Mid-session IV Report November 1, 2021

Mid-session IV Report November 1, 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: VXRT BYSI GREE ZS NTAP WE CRUS CAR CRUS ATVI TMUS

Popular stocks with increasing volume: LCID SOFI PLUG BABA XPEV FCEL AAL

Tesla trades above $1155

Tesla (TSLA) November weekly call option implied volatility is at 61, November is at 56; compared to its 52-week range of 37 to 106. Call put ratio 1.6 calls to 1 put as shares trade $1155.

Apple (AAPL) October weekly call option implied volatility is at 22, November is at 23; compared to its 52-week range of 19 to 49.
AMC Entertainment (AMC) November weekly call option implied volatility is at 122, November is at 124; compared to its 52-week range of 95 to 726 as shares rally 3.7%. Call put ratio 4 calls to 1 put.

Option IV into quarter results

Avis Budget Car (CAR) November weekly call option implied volatility is at 105, November is at 97; compared to its 52-week range of 49 to 95 into the expected release of quarter results today after the bell. Call put ratio 1 call to 5.4 puts.

Chegg (CHGG) November call option implied volatility is at 72, December is at 51; compared to its 52-week range of 33 to 82 into the expected release of quarter results today after the bell. Call put ratio 5.9 calls to 1 put.

Cirrus Logic (CRUS) November call option implied volatility is at 49, December is at 41; compared to its 52-week range of 19 to 38 into the expected release of quarter results today after the bell. Call put ratio 4.7 calls to 1 put.

Simon Property (SPG) November call option implied volatility is at 31, December is at 29; compared to its 52-week range of 26 to 71 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put.

Amgen (AMGN) November call option implied volatility is at 41, December is at 29; compared to its 52-week range of 18 to 40 into the expected release of quarter results after the bell on November 2.

Activision (ATVI) November weekly call option implied volatility is at 69, December is at 41; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on November 2. Call put ratio 3 calls to 1 put.

T-Mobile (TMUS) November weekly call option implied volatility is at 51, December is at 31; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on November 2.

Bausch Health (BHC) November weekly call option implied volatility is at 84, December is at 51; compared to its 52-week range of 31 to 93 into the expected release of quarter results after the bell on November 2. Call put ratio 18 calls to 1 put.

Caesars (CZR) November call option implied volatility is at 88, December is at 56; compared to its 52-week range of 41 to 93 into the expected release of quarter results after the bell on November 2.

Chesapeake Energy (CHK) November call option implied volatility is at 55, December is at 49; compared to its 52-week range of 34 to 77 into the expected release of quarter results after the bell on November 2.

Conoco (COP) November weekly call option implied volatility is at 44, December is at 35; compared to its 52-week range of 30 to 77 into the expected release of quarter results after the bell on November 2. Call put ratio 2.9 calls to 1 put.

Devon (DVN) November weekly call option implied volatility is at 74, December is at 54; compared to its 52-week range of 43 to 101 into the expected release of quarter results after the bell on November 2. Call put ratio 5 calls to 1 put.

Match (MTCH) November weekly call option implied volatility is at 88, December is at 54; compared to its 52-week range of 32 to 69 into the expected release of quarter results after the bell on November 2. Call put ratio 3 calls to 1 put.

Marathon (MRO) November weekly call option implied volatility is at 66, December is at 52; compared to its 52-week range of 47 to 97 into the expected release of quarter results after the bell on November 2. Call put ratio 3.4 calls to 1 put.

Mondelez (MDLZ) November weekly call option implied volatility is at 35, December is at 23; compared to its 52-week range of 14 to 35 into the expected release of quarter results after the bell on November 2. Call put ratio 3 calls to 1 put.

Pfizer (PFE) November weekly call option implied volatility is at 59, December is at 36; compared to its 52-week range of 17 to 61 into the expected release of quarter results before the bell on November 2. Call put ratio 3.8 calls to 1 put.

Ralph Lauren (RL) November weekly call option implied volatility is at 84, December is at 51; compared to its 52-week range of 31 to 67 into the expected release of quarter results before the bell on November 2. Call put ratio 5 calls to 1 put.

XPO (XPO) November call option implied volatility is at 51, December is at 42; compared to its 52-week range of 29 to 62 into the expected release of quarter results after the bell on November 2. Call put ratio 2.6 calls to 1 put.

Zillow (Z) November weekly call option implied volatility is at 120, December is at 71; compared to its 52-week range of 40 to 77 into the expected release of quarter results after the bell on November 2.

Uber (UBER) November weekly call option implied volatility is at 94, December is at 55; compared to its 52-week range of 37 to 74 into the expected release of quarter results after the bell on November 4.

ViacomCBS (VIAC) November weekly call option implied volatility is at 73, December is at 47; compared to its 52-week range of 33 to 104 into the expected release of quarter results before the bell on November 4. Call put ratio 2.7 calls to 1 put.

DraftKings (DKNG) November weekly call option implied volatility is at 83, December is at 63 compared to its 52-week range of 44 to 101 into the expected release of quarter results after the bell on November 5. Call put ratio 4 calls to 1 put.

Increasing unusual option volume: MRTX HTA HOG EQOS
Increasing unusual call option volume: MRTX HTA HOG FPAC
Increasing unusual put option volume: RACE HOG SMG RLX FIS
Options with decreasing option implied: CRTX KDMN HOOD TWTR IRBT
Active options: TSLA AAPL FB LCID NIO F NVDA SOFI PLUG MSFT AMC PLTR AMD PFE BABA FUBO XPEV FCEL AAL AMZN