Mid-session IV Report November 22, 2021

Mid-session IV Report November 22, 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: DB HOOD BLMN MU MDLZ GWH

Popular stocks with increasing volume: MU LCID PYPL RIVN RBLX BAC AFRM RIVN

Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 36 to 106 as shares rally 4.8%.

Micron Technology (MU) November weekly call option implied volatility is at 48, December is at 43; compared to its 52-week range of 26 to 59 as shares rally 4.9%. Call put ratio 3.8 calls to 1 put.

Activision Blizzard (ATVI) November weekly call option implied volatility is at 44, December is at 40; compared to its 52-week range of 23 to 89 amid lingering issues related to leadership and human resources.

IV into events

Zoom Video (ZM) November weekly call option implied volatility is at 140, December is at 70; compared to its 52-week range of 34 to 90 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts as shares sell off 2.7%.

Abercrombie (ANF) November weekly call option implied volatility is at 133, December is at 77; compared to its 52-week range of 45 to 113 into the expected release of quarter results before the bell on November 23. Call put ratio 3.9 calls to 1 put.

American Eagle (AEO) November weekly call option implied volatility is at 115, December is at 74; 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 3 calls to 1 put.

Analog Devices (ADI) November weekly call option implied volatility is at 43, December is at 29; 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 77, December is at 43; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on November 23. Call put ratio 1 call to 2.3 puts.

Best Buy (BBY) November weekly call option implied volatility is at 84, December is at 44; 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 2 calls to 1 put.

Burlington Stores (BURL) November weekly call option implied volatility is at 105, December is at 53; compared to its 52-week range of 25 to 49 into the expected release of quarter results after the bell on November 23. Call put ratio 6 calls to 1 put.

Dell Technologies (DELL) December call option implied volatility is at 40, January is at 35; 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 31 calls to 1 put.

Dicks Sporting Goods (DKS) November weekly call option implied volatility is at 138, December is at 62; 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 1.5 calls to 1 put.

Dollar Tree (DLTR) November weekly call option implied volatility is at 80, December is at 43; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on November 23.

Gap (GPS) November weekly call option implied volatility is at 134, December is at 69; compared to its 52-week range of 40 to 86 into the expected release of quarter results on November 23. Call put ratio 1.5 calls to 1 put.

HP (HPQ) November weekly call option implied volatility is at 81, December is at 45; compared to its 52-week range of 23 to 56 into the expected release of quarter results after the bell on November 23. Call put ratio 3 calls to 1 put.

J.M. Smucker (SJM) November weekly call option implied volatility is at 27, December is at 23; compared to its 52-week range of 18 to 42 into the expected release of quarter results before the bell on November 23. Call put ratio 2.7 calls to 1 put.

Medtronic (MDT) November weekly call option implied volatility is at 42, December is at 27; compared to its 52-week range of 14 to 35 into the expected release of quarter results before the bell on November 23. Call put ratio 3 calls to 1 put.

Nordstrom (JWN) November weekly call option implied volatility is at 135, December is at 76; 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 4.9 calls to 1 put.

Pure Storage (PSTG) December call option implied volatility is at 55, January is at 49; compared to its 52-week range of 37 to 75 into the expected release of quarter results after the bell on November 23. Call put ratio 6.7 calls to 1 put.

VMware (VMW) November weekly call option implied volatility is at 74, December is at 43; 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 128, December is at 82; compared to its 52-week range of 54 to 178 into the expected release of quarter results on November 23. Call put ratio 6 calls to 1 put.

Deere (DE) November weekly call option implied volatility is at 55, December is at 38; 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: AFL VG AVYA AUR BLU
Increasing unusual call option volume: AFL VG AUR DS PRVB ABEV
Increasing unusual put option volume: AFL AVYA TIP NMTR MQ SM BYSI
Options with decreasing option implied: INO BTBT GGPI SEAH TLRY
Active options: AAPL TSLA NVDA NIO FB AMD AMC MU LCID PLTR F TSM PYPL MSFT RIVN RBLX SNDL PLUG BAC CEI