Mid-session IV Report May 7, 2021

Mid-session IV Report May 7, 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: BHC DD EA AFRM SFIX BIIB

Popular stocks with increasing volume: AMC TRLY SQ UBER DKNG BYND

Option implied volatility into quarter results next week

Marriott (MAR) May weekly call option implied volatility is at 44, May is at 40; compared to its 52-week range of 33 to 73 into the expected release of quarter results before the bell on May 10.

Nautilus (NLS) May call option implied volatility is at 105, June is at 81; compared to its 52-week range of 76 to 192 into the expected release of quarter results after the bell on May 10.

Novavax (NVAX) May weekly call option implied volatility is at 131, May is at 122; compared to its 52-week range of 83 to 174 into the expected release of quarter results after the bell on May 10. Call put ratio 2.2 calls to 1 put.

Occidental Petroleum (OXY) May weekly call option implied volatility is at 81, May is at 66; compared to its 52-week range of 54 to 120 into the expected release of quarter results after the bell on May 10. Call put ratio 6.4 calls to 1 put.

Party City (PRTY) May call option implied volatility is at 105, June is at 86; compared to its 52-week range of 85 to 328 into the expected release of quarter results before the bell on May 10. Call put ratio 218 calls to 1 put with focus on January 7.5 and 15 calls.

Rackspace (RXT) May call option implied volatility is at 56, June is at 48; compared to its 52-week range of 49 to 146 into the expected release of quarter results after the bell on May 10.

Revlon (REV) May call option implied volatility is at 85, June is at 79; compared to its 52-week range of 91 to 277 into the expected release of quarter results on May 10.

Container Store (TSC) May call option implied volatility is at 98, June is at 77; compared to its 52-week range of 75 to 179 into the expected release of quarter results on May 10.

3D System (DDD) May weekly call option implied volatility is at 105, May is at 100; compared to its 52-week range of 54 to 218 into the expected release of quarter results after the bell on May 10.

Riot Blockchain (RIOT) May weekly call option implied volatility is at 122, May is at 120; compared to its 52-week range of 120 to 276 into the expected release of quarter results on May 10. Call put ratio 2.4 calls to 1 put.

Simon Property (SPG) May call option implied volatility is at 36, June is at 33; compared to its 52-week range of 35 to 97 into the expected release of quarter results after the bell on May 10. Call put ratio 1 call to 2.2 puts.

SmileDirect (SDC) May weekly call option implied volatility is at 72, May is at 71; compared to its 52-week range of 68 to 175 into the expected release of quarter results after the bell on May 10. Call put ratio 3.3 calls to 1 put.

Trade Desk (TTD) May weekly call option implied volatility is at 77, May is at 64; compared to its 52-week range of 49 to 87 into the expected release of quarter results before the bell on May 10.

Tyson (TSN) May weekly call option implied volatility is at 39, May is at 31; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on May 10.

Workhorse (WKHS) May weekly call option implied volatility is at 130, May is at 121; compared to its 52-week range of 89 to 287 into the expected release of quarter results before the bell on May 10.

Increasing unusual option volume: EARS IBIO CSTM STMP BGFV SHAK RVLV ET OCGN
Increasing unusual call option volume: IBIO TPR GRPN ET RVLV WW OCGN HOG
Increasing unusual put option volume: BYND OCGN URI TAL MSOS
Options with decreasing option implied: VXRT ZNGA W SPWR HOME FSLY YELP UA UAA GRPN ETSY
Active options: AAPL TSLA PTON ROKU PLTR AMC BAC AMZN NIO AMD TRLY SQ UBER ET DKNG NOK FB MSFT FCX BYND