Daily IV Report
Mid-session IV Report November 27, 2020
Mid-session IV Report November 27, 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: APT PLTR TRNE IPOC […]
Mid-session IV Report November 27, 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: APT PLTR TRNE IPOC LCA MP MAC KMX SFT RMG APPN PIC GME SNOW
Popular stocks with increasing volume: PLTR PLUG ZM CCL DKNG FSR WORK
PLTR, TSLA & NIO option volume, implied volatility and share price movement continues
Palantir (PLTR) December call option implied volatility is at 185, December is at 180; compared to its 52-week range of 59 to 115 as shares rally 4.2%. Call put ratio 1.9 calls to 1 put.
Tesla (TSLA) December weekly call option implied volatility is at 85, December is at 85; compared to its 52-week range of 34 to 153. Call put ratio 2.2 calls to 1 put as shares rally 3.5%.
NIO Inc. (NIO) December weekly call option implied volatility is at 111, December is at 123; compared to its 52-week range of 81 to 215. Call put ratio 2.2 calls to 1 put with focus on December weekly 55 calls.
Small vaccine developers rally with active option volume
Moderna (MRNA) 30-day option implied volatility is at 95; compared to its 52-week range of 51 to 173 as small vaccine developers rally. Call put ratio 4.1 calls to 1 put with focus on December 115 calls.
Novavax (NVAX) 30-day option implied volatility is at 98; compared to its 52-week range of 83 to 317 as small vaccine developers rally. Call put ratio 4.7 calls to 1 put with focus on December calls.
Arcturus Therapeutics (ARCT) 30-day option implied volatility is at 106; compared to its 52-week range of 60 to 157 as small vaccine developers rally. Call put ratio 7.4 calls to 1 put.
Increasing unusual option volume: VSTM PLTR CLNE UXIN SFT XPEV GEL SNDL
Increasing unusual call option volume: VSTM CLNE UXIN SFT PLTR FUN XPEV
Increasing unusual put option volume: PLTR XPEV APPN IDEX ELAN BLNK DQ FCEL
Options with decreasing option implied volatility: MESO BCLI COTY UVXY NTNX
Active options: TSLA PLTR AAPL NIO AMZN WORK AMD PFE AAL DKNG MRNA FSR GE CCL GME SPCE ZM FB PLUG BABA