Mid-session IV Report May 3, 2021

Mid-session IV Report May 3, 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: SOGO SNOW CLVS COP GPS VRTX ZM BAX

Popular stocks with increasing volume: F PLTR UBER SNAP GE

IV and volume movers

PLBY Group (PLBY) 30-day option implied volatility is at 145; compared to its 52-week range of 105 to 159 amid NFT headlines. Call ratio 1 call to 1 put as shares rally 3.9%.

Novavax (NVAX) 30-day option implied volatility is at 125, May is at 110; compared to its 52-week range of 84 to 174 as shares sell off 14%. Call ratio 2 call to 1 put.

IV into quarter results

Ballard Power (BLDP) May call option implied volatility is at 76, June is at 63; compared to its 52-week range of 64 to 114 into the expected release of quarter results today after the bell. Call put ratio 4.2 calls to 1 put with focus on May 22 calls.

Avis Budget (CAR) May call option implied volatility is at 65, June is at 57; compared to its 52-week range of 58 to 174 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.3 puts.

iRobot (IRBT) May weekly call option implied volatility is at 111, May is at 63; compared to its 52-week range of 44 to 184 into the expected release of quarter results on May 3. Call put ratio 3 calls to 1 put.

Suncor (SU) May weekly call option implied volatility is at 49. May is at 39; compared to its 52-week range of 37 to 68 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

XPO Logistics (XPO) May call option implied volatility is at 39, June is at 36; compared to its 52-week range of 37 to 75 into the expected release of quarter results after the bell on May 3. Call put ratio 2 calls to 1 put with focus on May calls.

Activision Blizzard (ATVI) May weekly call option implied volatility is at 63, May is at 38; compared to its 52-week range of 28 to 53 into the expected release of quarter results after the bell on May 4.

General Motors (GM) May weekly call option implied volatility is at 59, May is at 41; compared to its 52-week range of 37 to 70 into the expected release of quarter results after the bell on May 4. Call put ratio 3.6 calls to 1 put.

Allegiant (ALGT) May call option implied volatility is at 43, June is at 41; compared to its 52-week range of 44 to 90 into the expected release of quarter results after the bell on May 4.

Apollo Global (APO) May weekly call option implied volatility is at 44, May is at 29; compared to its 52-week range of 29 to 58 into the expected release of quarter results before the bell on May 4. Call put ratio 5 calls to 1 put.

Bausch (BHC) May weekly call option implied volatility is at 92, May is at 52; compared to its 52-week range of 39 to 148 into the expected release of quarter results on May 4.

Hyatt (H) May call option implied volatility is at 35, June is at 33; compared to its 52-week range of 34 to 82 into the expected release of quarter results after the bell on May 4. Call put ratio 5 calls to 1 put.

KKR (KKR) May weekly call option implied volatility is at 37, May is at 23; compared to its 52-week range of 26 to 54 into the expected release of quarter results before the bell on May 4.

Lattice Semiconductor (LSCC) May weekly call option implied volatility is at 66, May is at 53; compared to its 52-week range of 44 to 79 into the expected release of quarter results after the bell on May 4. Call put ratio 28 calls to 1 put with focus on June 55 calls.

Lyft (LYFT) May weekly call option implied volatility is at 98, May is at 63; compared to its 52-week range of 47 to 105 into the expected release of quarter results after the bell on May 4.

Pioneer Natural Resources (PXD) May weekly call option implied volatility is at 51, May is at 39; compared to its 52-week range of 38 to 79 into the expected release of quarter results after the bell on May 4.

Sysco (SYY) May weekly call option implied volatility is at 49, May is at 32; compared to its 52-week range of 28 to 69 into the expected release of quarter results before the bell on May 4.

T-Mobile (TMUS) May weekly call option implied volatility is at 47, May is at 26; compared to its 52-week range of 22 to 41 into the expected release of quarter results after the bell on May 4.

Virgin Galactic (SPCE) May weekly call option implied volatility is at 95, May is at 101; compared to its 52-week range of 75 to 230 into the expected release of quarter results after the bell on May 4.

Virtu (VIRT) May weekly call option implied volatility is at 41, May is at 35; compared to its 52-week range of 33 to 74 into the expected release of quarter results before the bell on May 4.

Wynn (WYNN) May weekly call option implied volatility is at 52, May is at 44; compared to its 52-week range of 43 to 88 into the expected release of quarter results on May 4.

Zillow (Z) May weekly call option implied volatility is at 115, May is at 74; compared to its 52-week range of 50 to 94 into the expected release of quarter results after the bell on May 4.

Xilinx (XLNX) May weekly call option implied volatility is at 26, May is at 21; compared to its 52-week range of 32 to 67 into the expected release of quarter results after the bell on May 4. Call put ratio 2 calls to 1 put.

Increasing unusual option volume: FTAI AHT UXIN TPR VXRT SCCO
Increasing unusual call option volume: SEAS AHT UXIN OCGN VXRT DGLY
Increasing unusual put option volume: TPR VXRT CNK COUP TEAM OCGN
Options with decreasing option implied: ITUB MVIS XMG GSX
Active options: AAPL TSLA AMD NIO PLTR TWTR FB AMZN F NOK MSFT PFE OCGN BAC GE VIAC BA BABA UBER SNAP