Mid-session IV Report November 18, 2021

Mid-session IV Report November 18, 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: RIVN FDX BBY HOOD SAVA IONQ GPRO

Popular stocks with increasing volume: AMD LCID FSR RIVN PFE PLTR QCOM BA NIO

Movers

NVIDIA (NVDA) November call option implied volatility is at 77, December is at 50; compared to its 52-week range of 31 to 62 after quarter results. Call put ratio 2.6 calls to 1 put as shares rally 8.1%.

Alibaba (BABA) November call option implied volatility is at 64, December is at 49; compared to its 52-week range of 24 to 67 as shares sell off 10% after quarter results. Call put ratio 1.7 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 78; compared to its 52-week range of 46 to 130 as shares rally 3%. Call put ratio 2.8 calls to 1 put.

Tesla (TSLA) November call option implied volatility is at 62, December is at 61; compared to its 52-week range of 37 to 106 as shares rally 1%. Call put ratio 1.5 call to 1 put.

AMC Entertainment (AMC) November call option implied volatility is at 100, December is at 110; compared to its 52-week range of 96 to 726. Call put ratio 3.8 calls to 1 put.

General Electric (GE) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 60 as shares sell off 1.8%. Call put ratio 1 call to 1 put.

IV into events

Applied Materials (AMAT) November call option implied volatility is at 97, December is at 39; compared to its 52-week range of 29 to 51 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Ross Stores (ROST) November call option implied volatility is at 124, December is at 41; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put.

Intuit (INTU) November call option implied volatility is at 86, December is at 33; compared to its 52-week range of 20 to 43 into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) November call option implied volatility is at 213, December is at 55; compared to its 52-week range of 32 to 62 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Foot Locker (FL) November call option implied volatility is at 180, December is at 54; compared to its 52-week range of 34 to 73 into the expected release of quarter results before the bell on November 18. Call put ratio 7.2 calls to 1 put.

Activision (ATVI) November call option implied volatility is at 50, December is at 39; compared to its 52-week range of 22 to 42 amid lingering issues related to leadership and human resources. Call put ratio 1.3 calls to 1 put.

Peloton (PTON) November call option implied volatility is at 98, December is at 67; compared to its 52-week range of 50 to 81. Call put ratio 1 call to 1.1 put as shares sell of 4.5%.

Increasing unusual option volume: INDA AUR SPI OC TIP VSCO SLI
Increasing unusual call option volume: SPI VSCO BJ YSG CRDF GGPI EAT
Increasing unusual put option volume: INDA GGPI TIP CNK SLI VSCO SONO
Options with decreasing option implied: BGFV BTBT NEGG M KSS NVDA
Active options: NVDA AMD AAPL F LCID TSLA BABA CSCO RBLX M RIVN FB PFE PLTR AMC QCOM BA NIO AMZN PROG