Mid-session IV Report November 10, 2020

Mid-session IV Report November 10, 2020

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: PLTR RRC BABA SDS WBA LYFT RKT LMND PDD

Popular stocks with increasing volume: SNAP ACB GM JD AAL CCL

IV bid into quarter results

Lyft (LYFT) November weekly call option implied volatility is at 133, November is at 90; compared to its 52-week range of 38 to 195 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Rocket Cos (RKT) November weekly call option implied volatility is at 187, November is at 17; compared to its 52-week range of 70 to 178 into the expected release of quarter results today after the bell. Call put ratio 5.7 calls to 1 put with focus on November weekly calls.

Advanced Auto Parts (AAP) November call option implied volatility is at 34, December is at 27; compared to its 52-week range of 24 to 112 into the expected release of quarter results today after the bell.

Lemonade (LMND) November weekly call option implied volatility is at 171, November is at 119; compared to its 52-week range of 78 to 122 into the expected release of quarter results on November 11.

Fossil Group (FOSL) November weekly call option implied volatility is at 175, November is at 130; compared to its 52-week range of 61 to 355 into the expected release of quarter results today after the bell on November 11. Call put ratio 2 calls to 1 put.

Alcon (ALC) November call option implied volatility is at 42, December is at 27; compared to its 52-week range of 15 to 96 into the expected release of quarter results on November 11.

Applied Material (AMAT) November weekly call option implied volatility is at 64, November is at 51; compared to its 52-week range of 25 to 120 into the expected release of quarter results on November 11.

Beazer Homes (BZH) November call option implied volatility is at 70, December is at 58; compared to its 52-week range of 25 to 120 into the expected release of quarter results today after the bell on November 12.

Blink Charging (BLNK) November weekly call option implied volatility is at 135, November is at 125; compared to its 52-week range of 83 to 266 into the expected release of quarter results today after the bell on November 12. Call put ratio 4.2 calls to 1 put.

Cisco (CSCO) November weekly call option implied volatility is at 79, November is at 51; compared to its 52-week range of 17 to 287 into the expected release of quarter results today after the bell on November 12. Call put ratio 2.6 calls to 1 put.

Farfetch (FTCH) November weekly call option implied volatility is at 115, November is at 80; compared to its 52-week range of 58 to 126 into the expected release of quarter results today after the bell on November 12. Call put ratio 21 calls to 1 put with focus on November 50 calls.

Plantir (PLTR) November weekly call option implied volatility is at 205, November is at 145; compared to its 52-week range of 59 to 115 into the expected release of quarter results today after the bell on November 12. Call put ratio 3.6 calls to 1 put.

Pinduoduo (PDD) November weekly call option implied volatility is at 159, November is at 105; compared to its 52-week range of 38 to 85 into the expected release of quarter results today after the bell on November 12.

Walt Disney (DIS) November weekly call option implied volatility is at 63, November is at 43; compared to its 52-week range of 38 to 85 into the expected release of quarter results today after the bell on November 12.

Increasing unusual option volume: HMY AHT SNDL XPER MJ PRTS EWG
Increasing unusual call option volume: HMY MJ XPER PRTS RWT PRTS OGI FIS CYH
Increasing unusual put option volume: FE EWG ERIC BKR ACB ADI JMIA
Options with decreasing option implied volatility: SIRI GPRO CXW CRON BIIB CGC BNTX
Active options: AAPL NIO BA BABA AAL TSLA CCL AMD SNAP GE ZM FB BYND PFE BAC AMZN MSFT ACB GM JD