Mid-session IV Report November 5, 2021

Mid-session IV Report November 5, 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: MRNA WKHS INO LMND IQ NVDA GME RAD BBBY GM F QCOM

Popular stocks with increasing volume: PFE MRK MRNA UBER AAPL PTON AAL ABNB CCL DKNG DIS DAL AAL

Option implied volatility for Cruise Stocks and Airliners after Pfizer (PFE) COVID-19 oral antiviral reduced risk of hospitalization or death by 89%

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 81 as share rally 6.5%. Call put ratio 5.7 calls to 1 put.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 100 as shares rally 6%. Call put ratio 7.4 calls to 1 put.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 49; compared to its 52-week range of 46 to 108 as share rally 5.5%. Call put ratio 7.9 calls to 1 put.

American Airlines (AAL) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 117 as shares rally 4%. Call put ratio 3.8 calls.

Delta Air Lines (DAL) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 61 as shares rally 6%. Call put ratio 10.8 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 55 as shares rally 4.8%. Call put ratio 7.2 calls to 1 put.

United Airlines (UAL) 30-day option implied volatility is at 39; compared to its 52-week range of 37 to 71 as shares rally 4.5%. Call put ratio 4.7 calls to 1 put.

Alaska Airlines (ALK) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 65 as shares rally 5.1%. Call put ratio 5 calls to 1 put.

Allegiant Air (ALGT) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 64 as shares rally 6.4%. Call put ratio 3.4 calls to 1 put.

Hawaiian Holdings (HA) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 83 as shares rally 6.5%. Call put ratio 4.6 calls to 1 put.

JetBlue Airways (JBLU) 30-day option implied volatility is at 41; compared to its 52-week range of 38 to 70 as shares rally 5.4%. Call put ratio 5.7 calls to 1 put.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 56 as shares rally 4.7%. Call put ratio 6.5 calls to 1 put.

Increasing unusual option volume: SHAK YELP GOOS PTON GRPN BE BBBY RRD QCOM FROG MRNA WKHS LCID RWLK ALZN OTRK YELL YELP RBAC
Increasing unusual call option volume: RWLK ALZN OTRK AAP YELL
Increasing unusual put option volume: SFM ASO BGS SLQT CFLT
Options with decreasing option implied: UA ON CLX CL EXPE UBER GOOD GPRO YELP ABNB SHAK WW
Active options: PFE NVDA TSLA AMD F FB UBER AAPL PTON AAL ABNB CCL AMZN MRNA BA INTC DKNG AMC DIS DAL