Mid-session IV Report November 26, 2021

Mid-session IV Report November 26, 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: MRNA DWAC RLX AGC UCO UA TDOC

Popular stocks with increasing volume: MRNA PFE CCL ZM PTON AAL

Movers

Moderna (MRNA) 30-day option implied volatility is at 80; compared to its 52-week range of 51 to 132 amid renewed Covid headlines. Call put ratio 4.6 calls to 1 put with focus on November weekly calls as shares rally 23%.

Chevron (CVX) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 45 as WTI Crude oil is down 9%.

Exxon Mobil (XOM) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 47 as WTI Crude oil trades below $73.

Increasing unusual option volume: APT CVAC AUR ACI MANU RIOT MARA
Increasing unusual call option volume: CVAC APT ACI AUR EWG RLX
Increasing unusual put option volume: UUP HUN FTCV CVAC DNN PDD
Options with decreasing option implied: NTNX FTCV PANW BTWN
Active options: AAPL PFE TSLA MRNA BAC F NVDA BA AMD ZM AMZN CCL AAL LCID NIO AMC FB PTON UBER MSFT