Mid-session IV Report November 4, 2020

Mid-session IV Report November 4, 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 XPEV RSX

Popular stocks with increasing volume: PFE ABBV GE JD CMCSA DKNG

AMD (AMD) November weekly call option implied volatility is at 57, November is at 51; compared to its 52-week range of 36 to 117 as shares rally 5.6% after Goldman upgrade. Call put ratio 2.4 calls to 1 put.
Option implied volatility into quarter results

Qualcomm (QCOM) November weekly call option implied volatility is at 91, November is at 48; compared to its 52-week range of 25 to 85 into expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Hyatt (H) November call option implied volatility is at 55, December is at 41; compared to its 52-week range of 25 to 213 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with focus on November 60 and 65 calls.

Pioneer Natural Resources (PXD) November weekly call option implied volatility is at 88, November is at 66; compared to its 52-week range of 27 to 164 into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) November weekly call option implied volatility is at 105, November is at 71; compared to its 52-week range of 31 to 216 into the expected release of quarter results today after the bell.

Zynga (ZNGA) November weekly call option implied volatility is at 125, November is at 58; compared to its 52-week range of 23 to 139 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with focus on November 10 calls.

Bookings Holdings (BKNG) November weekly call option implied volatility is at 76, November is at 43; compared to its 52-week range of 17 to 121 into the expected release of quarter results on November 5.

Bristol Myers Squibb (BMY) November weekly call option implied volatility is at 49, November is at 29; compared to its 52-week range of 20 to 71 into the expected release of quarter results before the bell on November 5. Call put ratio 6.8 calls to 1 put with focus on November 66 calls.

Canadian Goose (GOOS) November weekly call option implied volatility is at 177, November is at 84; compared to its 52-week range of 39 to 119 into the expected release of quarter results on November 5.

Caesars Entertainment (CZR) November weekly call option implied volatility is at 130, November is at 77; compared to its 52-week range of 31 to 412 into the expected release of quarter results before the bell on November 5. Call put ratio 7.2 calls to 1 put.

Capri Holdings (CPRI) November weekly call option implied volatility is at 173, November is at 87; compared to its 52-week range of 33 to 155 into the expected release of quarter results before the bell on November 5. Call put ratio 1 call to 2.5 puts.

Cigna (CI) November weekly call option implied volatility is at 57, November is at 40; compared to its 52-week range of 23 to 100 into the expected release of quarter results before the bell on November 5.

Cloudflare (NET) November weekly call option implied volatility is at 135, November is at 75; compared to its 52-week range of 50 to 119 into the expected release of quarter results after the bell on November 5. Call put ratio 6.2 calls to 1 put.

Dish Network (DISH) November weekly call option implied volatility is at 100, November is at 72; compared to its 52-week range of 30 to 117 into the expected release of quarter results before the bell on November 5. Call put ratio 20 calls to 1 put.

Electronic Arts (EA) November weekly call option implied volatility is at 85, November is at 42; compared to its 52-week range of 21 to 188 into the expected release of quarter results on November 5. Call put ratio 3.8 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 76, November is at 51; compared to its 52-week range of 21 to 187 into the expected release of quarter results before the bell on November 5. Call put ratio 7.2 calls to 1 put with focus on November 36 calls.

GoPro (GPRO) November weekly call option implied volatility is at 201, November is at 91; compared to its 52-week range of 54 to 238 into the expected release of quarter results after the bell on November 5.

Groupon (GRPN) November weekly call option implied volatility is at 270, November is at 135; compared to its 52-week range of 37 to 328 into the expected release of quarter results after the bell on November 5.

IAC/Interactive (IAC) November call option implied volatility is at 43, December is at 40; compared to its 52-week range of 24 to 96 into the expected release of quarter results after the bell on November 5. Call put ratio 1 call to 3.2 puts.

Live Nation (LYV) November call option implied volatility is at 55, December is at 53; compared to its 52-week range of 22 to 198 into the expected release of quarter results after the bell on November 5.

Monster Beverage (MNST) November weekly call option implied volatility is at 95, November is at 41; compared to its 52-week range of 17 to 84 into the expected release of quarter results on November 5.

Peloton (PTON) November weekly call option implied volatility is at 161, November is at 87; compared to its 52-week range of 58 to 158 into the expected release of quarter results after the bell on November 5.

Roku (ROKU) November weekly call option implied volatility is at 166, November is at 86; compared to its 52-week range of 55 to 130 into the expected release of quarter results after the bell on November 5.

Square (SQ) November weekly call option implied volatility is at 116, November is at 66; compared to its 52-week range of 30to 142 into the expected release of quarter results after the bell on November 5.

Take-Two (TTWO) November weekly call option implied volatility is at 107, November is at 51; compared to its 52-week range of 25 to 80 into the expected release of quarter results on November 5.

T-Mobile (TMUS) November weekly call option implied volatility is at 67, November is at 33; compared to its 52-week range of 18 to 89 into the expected release of quarter results after the bell on November 5.

Teva (TEVA) November weekly call option implied volatility is at 103, November is at 69; compared to its 52-week range of 43 to 134 into the expected release of quarter results on November 5. Call put ratio 2.8 calls to 1 put.

Virgin Galactic (SPCE) November weekly call option implied volatility is at 155, November is at 100; compared to its 52-week range of 60 to 238 into the expected release of quarter results after the bell on November 5. Call put ratio 2.4 calls to 1 put.

Uber (UBER) November weekly call option implied volatility is at 120, November is at 62; compared to its 52-week range of 35 to 201 into the expected release of quarter results on November 5.

Yeti (YETI) November weekly call option implied volatility is at 150, November is at 71; compared to its 52-week range of 45 to 122 into the expected release of quarter results after the bell on November 5

Alibaba (BABA) November weekly call option implied volatility is at 71, November is at 47; compared to its 52-week range of 22 to 63 into China’s Ant Group IPO suspended. Call put ratio 1.6 calls to 1 put into the expected release of quarter results on November 5.

UnitedHealth Group (UNH) call put ratio 2.2 calls to 1 put as shares rally 10.2%

Kandi Technologies Group (KNDI) November call option implied volatility is at 145, December is at 110; compared to its 52-week range of 47 to 354. Call put volume 26 calls to 1 put with focus on November 8, 9 and 10 calls as shares rally 23% on U.S.A. EPS headlines.

Increasing unusual option volume: RSX URBN ELY XPEV RIDE WMGI ZION KNDI
Increasing unusual call option volume: RSX URBN UNH XPEV KNDI RIDE LYFT
Increasing unusual put option volume: RSX ELAN FCAU WMGI KWEB RIDE TAN WEN EWW
Options with decreasing option implied volatility: CRON FSLR SPWR NOVA UVXY VIXY FIT SIRI BIIB PINS UBER LYFT
Active options: AAPL NIO FB TSLA UBER AMD MSFT LYFT AMZN BAC BABA DKNG CMCSA JD SNAP WFC GE NVDA ABBV