Mid-session IV Report November 16, 2021

Mid-session IV Report November 16, 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: ATVI JMIA DLO GGPI FDX O EMB PIPP CONE PBR DDS QGEN TGT NVDA ROST M

Popular stocks with increasing volume: LCID UBER WMT PTON MARA F HD AAL PLTR PYPL

Movers

Rivian (RIVN) call put ratio 1 call to 1 put with focus on November options as shares trade above $158, up 6%..

Activision (ATVI) November call option implied volatility is at 105, December is at 36; compared to its 52-week range of 22 to 42 amid DJ reports CEO Bobby Kotick Knew for years about Sexual-Misconduct Allegations. Call put ratio 3.3 calls to 1 put.

Peloton (PTON) November call option implied volatility is at 76, December is at 71; compared to its 52-week range of 50 to 81. Call put ratio 3.5 calls to 1 put as shares rally 10.7% after capital raise.

Tesla (TSLA) November call option implied volatility is at 65, December is at 62; compared to its 52-week range of 37 to 106 as shares rally 3.4%. Call put ratio 1.6 call to 1 put.

AMC Entertainment (AMC) November call option implied volatility is at 106, December is at 115; compared to its 52-week range of 96 to 726. Call put ratio 3.5 calls to 1 put as shares rally 1.3%. .

IV into events

iQIYI (IQ) November call option implied volatility is at 160, December is at 133; compared to its 52-week range of 46 to180 into the expected release of quarter results before the bell on November 17. Call put ratio 5.4 calls to 1 put.

Lowe’s (LOW) November call option implied volatility is at 66, December is at 34; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on November 17. Call put ratio 1.5 calls to 1 put as shares rally 4%.

NVIDIA (NVDA) November call option implied volatility is at 79, December is at 51; compared to its 52-week range of 31 to 62 into the expected release of quarter results after the bell on November 17. Call put ratio 2.3 calls to 1 put.

Target (TGT) November call option implied volatility is at 77, December is at 34; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on November 17. Call put ratio 1.2 calls to 1 put.

Macys (M) November call option implied volatility is at 137, December is at 69; compared to its 52-week range of 44 to 170 into the expected release of quarter results before the bell on November 18. Call put ratio 5.5 calls to 1 put.

WorkDay (WDAY) November call option implied volatility is at 82, December is at 39; compared to its 52-week range of 26 to 51 into the expected release of quarter results before the bell on November 18. Call put ratio 1.5 calls to 1 put.

Alibaba (BABA) November call option implied volatility is at 75, December is at 47; compared to its 52-week range of 24 to 67 into the expected release of quarter results on November 18. Call put ratio 2.4 calls to 1 put.

JD.com (JD) November call option implied volatility is at 81, December is at 49; compared to its 52-week range of 31 to 62 into the expected release of quarter results before the bell on November 18. Call put ratio 2.2 calls to 1 put.

Applied Materials (AMAT) November call option implied volatility is at 63, December is at 37; compared to its 52-week range of 29 to 51 into the expected release of quarter results on November 18. Call put ratio 1.6 calls to 1 put.

Ross Stores (ROST) November call option implied volatility is at 65, December is at 37; compared to its 52-week range of 23 to 51 into the expected release of quarter results on November 18. Call put ratio 7.6 calls to 1 put.

Intuit (INTU) November call option implied volatility is at 57, December is at 30; compared to its 52-week range of 20 to 43 into the expected release of quarter results after the bell on November 18. Call put ratio 1 call to 1.5 puts.

Williams-Sonoma (WSM) November call option implied volatility is at 119, December is at 55; compared to its 52-week range of 32 to 62 into the expected release of quarter results after the bell on November 18.

Teladoc (TDOC) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 78. Call put ratio 1.9 calls to 1 put into an investor day on November 18.

Amarin Corp. (AMRN) call put ratio 17.5 calls to 1 put with focus on November 4.5 calls

Increasing unusual option volume: GGPI TRIL EVGO JMIA INDA ONON AXON MX TALK
Increasing unusual call option volume: PLBY GGPI PAGS EBGO JMIA ONON AXON QGEN MX TALK RXT
Increasing unusual put option volume: BKRT PROG DM INDA JMIA GGPI AAP EVGO MQ HLT
Options with decreasing option implied: VXRT BKKT BGFV INO GREE AGC
Active options: TSLA LCID AAPL PROG UBER WMT PTON FB INTC AMD MARA F BA HD AAL PLTR RIOT SNDL PYPL AMC