Mid-session IV Report November 20, 2020

Mid-session IV Report November 20, 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: RIOT BLNK FCEL COTY CRSR GDRX RAD KXIN AYRO

Popular stocks with increasing volume: SQ ROKU PFE ZM BLNK

Stocks involved with Bitcoin

Overstock.com (OSTK) November call option implied volatility is at 138, November weekly is at 85, December is at 97; compared to its 52-week range of 67 to 214 as bitcoin trends higher. Call put ratio 9.6 calls to 1 put as shares rally 6%.

Marathon Patent Group (MARA) December call option implied volatility is at 251; compared to its 52-week range of 120 to 474 as bitcoin trends higher. Call put ratio 32 calls to 1 put as shares rally 8%.

Riot Blockchain (RIOT) November call option implied volatility is at 330, November weekly is at 209, December is at 214; compared to its 52-week range of 88 to 275 as bitcoin trends higher. Call put ratio 11.8 calls to 1 put as shares rally 3.3%.

General Motors (GM) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 187. Call put ratio 4.8 calls to 1 put with focus on November 43 calls.

AYRO, Inc (AYRO) call put ratio 2.8 calls to 1 put with focus on December 7.5 and 10 calls as shares rally 52%.

Jim Cramer Ten up stocks for year end

Square (SQ) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 142. Call put ratio 5 calls to 1 put as shares rally 2.7%.

PayPal (PYPL) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 90. Call put ratio 2.7 calls to 1 put with focus on November weekly 195 calls.

Tesla (TSLA) 30-day option implied volatility is at 75; compared to its 52-week range of 34 to 154. Call put ratio 1.9 calls to 1 put.

Roku (ROKU) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 130. Call put ratio 3.9 calls to 1 put with focus on November calls.

Amazon (AMZN) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 69.
ServiceNow (NOW) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 84 as shares rally 1.4%.

Okta, Inc. (OKTA) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 89 as shares rally 2.8%. Call put ratio 2.9 calls to 1 put.

Ringcentral, Inc. (RNG) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 101. Call put ratio 2.6 calls to 1 put as shares rally 2%.

Twilio (TWLO) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 97. Call put ratio 5.4 calls to 1 put as shares rally 3%.

Target (TGT) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 91. Call put ratio 1.7 calls to 1 put as shares rally 1.2%.

Increasing unusual option volume: XPEV BLNK ETSY TTWO AYRO SBE GMHI SOLO WBT KNDI
Increasing unusual call option volume: AYRO XPEV SBE GMHI WBT GLUU WSM SPI SOLO
Increasing unusual put option volume: SOLO XPEV MAC BLNK BEKE EOLS KNDI
Options with decreasing option implied volatility: WSM MESO NIO MRNA SDC FL PANW TGT WDAY
Active options: NIO TSLA AAPL BABA ZM PFE PLTR SNAP AMD XPEV AMZN BA GE SQ BLNK FB ROKU GSX