Mid-session IV Report May 6, 2021

Mid-session IV Report May 6, 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: CLVS AMC BYND CVNA DDOG ZM DOCU MRNA PTON SQ

Popular stocks with increasing volume: PTON MRNA GME ETSY FCX AMC UBER

IV into quarter results and outlook

AMC Entertainment (AMC) May weekly call option implied volatility is at 180, May is at 140; compared to its 52-week range of 85 to 726 into the expected release of quarter results today. Call put ratio 2.5 calls to 1 put.

Beyond Meat (BYND) May weekly call option implied volatility is at 230, May is at 98; compared to its 52-week range of 51 to 99 into the expected release of quarter results today.

Blue Apron (APRN) May and June call option implied volatility is at 100; compared to its 52-week range of 101 to 279 into the expected release of quarter results today.

Carvana (CVNA) May weekly call option implied volatility is at 160, May is at 63; compared to its 52-week range of 59 to 106 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.3 put.

Datadog (DDOG) May weekly call option implied volatility is at 170, May is at 73; compared to its 52-week range of 49 to 94 into the expected release of quarter results today after the bell.

Dropbox (DBX) May weekly call option implied volatility is at 149, May is at 57; compared to its 52-week range of 37 to 93 into the expected release of quarter results today after the bell.

Expedia (EXPE) May weekly call option implied volatility is at 115, May is at 48; compared to its 52-week range of 41 to 85 into the expected release of quarter results today after the bell.

GoPro (GPRO) May weekly call option implied volatility is at 240, May is at 98; compared to its 52-week range of 58 to 315 into the expected release of quarter results today after the bell.

Groupon (GRPN) May weekly call option implied volatility is at 273, May is at 98; compared to its 52-week range of 61 to 239 into the expected release of quarter results.

JFrog (FROG) May call option implied volatility is at 63, June is at 58; compared to its 52-week range of 60 to 111 into the expected release of quarter results today after the bell.

Magna (MGA) May and June call option implied volatility is 30; compared to its 52-week range of 30 to 61 into the expected release of quarter results today. Call put ratio 10.9 calls to 1 put.

McKesson (MCK) May weekly call option implied volatility is at 81, May is at 31; compared to its 52-week range of 25 to 49 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3 puts.

Moderna (MRNA) May weekly call option implied volatility is at 120, May is at 83; compared to its 52-week range of 58 to 137 into the expected release of quarter results today. Call put ratio 1 call to 1 put.

Papa Johns (PZZA) May weekly call option implied volatility is at 33, May is at 31; compared to its 52-week range of 37 to 64 into the expected release of quarter results today.

Roku (ROKU) May weekly call option implied volatility is at 180, May is at 77; compared to its 52-week range of 55 to 97 into the expected release of quarter results today after the bell.

Square (SQ) May weekly call option implied volatility is at 140, May is at 64; compared to its 52-week range of 48 to 80 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

TripAdvisor (TRIP) May weekly call option implied volatility is at 150, May is at 69; compared to its 52-week range of 52 to 88 into the expected release of quarter results today after the bell.

Wayfair (W) May weekly call option implied volatility is at 98, May is at 54; compared to its 52-week range of 55 to 112 into the expected release of quarter results today after the bell.

Cigna (CI) May weekly call option implied volatility is at 55, May is at 21; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on May 7.

Jumia Technologies (JMIA) call put ratio 6.6 calls to 1 put with focus on May weekly 24 calls

Increasing unusual option volume: PRTY ASO ANF BGFV TPR CORN FSLY
Increasing unusual call option volume: FEZ PRTY ASO XBI K OZON CORN NMM
Increasing unusual put option volume: FSLY VXRT XBI ETSY PFE OCGN
Options with decreasing option implied: UBER LYFT ZNGA PYPL
Active options: AAPL TSLA UBER RKT PFE VIAC PLTR FSLY PYPL NIO PTON MSFT AMZN AMD MRNA FB GM ETSY FCX AMC