Mid-session IV Report November 25, 2020

Mid-session IV Report November 25, 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: SBE XPEV CRSR PLTR KMX

Popular stocks with increasing volume: NKLA SPCE JWN GPS DKNG ACB ZM RIG PLTR

EV option volume and implied volatility movement continues

Tesla (TSLA) November weekly call option implied volatility is at 59, December is at 77; compared to its 52-week range of 34 to 153. Call put ratio 2.1 calls to 1 put as shares rally 1.4%.

NIO Inc. (NIO) November weekly call option implied volatility is at 125, December is at 122; compared to its 52-week range of 81 to 215. Call put ratio 1.8 calls to 1 put.

Niu Technologies (NIU) 30-day option implied volatility is at 107; compared to its 52-week range of 72 to 155. Call put ratio 4.7 calls to 1 put with focus on December 30 calls.

Nikola (NKLA) November weekly call option implied volatility is at 153, December is at 150; compared to its 52-week range of 67 to 304 as shares down 10.5%. Call put ratio 1 call to 1 put.

XPeng Inc. (XPEV) November weekly call option implied volatility is at 120, December is at 150; compared to its 52-week range of 81 to 182. Call put ratio 1.1 calls to 1 put.

Fisker (FSR) November weekly call option implied volatility is at 165, December is at 140; compared to its 52-week range of 117 to 205 as shares rally 18%. Call put ratio 6 calls to 1 put.

Lordstown Motors (RIDE) November weekly call option implied volatility is at 80, December is at 112; compared to its 52-week range of 115 to 176 as shares rally 1.8%. Call put ratio 5 calls to 1 put.

Kandi Technologies Group (KNDI) November weekly call option implied volatility is at 160, December is at 151; compared to its 52-week range of 47 to 355. Call put ratio 1.7 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 131, December is at 141; compared to its 52-week range of 103 to 287. Call put ratio 2.3 calls to 1 put.

Li Auto Inc. (LI) 30-day option implied volatility is at 133; compared to its 52-week range of 75 to 178 as shares sell off 6.8%. Call put ratio 1.3 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 170; compared to its 52-week range of 61 to 266 as shares sell off 7%. Call put ratio 1.1 call to 1 put.

Bloom Energy (BE) 30-day option implied volatility is at 105; compared to its 52-week range of 57 to 238. Call put ratio 7.1 calls to 1 put with focus on December 25 calls.

FuelCell Energy (FCEL) December call option implied volatility is at 197, January is at 206; compared to its 52-week range of 98 to 307 as shares rally 7.4%. Call put ratio 2.6 calls to 1 put.

Plug Power (PLUG) November weekly call option implied volatility is at 72, December is at 81; compared to its 52-week range of 60 to 186 as shares sell off 4%. Call put ratio 1.5 calls to 1 put with focus on December 26 and 27 calls.

Ballard Power (BLDP) November weekly call option implied volatility is at 81, December is at 80; compared to its 52-week range of 51 to 217 as shares sell off 3.3%. Call put ratio 7.7 calls to 1 put with focus on December 22 calls.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 16 to 131. Call put ratio 2.1 calls to 1 put.

Increasing unusual option volume: ADNT CHGG CSOQ SHAK FSR TIGR XPEV AYRO
Increasing unusual call option volume: AEO NIU TIGR FE FSR AYRO SBE AYRO XPEV
Increasing unusual put option volume: BBD GLNG COTY XPEV IDEX COTY SBE SNE CRSR BLNK
Options with decreasing option implied volatility: VMW DELL GPS MESO BCLI MPLN TGTX LB SONO DKS WSM BJ BBY ADSK
Active options: AAPL TSLA NIO PLTR AMD GE AMZN F NKLA AAL BABA FSR RIG ZM XPEV DKNG FB ACB MSFT BA