Mid-session IV Report May 4, 2021

Mid-session IV Report May 4, 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: FSLY CZR LL ETSY AFRM SFIX RKT YEXT UBER LYFT CODX GOOS CGC

Popular stocks with increasing volume: PFE F PLTR X PLUG CLF RKT
IV into quarter results

IV into quarter results and outlook

Activision Blizzard (ATVI) May weekly call option implied volatility is at 71, May is at 39; compared to its 52-week range of 28 to 53 into the expected release of quarter results today after the bell. Call put ratio 17 calls to 1 put with focus on June 95 and 100 calls.

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 today after the bell. Call put ratio 5 calls to 1 put.

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 today after the bell. Call put ratio 8 calls to 1 put with focus on June 55 calls.

Lyft (LYFT) May weekly call option implied volatility is at 110, May is at 64; compared to its 52-week range of 47 to 105 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with focus on May weekly 55 and 56 calls.

Pioneer Natural Resources (PXD) May weekly call option implied volatility is at 55, May is at 40; compared to its 52-week range of 38 to 79 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts.

T-Mobile (TMUS) May weekly call option implied volatility is at 50, May is at 31; compared to its 52-week range of 22 to 41 into the expected release of quarter results today after the bell.

Virgin Galactic (SPCE) May weekly call option implied volatility is at 112, May is at 110; compared to its 52-week range of 75 to 230 into the expected release of quarter results today after the bell.

Wynn (WYNN) May weekly call option implied volatility is at 62, May is at 44; compared to its 52-week range of 43 to 88 into shareholder meeting on May 5.

Zillow (Z) May weekly call option implied volatility is at 141, May is at 79; compared to its 52-week range of 50 to 94 into the expected release of quarter results today after the bell.

Xilinx (XLNX) May weekly call option implied volatility is at 36, May is at 18; compared to its 52-week range of 32 to 67 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 3.4 puts.

General Motors (GM) May weekly call option implied volatility is at 64, May is at 53; compared to its 52-week range of 37 to 70 into the expected release of quarter results before the bell on May 5. Call put ratio 1.6 calls to 1 put.

Booking Holdings (BKNG) May weekly call option implied volatility is at 51, May is at 33; compared to its 52-week range of 30 to 55 into the expected release of quarter results after the bell on May 5. Call put ratio 1.3 call to 1 put.

Caesars (CZR) May weekly call option implied volatility is at 88, May is at 53; compared to its 52-week range of 53 to 140 into the expected release of quarter results on May 5. Call put ratio 4.3 calls to 1 put with focus on May weekly calls.

Etsy (ETSY) May weekly call option implied volatility is at 127, May is at 73; compared to its 52-week range of 52 to 86 into the expected release of quarter results after the bell on May 5. Call put ratio 1 call to 1.9 puts.

Fastly (FSLY) May weekly call option implied volatility is at 190, May is at 102; compared to its 52-week range of 63 to 146 into the expected release of quarter results after the bell on May 5. Call put ratio 1 call to 2.5 puts.

Hilton (HLT) May call option implied volatility is at 35, June is at 31; compared to its 52-week range of 30 to 68 into the expected release of quarter results before the bell on May 5. Call put ratio 1 call to 2 puts.

IAC/Interactive (IAC) May weekly call option implied volatility is at 49, June is at 41; compared to its 52-week range of 36 to 65 into the expected release of quarter results after the bell on May 5. Call put ratio 4 calls to 1 put.

Lumber Liquidators (LL) May weekly call option implied volatility is at 135, May is at 72; compared to its 52-week range of 57 to 154 into the expected release of quarter results before the bell on May 5. Call put ratio 1.9 calls to 1 put.

Marathon Oil (MRO) May weekly call option implied volatility is at 70, May is at 60; compared to its 52-week range of 55 to 243 into the expected release of quarter results after the bell on May 5. Call put ratio 2.9 calls to 1 put.

Monster Beverage (MNST) May weekly call option implied volatility is at 62, May is at 33; compared to its 52-week range of 21 to 54 into the expected release of quarter results on May 5. Call put ratio 2 calls to 1 put.

PayPal (PYPL) May weekly call option implied volatility is at 82, June is at 46; compared to its 52-week range of 33 to 59 into the expected release of quarter results after the bell on May 5. Call put ratio 1.4 calls to 1 put.

Plug Power (PLUG) May weekly call option implied volatility is at 103, May is at 87; compared to its 52-week range of 60 to 157 into the expected release of quarter results on May 5. Call put ratio 1.3 calls to 1 put.

Qorvo (QRVO) May call option implied volatility is at 47, June is at 41; compared to its 52-week range of 35 to 65 into the expected release of quarter results after the bell on May 5.

Rocket (RKT) May weekly call option implied volatility is at , May is at ; compared to its 52-week range of 55 to 222 into the expected release of quarter results before the bell on May 5. Call put ratio 6.6 calls to 1 put with focus on May weekly calls.

Uber (UBER) May weekly call option implied volatility is at 103, May is at 59; compared to its 52-week range of 42 to 80 into the expected release of quarter results after the bell on May 5. Call put ratio 5 call to 1 put.

Zynga (ZNGA) May weekly call option implied volatility is at 91, May is at 53; compared to its 52-week range of 37 to 139 into the expected release of quarter results after the bell on May 5. Call put ratio 1.4 calls to 1 put.

WW (WW) May weekly call option implied volatility is at 150, May is at 79; compared to its 52-week range of 53 to 121 into the expected release of quarter results after the bell on May 5.

Increasing unusual option volume: LKQ IRBT BCS PLAN PRTY YUM MNST UAA
Increasing unusual call option volume: FTAI BCS PRTY WDAY UAA VXRT AHT
Increasing unusual put option volume: LFMD VXRT DELL ERIC OCGN
Options with decreasing option implied: MVIS UAA UA IRBT INO JNPR FEYE
Active options: AAPL TSLA AMD PLTR NIO PFE SNAP FB AMZN MSFT F TWTR BAC BA X AMC NVDA UBER PLUG CLF