Mid-session IV Report November 12, 2021

Mid-session IV Report November 12, 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 OTLY CRON LULU

Popular stocks with increasing volume: DIS RBLX F UBER PLUG

Movers

AMC Entertainment (AMC) December option implied volatility bid above November

AMC Entertainment (AMC) November call option implied volatility is at 86, December is at 113; compared to its 52-week range of 96 to 726. Call put ratio 1.8 calls to 1 put.

Tesla (TSLA) November call option implied volatility is at 65, December is at 60; compared to its 52-week range of 37 to 106 as shares sell off 2.5%. Call put ratio 1 call to 1 put.

Airbnb (ABNB) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 114 as shares rally 5.8%. Call put ratio 4.9 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 77; compared to its 52-week range of 46 to 130 as shares rally. Call put ratio 3.9 calls to 1 put.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 144; compared to its 52-week range of 134 to 254 as shares rally 8%. Call put ratio 2.1 calls to 1 put.

Micron (MU) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 59 as shares rally 3.5%. Call put ratio 3.8 calls to 1 put with focus on February and March calls.

Johnson & Johnson (JNJ) November call option implied volatility is at 22, December is at 18; compared to its 52-week range of 14 to 31 after Johnson & Johnson announced plans to separate into two companies. Call put ratio 1.4 calls to 1 put.

Advanced Auto Parts (AAP) November call option implied volatility is at 53, December is at 34; compared to its 52-week range of 23 to 53 into the expected release of quarter results before the bell on November 15.

Walmart (WMT) November call option implied volatility is at 34, December is at 22; compared to its 52-week range of 14 to 34 into the expected release of quarter results November 16.

Increasing unusual option volume: AXDX WBX WEN PFGC SNDL EWU MAPS BLNK FTCH
Increasing unusual call option volume: AXDX WEN SNDL BLNK MAPS CGEN RGS
Increasing unusual put option volume: WEN EVGO MQ MAPS SNDL AZN SFT BLNK
Options with decreasing option implied: CMPS AMRS VXRT OCGN MRIN
Active options: SNDL TSLA AAPL TLRY NIO NVDA AMD BLNK FB PLTR MU LCID DIS AMZN RBLX F UBER CHPT BABA PLUG