Mid-session IV Report November 3, 2021

Mid-session IV Report November 3, 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: OCGN JDST CAR BBBY NOK GRPN LCID COTY GME LMND BB RAD JDST

Popular stocks with increasing volume: BBBY PLTR UBER CVS ATVI Z SOFI BB GME PFE LYFT

Movers

Tesla (TSLA) November weekly call option implied volatility is at 77, November is at 70; compared to its 52-week range of 37 to 106. Call put ratio 1.8 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 170, December is at 151; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 2.5 puts as shares sell off 15%.

AMC Entertainment (AMC) November weekly call option implied volatility is at 197, November is at 155; compared to its 52-week range of 95 to 726 into expected release of quarter results on November 8. Call put ratio 5.8 calls to 1 put.

Gamestop (GME) November weekly call option implied volatility is at 230, November is at 139; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December. Call put ratio 5.2 calls to 1 put as shares rally 19%.

Workhorse Group (WKHS) November weekly call option implied volatility is at 188, November is at 146; compared to its 52-week range of 89 to 234. Call put ratio 1 call to 1 put as shares sell off 5%.

Lordstown Motors (RIDE) November weekly call option implied volatility is at 135, November is at 150; compared to its 52-week range of 86 to 240. Call put ratio 3.3 calls to 1 put.

WBA CVX RAD options active as shares rally on Covid headlines

Walgreens Boots Alliance (WBA) call put ratio 28 calls to 1 put as shares rally 2.8%

CVS Health (CVS) call put ratio 8.7 calls to 1 put as shares rally 5.8%

Rite Aid (RAD) call put ratio 6.5 calls to 1 put as shares rally 9%

Option IV into quarter results

ABNB (ABNB) November weekly call option implied volatility is at 109, November is at 54; compared to its 52-week range of 35 to 114 into the expected release of quarter results today after the bell.

Etsy (ETSY) November weekly call option implied volatility is at 150, November is at 74; compared to its 52-week range of 40 to 83 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Fisker (FSR) November weekly call option implied volatility is at 188, November is at 113; compared to its 52-week range of 65 to 165 into the expected release of quarter results today after the bell. Call put ratio 9.3 calls to 1 put.

Illumina (ILMN) November weekly call option implied volatility is at 120, November is at 48; compared to its 52-week range of 27 to 57 into the expected release of quarter results today after the bell. Call put ratio 3.6 call to 1 put.

Qualcomm (QCOM) November weekly call option implied volatility is at 81, November is at 40; compared to its 52-week range of 22 to 55 into the expected release of quarter results today after the bell.

Roku (ROKU) November weekly call option implied volatility is at 130, November is at 69; compared to its 52-week range of 43 to 83 into the expected release of quarter results today after the bell.

Shack Shake (SHAK) November weekly call option implied volatility is at 130, December is at 65; compared to its 52-week range of 39 to 109 into the expected release of quarter results today after the bell.

Skyworks (SWKS) November weekly call option implied volatility is at 94, December is at 43; compared to its 52-week range of 25 to 51 into the expected release of quarter results today after the bell.

Wayfair (W) November weekly call option implied volatility is at 178, December is at 82; compared to its 52-week range of 44 to 100 into the expected release of quarter results today before the bell.

WW (WW) November weekly call option implied volatility is at 250, December is at 130; compared to its 52-week range of 43 to 121 into the expected release of quarter results today after the bell. Call put ratio 12 calls to 1 put.

Alibaba (BABA) November weekly call option implied volatility is at 55, November is at 49; compared to its 52-week range of 24 to 67. Call put ratio 4.2 calls to 1 put.

Uber (UBER) November weekly call option implied volatility is at 127, December is at 60; compared to its 52-week range of 37 to 74 into the expected release of quarter results after the bell on November 4. Call put ratio 5.9 calls to 1 put.

ViacomCBS (VIAC) November weekly call option implied volatility is at 94, December is at 59; compared to its 52-week range of 33 to 104 into the expected release of quarter results before the bell on November 4. Call put ratio 3.5 calls to 1 put.

Square (SQ) November weekly call option implied volatility is at 96, December is at 54; compared to its 52-week range of 35 to 73 into the expected release of quarter results after the bell on November 4. Call put ratio 1.8 calls to 1 put.

DraftKings (DKNG) November weekly call option implied volatility is at 114, December is at 65 compared to its 52-week range of 44 to 101 into the expected release of quarter results after the bell on November 5. Call put ratio 3.1 calls to 1 put.

Series A Liberty Braves (BATRA) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 100 amid Atlanta Braves wining World Series.

Increasing unusual option volume: KOPN CHGG FMC RRD UIS HYFM FRSH ZG DE
Increasing unusual call option volume: KOPN CHGG RRD QGEN HYFM VLD BBBY
Increasing unusual put option volume: ZG TUP EAT CS JOBY BBBY
Options with decreasing option implied: IRNT INO SKX UA AKAM GILD
Active options: AMC TSLA AMD AAPL BBBY NVDA OCGN PLTR UBER CVS ATVI Z SOFI BB GME PFE NIO LCID LYFT FB