Mid-session IV Report November 10, 2021

Mid-session IV Report November 10, 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: AGC EVGO NEGG RIOT LAZR F TEVA LUMN

Popular stocks with increasing volume: PLTR AMD RBLX LCID PFE

EV Movers amid Rivian Automotive (RIVN) indicated to open at $120, IPO priced at $78

Tesla (TSLA) November weekly call option implied volatility is at 88, November is at 82; compared to its 52-week range of 37 to 106 amid Rivian Automotive (RIVN) indicated to open at $120, IPO priced at $78. Call put ratio 1.2 calls to 1 put.

Ford (F) November weekly call option implied volatility is at 105, November is at 77; compared to its 52-week range of 33 to 76 amid Rivian Automotive (RIVN) indicated to open at $120, IPO priced at $78. Call put ratio 3.3 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 51, November is at 43; compared to its 52-week range of 29 to 66. Call put ratio 4.3 calls to 1 put.

Amazon (AMZN) November weekly call option implied volatility is at 35, November is at 33; compared to its 52-week range of 18 to 47 amid Rivian Automotive (RIVN) indicated to open at $120, IPO priced at $78. Call put ratio 4.2 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 143, December is at 143; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.1 puts as shares up 3%.

Hertz Global (HTZ) November call option implied volatility is at 109, December is at 117. Call put ratio 1 call to 1 put as shares sell off 3.4%.

AMC Entertainment (AMC) November weekly call option implied volatility is at 103, November is at 105; compared to its 52-week range of 95 to 726 as shares sell off 1.5%. Call put ratio 2.3 calls to 1 put.
IV into quarter results

Affirm (AFRM) November weekly call option implied volatility is at 220, November is at 131; compared to its 52-week range of 60 to 127 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put as shares sell off 10%.

Sofi Technologies (SOFI) November weekly call option implied volatility is at 215, November is at 127; compared to its 52-week range of 50 into 142 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Dutch (BROS) November call option implied volatility is at 135, December is at 113; compared to its 52-week range of 84 to133 into the expected release of quarter results today after the bell on November 10. Call put ratio 1.3 calls to 1 put.

Disney (DIS) November weekly call option implied volatility is at 74, November is at 44; compared to its 52-week range of 20 to 48 into the expected release of quarter results today after the bell on November 10. Call put ratio 2.3 calls to 1 put.

NXP Semiconductor (NXPI) November weekly call option implied volatility is at 55, November is at 41; compared to its 52-week range of 28 to 59 into an investor meeting on November 11. Call put ratio 1.2 calls to 1 put.

Becton Dickinson (BDX) November weekly call option implied volatility is at 62, November is at 34; compared to its 52-week range of 17 to 36 into an investor meeting on November 12. Call put ratio 1.7 calls to 1 put.

Increasing unusual option volume: ADT NLS CRIS POSH WEN AUR API
Increasing unusual call option volume: ADT CRIS NLS FOUR POSH EVGO TWNK
Increasing unusual put option volume: NLS POSH WEN PRPL AMLP FOUR MQ EVGO
Options with decreasing option implied: CMPS OCGN NOK SKLZ FSLY LMND
Active options: TSLA AAPL PLTR NVDA AMD NIO F AMC PYPL AMZN COIN UPST FB LCID RBLX PLUG FUBO MSFT SOS CSCO