Mid-session IV Report November 8, 2021

Mid-session IV Report November 8, 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: PYPL RBLX LCID INO IQ ZNGA LMND NVDA

Popular stocks with increasing volume: PFE F BA CLF ABNB PLTR FCEL NIO MARA CHPT INTC LCID

Movers

Tesla (TSLA) November weekly call option implied volatility is at 81, November is at 78; compared to its 52-week range of 37 to 106 as shares sell off 4.5%. Call put ratio 1.2 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 164, December is at 133; compared to its 52-week range of 49 to 186. Call put ratio 1 call to 1.1 puts as shares sell off 2%.

AMC Entertainment (AMC) November weekly call option implied volatility is at 175, November is at 142; compared to its 52-week range of 95 to 726 into expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

PayPal (PYPL) November weekly call option implied volatility is at 82, November is at 57; compared to its 52-week range of 24 to 59 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Roblox (RBLX) November weekly call option implied volatility is at 135, November is at 97; compared to its 52-week range of 46 to 131 into the expected release of quarter results today after the bell.

Ballard Power (BLDP) November call option implied volatility is at 85, December is at 73; compared to its 52-week range of 53 to 126 into the expected release of quarter results today after the bell. Call put ratio 13 calls to 1 put.

Lemonade (LMND) November weekly call option implied volatility is at 175, November is at 130; compared to its 52-week range of 55 to 135 into the expected release of quarter results today after the bell.

Plug Power (PLUG) November weekly call option implied volatility is at 119, November is at 91; compared to its 52-week range of 59 to 156 into the expected release of quarter results today after the bell. Call put ratio 8.5 calls to 1 put as shares rally 5.9%.

RealReal (REAL) November call option implied volatility is at 129, December is at 100; compared to its 52-week range of 66 to 114 into the expected release of quarter results today after the bell.

Zynga (ZNGA) November weekly call option implied volatility is at 175, November is at 117; compared to its 52-week range of 30 to 279 into the expected release of quarter results today after the bell. Call put ratio 4.9 calls to 1 put.

Wynn Resorts Ltd (WYNN) November weekly call option implied volatility is at 74, November is at 58; compared to its 52-week range of 34 to 72 into the expected release of quarter results on November 9. Call put ratio 2.4 calls to 1 put.

Doordash (DASH) November weekly call option implied volatility is at 115, November is at 83; compared to its 52-week range of 44 to 118 into the expected release of quarter results on November 9. Call put ratio 1 call to 1.4 puts.

Gamestop (GME) November weekly call option implied volatility is at 112, November is at 101; compared to its 52-week range of 69 to 553 into expected release of quarter results in early December. Call put ratio 4.5 calls to 1 put.

Increasing unusual option volume: HWM ARMK ETON MCFE ALZN
Increasing unusual call option volume: HWM ETON MCFE ALZN EHTH
Increasing unusual put option volume: SEAH GOCO LYV GOTU MGNI
Options with decreasing option implied: OCGN TEVA BILL UAA BHC
Active options: TSLA LCID AAPL AMD PFE NVDA F BA CLF ABNB PLTR AMC FB TTD FCEL NIO MARA CHPT INTC AMZN