Mid-session IV Report November 17, 2021

Mid-session IV Report November 17, 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: SAVA JMIA ATVI BABA NVDA JD FDX MDT PROG ROKU RBLX

Popular stocks with increasing volume: QCOM PYPL TGT V RBLX F

AMC Dec IV bid above Nov on more calls than puts

AMC Entertainment (AMC) November call option implied volatility is at 95, December is at 120; compared to its 52-week range of 96 to 726. Call put ratio 4.5 calls to 1 put.

Tesla (TSLA) November call option implied volatility is at 63, December is at 62; compared to its 52-week range of 37 to 106 as shares rally 4.3%. Call put ratio 1.8 call to 1 put.

IV into events

NVIDIA (NVDA) November call option implied volatility is at 99, December is at 51; compared to its 52-week range of 31 to 62 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Macys (M) November call option implied volatility is at 175, December is at 71; 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 1.9 calls to 1 put.

WorkDay (WDAY) November call option implied volatility is at 98, 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 2.1 calls to 1 put.

Alibaba (BABA) November call option implied volatility is at 88, 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 3.1 calls to 1 put.

JD.com (JD) November call option implied volatility is at 88, 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 1.7 calls to 1 put.

Applied Materials (AMAT) November call option implied volatility is at 73, December is at 39; compared to its 52-week range of 29 to 51 into the expected release of quarter results on November 18. Call put ratio 1.5 calls to 1 put.

Ross Stores (ROST) November call option implied volatility is at 100, December is at 39; compared to its 52-week range of 23 to 51 into the expected release of quarter results on November 18. Call put ratio 2.4 calls to 1 put.

Intuit (INTU) November call option implied volatility is at 65, December is at 32; 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 2.8 calls to 1 put.

Williams-Sonoma (WSM) November call option implied volatility is at 153, 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. Call put ratio 1 call to 1.8 puts.

Teladoc (TDOC) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 78. Call put ratio 3.8 calls to 1 put into an investor day on November 18.

Activision (ATVI) November call option implied volatility is at 48, December is at 39; compared to its 52-week range of 22 to 42 amid reports CEO Bobby Kotick Knew for years about Sexual-Misconduct Allegations. Call put ratio 2.4 calls to 1 put.

Peloton (PTON) November call option implied volatility is at 80, December is at 71; compared to its 52-week range of 50 to 81. Call put ratio 1 call to 1 put as shares sell of 3.5%.

Increasing unusual option volume: JMIA SAVA SPI NUAN VYM EAF GOEV IJR EAT VNQ TALK EDR EAT
Increasing unusual call option volume: SAVA JMIA SPI BYM EAF GOEV EAT XLRN RBAC CEI
Increasing put option volume: SAVA JMIA VNQ BKR SEAH GGPI DLO GOEV TGT
Options with decreasing option implied: OPEN VXRT AGC TEVA LIDR
Active options: AAPL LCID TSLA PROG QCOM ROKU AMD BA AMC PYPL AMZN GOEV TGT FB NVDA NFLX CEI V RBLX F