Mid-session IV Report November 4, 2021

Mid-session IV Report November 4, 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: SAVA GRPN SQ ABNB QS BB SIG ZM OPEN

Popular stocks with increasing volume: NVDA QCOM PFE UBER

Movers

NVIDIA (NVDA) call put ratio 2.8 calls to 1 put as shares rally 8.5%

Tesla (TSLA) November weekly call option implied volatility is at 78, November is at 78; compared to its 52-week range of 37 to 106. Call put ratio 1.2 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 139, December is at 133; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 3 puts as shares sell off 2%.

AMC Entertainment (AMC) November weekly call option implied volatility is at 122, November is at 138; compared to its 52-week range of 95 to 726 into expected release of quarter results on November 8. Call put ratio 2.9 calls to 1 put.

Gamestop (GME) November weekly call option implied volatility is at 138, November is at 111; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December. Call put ratio 5 calls to 1 put as shares rally 1%.

Option IV into quarter results

ABNB (ABNB) November weekly call option implied volatility is at 155, November is at 55; compared to its 52-week range of 35 to 114 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Shack Shake (SHAK) November weekly call option implied volatility is at 187, 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.

WW (WW) November weekly call option implied volatility is at 332, December is at 120; compared to its 52-week range of 43 to 121 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Uber (UBER) November weekly call option implied volatility is at 177, December is at 64; compared to its 52-week range of 37 to 74 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put.

Square (SQ) November weekly call option implied volatility is at 140, December is at 58; compared to its 52-week range of 35 to 73 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

DraftKings (DKNG) November weekly call option implied volatility is at 150, December is at 68 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 calls to 1 put.

Alibaba (BABA) November weekly call option implied volatility is at 58, November is at 50; compared to its 52-week range of 24 to 67. Call put ratio 3.7 calls to 1 put.

Increasing unusual option volume: NVDA OCGN GM QCOM MRNA ROKU LCID JNK XRX SGMO OWLT MQ ADNT AMRX OWLT QRTEA VSTO ITP
Increasing unusual call option volume: XRX ITP OPFI IO BBY OWLT QRTEA VSTO AAP CHGG
Increasing unusual put option volume: COOP CWEB MGNI ZG SSYS LSPD CHGG TWNK IO MQ LSPD QRTEA MGNI PLNT
Options with decreasing option implied: VXRT ZEN UA FSLY CPRI MVIS NPTN
Active options: TSLA F NVDA AAPL AMD QCOM NIO FB MRNA AMC AMZN ROKU BAC Z LCID MSFT OCGN BABA SKLZ PLTR