Mid-session IV Report November 18, 2020

Mid-session IV Report November 18, 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: SOLO WSM RIOT NVDA KNDI RAD PSTH CPE NLY RSX LB M

Popular stocks with increasing volume: TGT PLTR SAP LOW JMIA PFE NKLA

Boeing (BA) November call option implied volatility is at 77, December is at 56; compared to its 52-week range of 22 to 221 after FAA un-grounds MAX. Call put ratio 2.1 calls to 1 put.

Nikola (NKLA) November call option implied volatility is at 185, December is at 140; compared to its 52-week range of 66 to 305 as shares rally 12% amid unconfirmed talks with GM . Call put ratio 3.9 calls to 1 put.

IV into quarter results and outlook

NVIDIA (NVDA) November call option implied volatility is at 103, December is at 59; compared to its 52-week range of 28 to 110 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

L Brands (LB) November call option implied volatility is at 144, December is at 62; compared to its 52-week range of 43 t0 203 into the expected release of quarter results on November 18. Call put ratio 1.7 calls to 1 put.

Jack in the Box (JACK) November call option implied volatility is at 88, December is at 44; compared to its 52-week range of 22 to 208 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Sonos (SONO) November call option implied volatility is at 166, December is at 77; compared to its 52-week range of 41 to 120 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put with focus on November 17.50 and 20 calls.

BJ’s Wholesale (BJ) November call option implied volatility is at 126, December is at 45; compared to its 52-week range of 30 to 92 into the expected release of quarter results after the bell on November 19. Call put ratio 22 calls to 1 put with focus on November 45 calls.

Canadian Solar (CSIQ) November call option implied volatility is at 141, December is at 75; compared to its 52-week range of 39 to 147 into the expected release of quarter results before the bell on November 19.

Intuit (INTU) November call option implied volatility is at 57, December is at 33; compared to its 52-week range of 19 to 93 into the expected release of quarter results after the bell on November 19.

Macys (M) November call option implied volatility is at 170, December is at 82; compared to its 52-week range of 39 to 165 into the expected release of quarter results before the bell on November 19.

Netease (NTES) November call option implied volatility is at 85, December is at 41; compared to its 52-week range of 27 to 75 into the expected release of quarter results on November 18.

Ross Stores (ROST) November call option implied volatility is at 69, December is at 37; compared to its 52-week range of 17 to 89 into the expected release of quarter results after the bell on November 19.

Williams-Sonoma (WSM) November call option implied volatility is at 140, December is at 55; compared to its 52-week range of 23 to 133 into the expected release of quarter results on November 19. Call put ratio 25 calls to 1 put with focus on November 95 calls.

Workday (WDAY) November call option implied volatility is at 107, December is at 44; compared to its 52-week range of 26 to 84 into the expected release of quarter results after the bell on November 19. Call put ratio 2.6 calls to 1 put with focus on November ATM calls.

Teladoc (TDOC) November call option implied volatility is at 58, December is at 53; compared to its 52-week range of 36 to 109. Call put ratio 2.5 calls to 1 put.

Hotel stocks IV at lower end of range

Hilton (HLT) 30-day option implied volatility is at 41; compared to its 52-week range of 18 to 253 into Airbnb IPO.

Hyatt (H) 30-day option implied volatility is at 47; compared to its 52-week range of 18 to 213.

Marriott (MAR) 30-day option implied volatility is at 42; compared to its 52-week range of 16 to 201.

Choice Hotels (CHH) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 148.

Host Hotels & Resorts (HST) 30-day option implied volatility is at 52; compared to its 52-week range of 17 to 184.

Huazhu Group Limited (HTHT) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 107.

Park Hotels (PK) 30-day option implied volatility is at 69; compared to its 52-week range of 17 to 297 into Airbnb IPO. Call put ratio 2.5 calls to 1 put.

Increasing unusual option volume: AHT MNKKC XXII ERJ BX VGK PII VGK AHT SM PAYS ROST RIOT CONN
Increasing unusual call option volume: ERJ XXII WSM YELP PII XXII ABB SM PAYS
Increasing unusual put option volume: BX RIDE AR TGEN BKLN VGK KKR DNKN BGFV
Options with decreasing option implied volatility: VRM MPLN MRNA GPRO VIPS PANW
Active options: AAPL TSLA NIO FB AMZN MU AMD NKLA