Mid-session IV Report November 11, 2021

Mid-session IV Report November 11, 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: INO NEGG AGC LULU RH TOL DISH

Popular stocks with increasing volume: DIS SOFI F AFRM BYND AMD FCX PFE LCID FB PLTR NIO

EV Movers amid Rivian Automotive (RIVN) trading above $117

Tesla (TSLA) November weekly call option implied volatility is at 72, November is at 70; compared to its 52-week range of 37 to 106. Call put ratio 1 call to 1 put.

Fisker (FSR) November weekly call option implied volatility is at 150, November is at 143; compared to its 52-week range of 65 to 165 as shares rally 9.4%. Call put ratio 3.7 calls to 1 put.

Lucid Group (LCID) November weekly call option implied volatility is at 153, November is at 150; compared to its 52-week range of 69 to 268 as shares rally 8%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results on November 15.

Ford (F) November weekly call option implied volatility is at 67, November is at 55; compared to its 52-week range of 33 to 76. Call put ratio 2 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 51, November is at 41; compared to its 52-week range of 29 to 66. Call put ratio 3.2 calls to 1 put.

Lordstown Motors (RIDE) November weekly call option implied is at 320, November is at 164; compared to its 52-week range of 96 to 240 into expected release of quarter results. Call put ratio 2.6 calls to 1 put as shares rally 14%.

China stocks IV flat amid Singles Day

JD.com (JD) 30-day option implied is at 50; compared to its 52-week range of 31 to 63 as shares rally 6%. Call put ratio 4.5 calls to 1 put amid Singles Day.

Alibaba (BABA) 30-day option implied is at 47; compared to its 52-week range of 24 to 64 as shares rally 2.7%. Call put ratio 3.6 calls to 1 put amid Singles Day.

Vipshop Holdings (VIPS) 30-day option implied is at 86; compared to its 52-week range of 47 to 131 into expected release of quarter results. Call put ratio 2.3 calls to 1 put as shares rally 5.5%.

Phunware (PHUN) November weekly call option implied is at 440, November is at 230; compared to its 52-week range of 87 to 301 into expected release of quarter results. Call put ratio 1.9 calls to 1 put.

Increasing unusual option volume: FOSL LQD BZH HTA XM MQ QSR
Increasing unusual call option volume: BZH HTA TPR OTIS
Increasing unusual put option volume: LQD MQ WEN PSFE BMBL
Options with decreasing option implied: OCGN GRPN ZNGA OPEN LMND BMBL
Active options: TSLA DIS SOFI AAPL F OPEN AFRM WISH BYND NVDA AMC AMD FCX PSFE PFE AMZN LCID FB PLTR NIO