ BB EXPR BYND MOXC
Increasing unusual call option volume: EWJ KERN EXPR BB BYND
Increasing unusual put option volume: AMC EWJ HPQ DELL BB BYND NUE
Options with decreasing option implied: NTNX BOX ZS DKS ULTA
Active options: AMC PLTR TSLA F AAPL BB AMD NOK NVDA NIO SNDL SPCE TLRY BYND CRM GE RKT GME PLUG AAL