Mid-session IV Report November 13, 2020

Mid-session IV Report November 13, 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: NIO FSR MRNA PCG SOLO LI BCLI KCAC FSR DISH CGC

Popular stocks with increasing volume: CSCO PLTR DIS PLUG ZM

Semiconductor stocks option implied volatility flat to low into NVIDIA results

Market Vectors Semiconductor ETF (SMH) November call option implied volatility is at 29, December is at 30; compared to its 52-week range of 19 to 91 as shares at upper end of range.

NVIDIA (NVDA) November call option implied volatility is at 71, December is at 52; compared to its 52-week range of 28 to 110 into the expected release of quarter results on November 18.

Intel (INTC) November call option implied volatility is at 27, December is at 28; compared to its 52-week range of 20 to 109.

Analog Devices (ADI) November call option implied volatility is at 26, December is at 29; compared to its 52-week range of 22 to 94.

AMD (AMD) November call option implied volatility is at 45, December is at 46; compared to its 52-week range of 37 to 116.

Maxim Integrated (MXIM) November call option implied volatility is at 20, December is at 21; compared to its 52-week range of 22 to 92.

NXP Semiconductors (NXPI) November call option implied volatility is at 35, December is at 34; compared to its 52-week range of 25 to 115.

ON Semiconductor (ON) November call option implied volatility is at 39, December is at 40; compared to its 52-week range of 30 to 134.

Texas Instruments (TXN) November call option implied volatility is at 26, December is at 27: compared to its 52-week range of 19 to 95.

Qorvo (QRVO) November call option implied volatility is at 37, December is at 38; compared to its 52-week range of 28 to 93.

Skyworks (SWKS) November call option implied volatility is at 36, December is at 35; compared to its 52-week range of 25 to 108.

Qualcomm (QCOM) November call option implied volatility is at 34, December is at 35; compared to its 52-week range of 25 to 85.

Seagate (STX) November call option implied volatility is at 26, December is at 27; compared to its 52-week range of 23 to 92.

IV into quarter results

iQIYI (IQ) November call option implied volatility is at 98, December is at 57; compared to its 52-week range of 39 to 133 into the expected release of quarter results on November 16. Call put ratio 16 calls to 1 put with focus on November weekly calls expiring today.

JD.com (JD) November call option implied volatility is at 79, December is at 55; compared to its 52-week range of 28 to 80 into the expected release of quarter results on November 16. Call put ratio 5.6 calls to 1 put with focus on November 90 calls.

Palo Alto Networks (PANW) November call option implied volatility is at 58, December is at 38; compared to its 52-week range of 20 to 83 into the expected release of quarter results before the bell on November 16. Call put ratio 1 call to 2.1 puts.

Tyson Foods (TSN) November call option implied volatility is at 41, December is at 31; compared to its 52-week range of 21 to 112 into the expected release of quarter results before the bell on November 16.

Casper (CSPR) November call option implied volatility is at 147, December is at 100; compared to its 52-week range of 70 to 155 into the expected release of quarter results before the bell on November 16. Call put ratio 24 calls to 1 put.

Increasing unusual option volume: NIU SOLO UBS XPEV REV VIPS
Increasing unusual call option volume: NIU SOLO AYRO WBT VIPS SOL XPEV
Increasing unusual put option volume: XPEV SOLO ROST LI REV KKR CPRI FSR TJX U NIO
Options with decreasing option implied volatility: ACB TLRY CRON BNTX JMIA CELH
Active options: NIO AAPL TSLA DKNG BABA PLTR CSCO DIS AMZN GE LI AMD FSR SOLO PLUG ZM JD FB XPEV BA