Mid-session IV Report November 23, 2020

Mid-session IV Report November 23, 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: BLNK SBE RIOT CPSR COTY TCO RSX MOBL FCEL SBE BE LI XPEV BLDP

Popular stocks with increasing volume: WKHS M PLTR SQ

Roku (ROKU) November weekly call option implied volatility is at 59, December is at 60; compared to its 52-week range of 55 to 130 as shares rally 5.5%. Call put ratio 2.7 calls to 1 put with focus on November weekly calls.

FuelCell Energy (FCEL) December call option implied volatility is at 190, January is at 205; compared to its 52-week range of 99 to 306. Call put ratio 2.8 calls to 1 put.

Marathon Patent Group (MARA) December call option implied volatility is at 256, January is at 202; compared to its 52-week range of 120 to 474 as shares rally 17%. Call put ratio 8 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range of 19 to 90. Call put ratio 3.5 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 231; compared to its 52-week range of 92 to 265 as shares rally 31%.

SmileDirectClub (SDC) 30-day option implied volatility is at 77; compared to its 52-week range of 70 to 188 as shares rally 11% after partners with MetLife (MET). Call put ratio 15 calls to 1 put with focus on November weekly calls.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility at 51; compared to its 52-week range of 28 to 189 amid WTI oil trading up 1% to $41.90.

Options active into quarter results and outlook

Agilent (A) December call option implied volatility is at 34, January is at 29; compared to its 52-week range of 18 to 97 into the expected release of quarter results today after the bell.

Ambarella (AMBA) November weekly call option implied volatility is at 108, December is at 58; compared to its 52-week range of 33 to 110 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Urban Outfitters (URBN) November weekly call option implied volatility is at 110, December is at 58; compared to its 52-week range of 35 to 109 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Warner Music (WMG) December call option implied volatility is at 27, January is at 31; compared to its 52-week range of 36 to 75 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

American Eagle (AEO) November weekly call option implied volatility is at 115, December is at 64; compared to its 52-week range of 34 to 199 into the expected release of quarter results after the bell on November 24. Call put ratio 2.6 calls to 1 put.

Abercrombie & Fitch (ANF) November weekly call option implied volatility is at 120, December is at 71; compared to its 52-week range of 38 to 143 into the expected release of quarter results on November 24. Call put ratio 10.5 calls to 1 put with focus on January 22 and 27 calls.

Analog Devices (ADI) November weekly call option implied volatility is at 41, December is at 30; compared to its 52-week range of 22 to 94 into the expected release of quarter results before the bell on November 24.

Autodesk (ADSK) November weekly call option implied volatility is at 69, December is at 44; compared to its 52-week range of 21 to 89 into the expected release of quarter results after the bell on November 24.

Best Buy (BBY) November weekly call option implied volatility is at 77, December is at 44; compared to its 52-week range of 23 to 107 into the expected release of quarter results before the bell on November 24.

Dollar Tree (DLTR) November weekly call option implied volatility is at 79, December is at 42; compared to its 52-week range of 21 to 117 into the expected release of quarter results before the bell on November 24.

Burlington Stores (BURL) November weekly call option implied volatility is at 65, December is at 39; compared to its 52-week range of 21 to 127 into the expected release of quarter results before the bell on November 24.Call put ratio 1 call to 12 puts.

Dell (DELL) December call option implied volatility is at 44, January is at 37; compared to its 52-week range of 27 to 118 into the expected release of quarter results after the bell on November 24.

Hormel (HRL) November call option implied volatility is at 42, December is at 26; compared to its 52-week range of 15 to 69 into the expected release of quarter results before the bell on November 24.

HP Inc (HPQ) call option implied volatility is at 72, December is at 41; compared to its 52-week range of 21 to 109 into the expected release of quarter results after the bell on November 24. Call put ratio 7 calls to 1 put.

J.M. Smucker (SJM) December call option implied volatility is at 32, January is at 24; compared to its 52-week range of 18 to 61 into the expected release of quarter results on November 24.

Medtronic (MDT) November weekly call option implied volatility is at 33, December is at 28; compared to its 52-week range of 15 to 88 into the expected release of quarter results on November 24. Call put ratio 3.2 calls to 1 put.

Nordstrom (JWN) November weekly call option implied volatility is at 87, December is at 87; compared to its 52-week range of 32 to 171 into the expected release of quarter results after the bell on November 24.

Pure Storage (PSTG) December call option implied volatility is at 61, January is at 47; compared to its 52-week range of 31 to 113 into the expected release of quarter results after the bell on November 24. Call put ratio 6.9 calls to 1 put.

VMware (VMW) November weekly call option implied volatility is at 55, December is at 36; compared to its 52-week range of 23 to 88 into the expected release of quarter results after the bell on November 24. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: AYRO SBE GMHI AHT NIU IDEX CLNE PLAN SOLO MAC
Increasing unusual call option volume: AYRO SBE GHMI NIU UXIN CLNE PLAN KNDI
Increasing unusual put option volume: XPEV MAC SOLO SBE BLNK IDEX STNE KNDI BILL PLAN FCEL
Options with decreasing option implied volatility: MESO CODX NIO SDC SE KSS FL LB WSM TGT LOW
Active options: AAPL TSLA NIO GE AMD SNAP PLTR BABA BA AAL MSFT PFE XPEV FB AMZN SQ IDEX M BAC WKHS