Mid-session IV Report November 2, 2021

Mid-session IV Report November 2, 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: CAR OCGN BYSI BNGO BTBT

Popular stocks with increasing volume: BA PLTR BABA SOFI CAR

Tesla (TSLA) option IV movement continues on active volume

Tesla (TSLA) November weekly call option implied volatility is at 81, November is at 74; compared to its 52-week range of 37 to 106. Call put ratio 1.3 calls to 1 put as shares trade $1169.

Avis Budget Group (CAR) November call option implied volatility is at 351, December is at 231; compared to its 52-week range of.49 to 98. Call put ratio 1 call to 3.1 puts as shares rally 111%.

Option IV into quarter results

Activision (ATVI) November weekly call option implied volatility is at 74, December is at 41; compared to its 52-week range of 22 to 43 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

T-Mobile (TMUS) November weekly call option implied volatility is at 58, December is at 32; compared to its 52-week range of 18 to 41 into the expected release of quarter results today after the bell.

Caesars (CZR) November call option implied volatility is at 93, December is at 56; compared to its 52-week range of 41 to 93 into the expected release of quarter results today after the bell.

Conoco (COP) November weekly call option implied volatility is at 40, December is at 34; compared to its 52-week range of 30 to 77 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Devon (DVN) November weekly call option implied volatility is at 81, December is at 57; compared to its 52-week range of 43 to 101 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Match (MTCH) November weekly call option implied volatility is at 100, December is at 54; compared to its 52-week range of 32 to 69 into the expected release of quarter results today after the bell. Call put ratio 4.3 calls to 1 put.

Marathon (MRO) November weekly call option implied volatility is at 72, December is at 54; compared to its 52-week range of 47 to 97 into the expected release of quarter results today after the bell. Call put ratio 4.8 calls to 1 put.

Zillow (Z) November weekly call option implied volatility is at 142, December is at 71; compared to its 52-week range of 40 to 77 into the expected release of quarter results today after the bell.

Lyft (LYFT) November weekly call option implied volatility is at 100, November is at 62; compared to its 52-week range of 41 to 105 into the expected release of quarter results today after the bell.

ABNB (ABNB) November weekly call option implied volatility is at 91, November is at 54; compared to its 52-week range of 35 to 114 into the expected release of quarter results after the bell on November 3.

Camping World (CWH) November weekly call option implied volatility is at 116, November is at 71; compared to its 52-week range of 46 to 130 into the expected release of quarter results before the bell on November 3.

Continental Resource (CLR) November weekly call option implied volatility is at 95, November is at 64; compared to its 52-week range of 48 to 133 into the expected release of quarter results before the bell on November 3.

Discovery (DISCA) November weekly call option implied volatility is at 53, December is at 41; compared to its 52-week range of 38 to 116 into the expected release of quarter results on November 3.

Etsy (ETSY) November weekly call option implied volatility is at 130, November is at 71; compared to its 52-week range of 40 to 83 into the expected release of quarter results after the bell on November 3.

Fisker (FSR) November weekly call option implied volatility is at 145, November is at 110; compared to its 52-week range of 65 to 165 into the expected release of quarter results after the bell on November 3.

Hyatt (H) November call option implied volatility is at 38, December is at 39; compared to its 52-week range of 29 to 62 into the expected release of quarter results after the bell on November 3.

Kellogg (K) November weekly call option implied volatility is at 25, November is at 23; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on November 3. Call put ratio 10 calls to 1 put.

Illumina (ILMN) November weekly call option implied volatility is at 47, November is at 44; compared to its 52-week range of 27 to 57 into the expected release of quarter results after the bell on November 3. Call put ratio 1 call to 2.1 puts.

Marriott (MAR) November weekly call option implied volatility is at 58, November is at 37; compared to its 52-week range of 26 to 61 into the expected release of quarter results before the bell on November 3.

Papa Johns (PZZA) November weekly call option implied volatility is at 93, November is at 71; compared to its 52-week range of 27 to 64 into the expected release of quarter results on November 3.

Qualcomm (QCOM) November weekly call option implied volatility is at 72, November is at 39; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on November 3.

Roku (ROKU) November weekly call option implied volatility is at 110, November is at 64; compared to its 52-week range of 43 to 83 into the expected release of quarter results after the bell on November 3.

Shack Shake (SHAK) November weekly call option implied volatility is at 126, December is at 64; compared to its 52-week range of 39 to 109 into the expected release of quarter results after the bell on November 3.

Skyworks (SWKS) November weekly call option implied volatility is at 80, December is at 43; compared to its 52-week range of 25 to 51 into the expected release of quarter results after the bell on November 3.

Wayfair (W) November weekly call option implied volatility is at 188, December is at 99; compared to its 52-week range of 44 to 100 into the expected release of quarter results before the bell on November 3.

Yelp (YELP) November call option implied volatility is at 61, December is at 51; compared to its 52-week range of 35 to 116 into the expected release of quarter results after the bell on November 3.

WW (WW) November weekly call option implied volatility is at 198, December is at 98; compared to its 52-week range of 43 to 121 into the expected release of quarter results after the bell on November 3. Call put ratio 1.4 calls to 1 put.

Alibaba (BABA) November weekly call option implied volatility is at 51, November is at 49; compared to its 52-week range of 24 to 67 into the expected release of quarter results. Call put ratio 3.9 calls to 1 put.

Uber (UBER) November weekly call option implied volatility is at 107, December is at 60; compared to its 52-week range of 37 to 74 into the expected release of quarter results after the bell on November 4. Call put ratio 1.9 calls to 1 put.

Increasing unusual option volume: IAA CHGG BLMN LOTZ INCY
Increasing unusual call option volume: IAA CHGG LOTZ INCY BLMN
Increasing unusual put option volume: CHGG CAR PLNT COOP ZG SABR OPK
Options with decreasing option implied: CRTX VXRT VOD NOK INO
Active options: TSLA AAPL F PFE AMD FCEL LCID NVDA MSFT NIO AMC MARA BA FB PLTR PLUG BABA SOFI OCGN CHGG