Mid-session IV Report November 11, 2020

Mid-session IV Report November 11, 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 HZNP CIEN SKT DIS WBA REV PDD

Popular stocks with increasing volume: SNAP PLUG AAL LYFT DDOG

IV bid into quarter results and outlook

Plantir (PLTR) November weekly call option implied volatility is at 215, November is at 135; compared to its 52-week range of 59 to 115 into the expected release of quarter results after the bell on November 12. Call put ratio 7.3 calls to 1 put.

Pinduoduo (PDD) November weekly call option implied volatility is at 202, November is at 115; compared to its 52-week range of 38 to 85 into the expected release of quarter results after the bell on November 12 Call put ratio 6.2 calls to 1 put.

Walt Disney (DIS) November weekly call option implied volatility is at 70, November is at 43; compared to its 52-week range of 38 to 85 into the expected release of quarter results after the bell on November 12. Call put ratio 4.1 calls to 1 put.

Blink Charging (BLNK) November weekly call option implied volatility is at 140, November is at 121; compared to its 52-week range of 83 to 266 into the expected release of quarter results after the bell on November 12. Call put ratio 21 calls to 1 put.

Cisco (CSCO) November weekly call option implied volatility is at 90, November is at 51; compared to its 52-week range of 17 to 287 into the expected release of quarter results after the bell on November 12. Call put ratio 1.3 calls to 1 put.

Farfetch (FTCH) November weekly call option implied volatility is at 111, November is at 80; compared to its 52-week range of 58 to 126 into the expected release of quarter results after the bell on November 12. Call put ratio 2.3 calls to 1 put.

Li Auto (LI) November call option implied volatility is at 140, December is at 91; compared to its 52-week range of 75 to 177 into the expected release of quarter results today before the bell on November 13. Call put ratio 2.8 calls to 1 put as shares sell off 4.5%.

Vipshop (VIPS) November weekly call option implied volatility is at 170, November is at 99; compared to its 52-week range of 39 to 98 into the expected release of quarter results before the bell on November 13. Call put ratio 2.1 calls to 1 put.

DraftKings (DKNG) November weekly call option implied volatility is at 158, November is at 108; compared to its 52-week range of 54 to 143 into the expected release of quarter results today before the bell on November 13. Call put ratio 5.3 calls to 1 put.

iShares Russell 2000 ETF (IWM) November weekly call option implied volatility is at 36, November is at 31; compared to its 52-week range of 12 to 81 as shares at upper end of range. Call put ratio 3.1 calls to 1 put with focus on November weekly 173 calls.

Industrial metal and copper stocks option implied volatility flat as copper trends higher

Freeport-McMoran (FCX) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 185.

Southern Copper (SCCO) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 114.

Vale S.A. (VALE) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 157. Call put ratio 3 calls to 1 put with focus on March 13 calls.

Rio Tinto plc (RIO) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 115. Call put ratio 4.3 calls to 1 put.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 124.

JD.com (JD) November weekly call option implied volatility is at 73, November is at 72; compared to its 52-week range of 28 to 81 into the expected release of quarter results before the bell on November 16. Call put ratio 11.6 calls to 1 put with focus on November 80 calls.

Increasing unusual option volume: IWN SNDL REV ELY XPER
Increasing unusual call option volume: IWN XPER ELY MOMO ERIC HMY
Increasing unusual put option volume: ERIC ACB REV DHI EWG ABR DDOG BIIB
Options with decreasing option implied volatility: CCJ UVXY BNTX GRPN M FROG BIIB ACB LYFT DDOG
Active options: NIO AAPL ACB ZM BABA GE BABA TSLA AMZN RKT PFE AMD LYFT BAC AAL PLUG FB SNAP MSFT DDOG