Mid-session IV Report May 5, 2021

Mid-session IV Report May 5, 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 ZNGA ATNX PTON ETSY SQ ETSY UBER

Popular stocks with increasing volume: PTON UBER XOM FCX

IV into quarter results

Booking Holdings (BKNG) May weekly call option implied volatility is at 65, May is at 35; compared to its 52-week range of 30 to 55 into the expected release of quarter today results after the bell on May 5. Call put ratio 1.8 calls to 1 put.

Etsy (ETSY) May weekly call option implied volatility is at 145, May is at 72; compared to its 52-week range of 52 to 86 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Fastly (FSLY) May weekly call option implied volatility is at 214, May is at 100; compared to its 52-week range of 63 to 146 into the expected release of quarter results today after the bell.

IAC/Interactive (IAC) May call option implied volatility is at 49, June is at 40; compared to its 52-week range of 35 to 65 into the expected release of quarter results today after the bell.

Marathon Oil (MRO) May weekly call option implied volatility is at 91, May is at 61; compared to its 52-week range of 55 to 243 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Monster Beverage (MNST) May weekly call option implied volatility is at 55, May is at 30; compared to its 52-week range of 21 to 54 into the expected release of quarter results today after the bell.

PayPal (PYPL) May weekly call option implied volatility is at 83, May is at 43; compared to its 52-week range of 32 to 59 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Plug Power (PLUG) May weekly call option implied volatility is at 130, May is at 100; compared to its 52-week range of 60 to 156 into the expected release of quarter results today after the bell. Call put ratio 5.2 calls to 1 put.

Qorvo (QRVO) May weekly call option implied volatility is at 47, June is at 39; compared to its 52-week range of 35 to 62 into the expected release of quarter results today after the bell.

Rocket (RKT) May weekly call option implied volatility is at 153, May is at 85; compared to its 52-week range of 42 to 222 into the expected release of quarter results today after the bell. Call put ratio 6.9 calls to 1 put with focus on May weekly calls.

(TWLO) May weekly call option implied volatility is at 120, May is at 61; compared to its 52-week range of 48 to 78 into the expected release of quarter results today after the bell.

Uber (UBER) May weekly call option implied volatility is at 112, May is at 58; compared to its 52-week range of 42 to 80 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

Zynga (ZNGA) May weekly call option implied volatility is at 110, May is at 54; compared to its 52-week range of 37 to 139 into the expected release of quarter results today after the bell. Call put ratio 1 call to 16 puts with focus on May 9, 9.5, 10 and 10.5 puts.

WW (WW) May weekly call option implied volatility is at 160, May is at 81; compared to its 52-week range of 53 to 121 into the expected release of quarter results today after the bell. Call put ratio 31 calls to 1 put with focus on May 28 calls.

AMC Entertainment (AMC) May weekly call option implied volatility is at 140, May is at 120; compared to its 52-week range of 85 to 726 into the expected release of quarter results on May 6. Call put ratio 4.6 calls to 1 put.

Anheuser-Busch (BUD) May weekly call option implied volatility is at ; compared to its 52-week range of 26 to 69 into the expected release of quarter results on May 6.

Beyond Meat (BYND) May weekly call option implied volatility is at 167, May is at 74; compared to its 52-week range of 51 to 99 into the expected release of quarter results on May 6.

Carvana (CVNA) May weekly call option implied volatility is at 140, May is at 63; compared to its 52-week range of 59 to 106 into the expected release of quarter results after the bell on May 6.

Datadog (DDOG) May weekly call option implied volatility is at 126, May is at 68; compared to its 52-week range of 49 to 94 into the expected release of quarter results after the bell on May 6.

Dropbox (DBX) May weekly call option implied volatility is at 105, May is at 55; compared to its 52-week range of 37 to 93 into the expected release of quarter results after the bell on May 6.

Expedia (EXPE) May weekly call option implied volatility is at 90, May is at 48; compared to its 52-week range of 41 to 85 into the expected release of quarter results after the bell on May 6.

GoPro (GPRO) May weekly call option implied volatility is at 190, May is at 80; compared to its 52-week range of 58 to 315 into the expected release of quarter results after the bell on May 6.

Groupon (GRPN) May weekly call option implied volatility is at 201, May is at 91; compared to its 52-week range of 61 to 239 into the expected release of quarter results on May 6.

Moderna (MRNA) May weekly call option implied volatility is at 120, May is at 78; compared to its 52-week range of 58 to 137 into the expected release of quarter results before the bell on May 6. Call put ratio 3.6 calls to 1 put.

Roku (ROKU) May weekly call option implied volatility is at 136, May is at 72; compared to its 52-week range of 55 to 97 into the expected release of quarter results on May 6.

Square (SQ) May weekly call option implied volatility is at 112, May is at 61; compared to its 52-week range of 48 to 80 into the expected release of quarter results after the bell on May 6.

Tapestry (TPR) May weekly call option implied volatility is at 112, May is at 55; compared to its 52-week range of 39 to 89 into the expected release of quarter results on May 6. Call put ratio 3.5 calls to 1 put.

Viacom (VIAC) May weekly call option implied volatility is at 120, May is at 64; compared to its 52-week range of 35 to 105 into the expected release of quarter results before the bell on May 6. Call put ratio 4.1 calls to 1 put with focus on May weekly calls.

Increasing unusual option volume: EWJ CERN NUAN ATNX IBIO BGFV
Increasing unusual call option volume: EWJ MPLX UAA IBIO NUAN OIH VERU
Increasing unusual put option volume: EWJ ZNGA HLF MCHP HFC ADMP
Options with decreasing option implied: ATVI Z UAA IRBT BHC CHGG GM ALGN
Active options: AAPL TSLA PFE PTON NIO T AMD AMZN UBER FB F FCX PLTR GM MSFT NVDA ZNGA CCJ BAC