Mid-session IV Report November 24, 2021

Mid-session IV Report November 24, 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: AVXL DWAC INO S UA TGTX GRPN TDOC MU TEAM BENE

Popular stocks with increasing volume: RBLX JWN GPS SOFI ZM

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 63 as shares sell rally 1.2%.

Uber (UBER) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 72 as shares sell off 1%. Call put ratio 5.8 calls to 1 put.

Snap (SNAP) 30-day option implied volatility is at 55; compared to its 52-week range of 43 to 119 as shares sell off 1.7%. Call put ratio 3.1 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 65 as shares rally 2.3%. Call put ratio 2.3 calls to 1 put.

Affirm Holdings (AFRM) 30-day option implied is at 85; compared to its 52-week range of 60 to 126. Call put ratio 4 calls to 1 put as shares rally 1.8%.

Roblox (RBLX) 30-day option implied is at 83, December is at 94; compared to its 52-week range of 46 to 131 as shares rally 8%.

Robinhood (HOOD) 30-day option implied volatility is at 80; compared to its 52-week range of 51 to 226 as shares rally 2.2%. Call put ratio 3.4 calls to 1 put.

IV into events

Salesforce.com (CRM) December weekly call option implied volatility is at 57, December is at 44; compared to its 52-week range of 22 to 50 into the expected release of quarter results after the bell on November 30. Call put ratio 1.97 calls to 1 put.

Increasing unusual option volume: EWW UMC LQD TUR DUOL NRG PENN MPC
Increasing unusual call option volume: NRG EOSE EWW AUR IHRT COMM GOEV
Increasing unusual put option volume: UMC EWW LWD NCR AMRS FXE JWN DELL
Options with decreasing option implied: FTCV SONO PANW VOD CSCO DE NTNX
Active options: TSLA AAPL F NVDA RBLX AMC BAC LCID FB AMRS AMD JWN NIO ZM BABA DKNG SOFI GPS WISH AMZN