Mid-session IV Report November 30, 2020

Mid-session IV Report November 30, 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: KNDI GME QS CRON LAC TSLA MRNA SOL MSFT

Popular stocks with increasing volume: PLTR NIO WORK TLRY PFE AAL ACB NKLA

Tesla (TSLA) December weekly call option implied volatility is at 114, December is at 98; compared to its 52-week range of 34 to 153 as shares sell off 2%. Call put ratio 1.8 calls to 1 put as shares pull back 2%.

NIO Inc. (NIO) December weekly call option implied volatility is at 140, December is at 130; compared to its 52-week range of 81 to 215. Call put ratio 1.7 calls to 1 put.

Nikola (NKLA) December weekly call option implied volatility is at 260, December is at 180; compared to its 52-week range of 67 to 304 after signs MOU with General Motors (GM) for global supply agreement and into an initial lockup expiration of shares that are free to trade on December 1. Call put ratio 1 call to 2 puts.

Amazon (AMZN) December weekly call option implied volatility is at 35, December is at 34; compared to its 52-week range of 17 to 69 into AWSOME Day Online Conference.

Micron (MU) December weekly call option implied volatility is at 48, December is at 43; compared to its 52-week range of 31 to 114 into hosting a webcast today on its tech road map and strategy. Call put ratio 3.5 calls to 1 put.

Option IV into quarter results

Zoom Video Communications (ZM) December weekly call option implied volatility is at 159, December is at 91; compared to its 52-week range of 35 to 136 into the expected release of quarter results today after the bell.

At Home (HOME) December call option implied volatility is at 114, January is at 94; compared to its 52-week range of 103 to 217 into the expected release of quarter results after the bell on December 1. Call put ratio 10.8 calls to 1 put with focus on December 20 calls.

Box (BOX) December call option implied volatility is at 71, January is at 57; compared to its 52-week range of 33 to 107 into the expected release of quarter results after the bell on December 1. Call put ratio 44 calls to 1 put with focus on December 20 calls.

Hewlett Packard Enterprise (HPE) December weekly call option implied volatility is at 70, December is at 48; compared to its 52-week range of 23 to 218 into the expected release of quarter results after the bell on December 1. Call put ratio 4.4 calls to 1 put.

NetApp (NTAP) call option implied volatility is at 77, December is at 48; compared to its 52-week range of 24 to 121 into the expected release of quarter results after the bell on December 1.

Salesforce (CRM) December weekly call option implied volatility is at 90, December is at 59; compared to its 52-week range of 19 to 97 into the expected release of quarter results after the bell on December 1.

Trip.com (TCOM) December call option implied volatility is at 56, January is at 43; compared to its 52-week range of 29 to 106 into the expected release of quarter results on December 1. Call put ratio 13 calls to 1 put with focus on December 34 calls.

Increasing unusual option volume: SNDL ECPG CX GPN XPEV HEXO KNDI INFO SPGI
Increasing unusual call option volume: SNDL CX HEXO BOX QS
Increasing unusual put option volume: GPN QS KNDI XPEV GES MTCH PLTR FTCH
Options with decreasing option implied volatility: SIRI NTNX ANF PSTG DKS DLTR DELL HPQ
Active options: AAPL TSLA PLTR AMD NIO PFE NKLA AAL BABA ACB SNDL GME T GE WORK CCL AMZN MRNA SNAP TLRY