Mid-session IV Report November 19, 2021

Mid-session IV Report November 19, 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: UWMC PSTH UUP IONQ PMT AEVA PBR MARA BYSI

Popular stocks with increasing volume: BA MRNA PFE MU LCID

Micron (MU) options active as shares up 7.4%

Micron Technology (MU) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 59. Call put ratio 3.5 calls to 1 put as shares rally 7.4%.

Lam Research (LRCX) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 58, Call put ratio 8 calls to 1 put as shares rally 2.5%.

IV into events

Agilent (A) December call option implied volatility is at 45, January is at 31; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on November 22. Call put ratio 7.5 calls to 1 put.

Jack in the Box (JACK) December call option implied volatility is at 40, January is at 37; compared to its 52-week range of 30 to 60 into the expected release of quarter results after the bell on November 22.

Niu Technologies (NIU) November weekly call option implied volatility is at 72, December is at 71; compared to its 52-week range of 60 to 110 into the expected release of quarter results before the bell on November 22. Call put ratio 4.1 calls to put.

Zoom Video (ZM) November weekly call option implied volatility is at 90, December is at 59; compared to its 52-week range of 34 to 90 into the expected release of quarter results after the bell on November 22.

Abercrombie (ANF) November weekly call option implied volatility is at 106, December is at 68; compared to its 52-week range of 45 to 113 into the expected release of quarter results before the bell on November 23.

American Eagle (AEO) November weekly call option implied volatility is at 86, December is at 61; compared to its 52-week range of 40 to 81 into the expected release of quarter results before the bell on November 23. Call put ratio 2.5 calls to 1 put.

Analog Devices (ADI) November weekly call option implied volatility is at 38, December is at 28; compared to its 52-week range of 21 to 43 into the expected release of quarter results on November 23.

Autodesk (ADSK) November weekly call option implied volatility is at 64, December is at 41; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on November 23.

Best Buy (BBY) November weekly call option implied volatility is at 62, December is at 40; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on November 23. Call put ratio 3.4 calls to 1 put.

Dell Technologies (DELL) December call option implied volatility is at 38, January is at 33; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on November 23. Call put ratio 2.9 calls to 1 put.

Dicks Sporting Goods (DKS) November weekly call option implied volatility is at 95, December is at 60; compared to its 52-week range of 32 to 68 into the expected release of quarter results before the bell on November 23. Call put ratio 3.2 calls to 1 put

Gap (GPS) November weekly call option implied volatility is at 107, December is at 66; compared to its 52-week range of 40 to 86 into the expected release of quarter results on November 23. Call put ratio 6.9 calls to 1 put.

HP (HPQ) November weekly call option implied volatility is at , December is at ; compared to its 52-week range of 23 to 56 into the expected release of quarter results after the bell on November 23.

Nordstrom (JWN) November weekly call option implied volatility is at 111, December is at 73; compared to its 52-week range of 45 to 95 into the expected release of quarter results after the bell on November 23. Call put ratio 3 calls to 1 put.

VMware (VMW) November weekly call option implied volatility is at 61, December is at 41; compared to its 52-week range of 20 to 53 into the expected release of quarter results after the bell on November 23.

XPeng (XPEV) November weekly call option implied volatility is at 100, December is at 81; compared to its 52-week range of 54 to 178 into the expected release of quarter results on November 23. Call put ratio 4.9 calls to 1 put.

Deere (DE) November weekly call option implied volatility is at 44, December is at 43; compared to its 52-week range of 22 to 40 into the expected release of quarter results before the bell on November 24.

Increasing unusual option volume: AUR GFI UWMC CZOO VSCO PSTH KRYS BYSI
Increasing unusual call option volume: AUR UWMC VSCO PSTH
Increasing unusual put option volume: PACB GOGL PVH SDGR BKR VSCO
Options with decreasing option implied: BGFV BKKT AGC ANY
Active options: AAPL LCID AMZN MU MRNA TSLA PFE NVDA UWMC CCL BABA FB RIVN AMD BAC RBLX MSFT F BA AAL