Mid-session IV Report November 24, 2020

Mid-session IV Report November 24, 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 FCEL XPEV PIC KMX QRTEA ACB NKLA PLTR X

Popular stocks with increasing volume: GE AAL CCL NKLA XOM PLUG AMC

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 44, November is at 40; compared to its 52-week range of 15 to 131 as share rally 4.6%. Call put ratio 1.3 calls to 1 put as WTI Crude Oil trends higher.

Option IV, volume and share price movement increases for next generation modules

FuelCell Energy (FCEL) December call option implied volatility is at 250, January is at 226; compared to its 52-week range of 98 to 307. Call put ratio 2.8 calls to 1 put

Plug Power (PLUG) November weekly call option implied volatility is at 93, December is at 94; compared to its 52-week range of 60 to 186. Call put ratio 3.4 calls to 1 put with focus on December 27 calls.

Ballard Power (BLDP) November weekly call option implied volatility is at 82, December is at 79; compared to its 52-week range of 51 to 217. Call put ratio 11.5 calls to 1 put with focus on December 22 calls.

NIO Inc. (NIO) November weekly call option implied volatility is at 134, December is at 135; compared to its 52-week range of 81 to 215.

Tesla (TSLA) November weekly call option implied volatility is at 60, December is at 76; compared to its 52-week range of 34 to 153. Call put ratio 1.9 calls to 1 put.

Nikola (NKLA) November weekly call option implied volatility is at 198, December is at 58; compared to its 52-week range of 67 to 304. Call put ratio 2.3 calls to 1 put with focus on November weekly 34 and 35 calls.

Fisker (FSR) November weekly call option implied volatility is at 101, December is at 127; compared to its 52-week range of 117 to 205. Call put ratio 11 calls to 1 put.

Lordstown Motors (RIDE) November weekly call option implied volatility is at 110, December is at 102; compared to its 52-week range of 115 to 176. Call put ratio 9.3 calls to 1 put.

Kandi Technologies Group (KNDI) November weekly call option implied volatility is at 177, December is at 176; compared to its 52-week range of 47 to 355. Call put ratio 2.7 calls to 1 put.

Electrameccanica Vehicles (SOLO) December call option implied volatility is at 217, January is at 220; compared to its 52-week range of 86 to 400. Call put ratio 2.2 calls to 1 put amid wide price movement.

Workhorse Group (WKHS) November weekly calls option implied volatility is at 134, December is at 143; compared to its 52-week range of 103 to 287. Call put ratio 3.6 calls to 1 put.

Li Auto Inc. (LI) November weekly call option implied volatility is at 165, December is at 155; compared to its 52-week range of 75 to 178. Call put ratio 3 calls to 1 put.

Electrameccanica Vehicles (SOLO) December call option implied volatility is at 211, January is at 213; compared to its 52-week range of 77 to 400. Call put ratio 2.2 calls to 1 put.

Blink Charging (BLNK) December calls option implied volatility is at 200, January is at 195; compared to its 52-week range of 61 to 266. Call put ratio 1 call to 1 put.

Bloom Energy (BE) December call option implied volatility is at 100, January is at 98; compared to its 52-week range of 57 to 238. Call put ratio 3.8 calls to 1 put with focus on December 23 calls.

Ford (F) November weekly option implied volatility is at 35, December is at 42; compared to its 52-week range of 20 to 195. Call put ratio 5.2 calls to 1 put as shares rally 7%.

General Motors (GM) November weekly call option implied volatility is at 38, December is at 42; compared to its 52-week range of 21 to 188. Call put ratio 3.6 calls to 1 put.

Increasing unusual option volume: SNDL CLNE AYRO NVO IDEX XPEV UXIN KNDI
Increasing unusual call option volume: UFS EPR NVO AMLP IDEX AYRO CLNE XPEV NIU ACB KNDI
Increasing unusual put option volume: SOLO BBY FE XPEV SBE BLNK IDEX IJR FCEL UN KNDI NOV DKS
Options with decreasing option implied volatility: MESO BCLI MPLN LB DKS WSM FL BJ WDAY DLTR ADI ANF
Active options: AAPL TSLA NIO GE AAL WFC F PLTR BA ACB CCL NKLA BAC XPEV BABA AMD TLRY XOM PLUG AMC