Mid-session IV Report November 5, 2020

Mid-session IV Report November 5, 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: ZQ PTON ROKU TTWO SPCE MNST GPRO DISH XPEV DDD SLV

Popular stocks with increasing volume: QCOM ZNGA TLRY PLTR UBER PLUG MYL ZM

Biogen (BIIB) November weekly call option implied volatility is at 190, November is at 73; compared to its 52-week range of 25 to 63 into an expected FDA panel to discuss Biogen Alzheimer’s application on November 6.

Option volume and IV up into quarter release

Peloton (PTON) November weekly call option implied volatility is at 192, November is at 83; compared to its 52-week range of 58 to 158 into the expected release of quarter results today after the bell.

Roku (ROKU) November weekly call option implied volatility is at 195, November is at 79; compared to its 52-week range of 55 to 130 into the expected release of quarter results today after the bell.

Square (SQ) November weekly call option implied volatility is at 149, November is at 69; compared to its 52-week range of 30to 142 into the expected release of quarter results today after the bell.

Take-Two (TTWO) November weekly call option implied volatility is at 125, November is at 50; compared to its 52-week range of 25 to 80 into the expected release of quarter results today after the bell.

T-Mobile (TMUS) November weekly call option implied volatility is at 60, November is at 33; compared to its 52-week range of 18 to 89 into the expected release of quarter results today after the bell.

Virgin Galactic (SPCE) November weekly call option implied volatility is at 167, November is at 95; compared to its 52-week range of 60 to 238 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Uber (UBER) November weekly call option implied volatility is at 131, November is at 60; compared to its 52-week range of 35 to 201 into the expected release of quarter results today after the bell.

Bookings Holdings (BKNG) November weekly call option implied volatility is at 95, November is at 45; compared to its 52-week range of 17 to 121 into the expected release of quarter results today after the bell.

Electronic Arts (EA) November weekly call option implied volatility is at 109, November is at 43; compared to its 52-week range of 21 to 188 into the expected release of quarter results today after the bell.

GoPro (GPRO) November weekly call option implied volatility is at 221, November is at 91; compared to its 52-week range of 54 to 238 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Groupon (GRPN) November weekly call option implied volatility is at 370, November is at 153; compared to its 52-week range of 37 to 328 into the expected release of quarter results today after the bell. Call put ratio 7.6 calls to 1 put.

IAC/Interactive (IAC) November call option implied volatility is at 42, December is at 41; compared to its 52-week range of 24 to 96 into the expected release of quarter results today after the bell.

Live Nation (LYV) November call option implied volatility is at 55, December is at 52; compared to its 52-week range of 22 to 198 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put.

Monster Beverage (MNST) November weekly call option implied volatility is at 120, November is at 38; compared to its 52-week range of 17 to 84 into the expected release of quarter results today after the bell.

Hershey (HSY) November weekly call option implied volatility is at 75, November is at 26; compared to its 52-week range of 15 to 87 into the expected release of quarter results before the bell on November 6.

Viacom (VIAC) November weekly call option implied volatility is at 140, November is at 58; compared to its 52-week range of 25 to 135 into the expected release of quarter results before the bell on November 6.

EOG Resources (EOG) November weekly call option implied volatility is at 82, November is at 59; compared to its 52-week range of 27 153 into the expected release of quarter results before the bell on November 6.

CVS Health (CVS) November weekly call option implied volatility is at 84, November is at 35; compared to its 52-week range of 19 to 89 into the expected release of quarter results before the bell on November 6. Call put ratio 4.3 calls to 1 put.

Dish Network (DISH) November weekly call option implied volatility is at 115, November is at 71; compared to its 52-week range of 30 to 117 into the expected release of quarter results before the bell on November 6. Call put ratio 1call to 20 puts.

Increasing unusual option volume: CRK MYL SAP VG MDP NLY TLRY PLUG
Increasing unusual call option volume: CRK SAP SBSW XPEV XHB MTDR MYL SMSI
Increasing unusual put option volume: MYL MFA UPWK TRGP FCAU XPEV SPWR
Options with decreasing option implied volatility: UVXY RSX APPS CXW SPXU VIX TWTR
Active options: AAPL NIO TSLA BABA MSFT AMZN QCOM FB BAC AMD ZNGA TLRY DKNG PLTR UBER NVDA PLUG MYL AAL ZM