Mid-session IV Report November 12, 2020

Mid-session IV Report November 12, 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: MPLN GME PLTR BCLI CVAC PIC CLDR DB LUMN WBA HYG

Popular stocks with increasing volume: ZM AAL PLTR PLUG SNAP CCL ACB

Option implied volatility into quarter results and outlook

Palantir (PLTR) November weekly call option implied volatility is at 330, November is at 177; compared to its 52-week range of 59 to 115 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put.

Walt Disney (DIS) November weekly call option implied volatility is at 77, November is at 41; compared to its 52-week range of 38 to 85 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Blink Charging (BLNK) November weekly call option implied volatility is at 141, November is at 119; compared to its 52-week range of 83 to 266 into the expected release of quarter results today after the bell. Call put ratio 6.8 calls to 1 put.

Cisco (CSCO) November weekly call option implied volatility is at 120, November is at 52; compared to its 52-week range of 17 to 287 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Farfetch (FTCH) November weekly call option implied volatility is at 111, November is at 78; compared to its 52-week range of 58 to 126 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Li Auto (LI) November call option implied volatility is at 128, December is at 106; 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 4.3 calls to 1 put as shares sell rally 11%.

Vipshop (VIPS) November weekly call option implied volatility is at 222, November is at 104; 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 19 calls to 1 put.

DraftKings (DKNG) November weekly call option implied volatility is at 187, November is at 107; 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 2.7 calls to 1 put.

Carrier Global (CARR) November call option implied volatility is at 38, December is at 37; compared to its 52-week range of 36 to 75. Call put ratio 27 calls to 1 put as shares rally 1.3%
Carrier Global (NYSE: CARR) call put ratio 24 calls to 1 put as shares rally 1.3%

Inseego Corp. (INSG) November and December 10 calls active as shares rally 4%

Simply Good Foods (SMPL) November and December 25 calls active

MPLX LP (MPLX) call put ratio 81 calls to 1 put with focus on November 20 calls

Ford (F) call put ratio 3.2 calls to 1 put with focus on November weekly 8.5 calls.

Increasing unusual option volume: EPR FOSL REV CVAC IWN SOLO SNDL HST FXC PDD MPLX RVLV
Increasing unusual call option volume: EPR FOSL IWN FEZ SOLO KIM XPEV MPLX EQT PDD GLUU HIMX SAP
Increasing unusual put option volume: HST XPEV MPLN HOG RVLV REV VRM FE EQT ACB SIX
Options with decreasing option implied volatility: CRON GRPO XPEV CGC BNTX ACB JMIA GRPN YELP BIIB
Active options: NIO AAPL TSLA ZM BAC AAL PLTR PLUG SNAP BABA JD CCL BA PDD PFE AMZN ACB AMD MSFT FB