Mid-session IV Report November 9, 2020

Mid-session IV Report November 9, 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: HD PLAY PTON WSM PLTR NCLH TLRY ACB PLTR QDEL

Popular stocks with increasing volume: ZM PTON UAL BA AAL SNAP AMC

Option volume and IV movement increases after Pfizer (PFE), BioNTech (BNTX) vaccine found to be over 90% effective in preventing COVID-19

Pfizer (PFE) November weekly call option implied volatility is at 77, November is at 52; compared to its 52-week range of 15 to 72 after Pfizer, BioNTech (BNTX) vaccine found to be over 90% effective in preventing COVID-19. Call put ratio 11.8 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) November weekly call option implied volatility is at 50, November is at 40; compared to its 52-week range of 15 to 130 amid WTI oil trading up 9.7% to $40.80. Call put ratio 4.2 calls to 1 put with focus on November weekly 32.50 and 33 calls.

Zoom (ZM) November weekly call option implied volatility is at 97, November is at 80; compared to its 52-week range of 36 to 137 a shares sell off 16%.

Peloton (PTON) November weekly call option implied volatility is at 104, November 85; compared to its 52-week range of 58 to 158. Call put ratio 1.3 calls to 1 put as shares sell off 19%.

Netflix (NFLX) November weekly call option implied volatility is at 48, November 41; compared to its 52-week range of 27 to 99. Call put ratio 1.2 calls to 1 put as shares sell off 4.5%.

Boeing (BA) November weekly call option implied volatility is at 71, November is at 59; compared to its 52-week range of 23 to 223. Call put ratio 3.1 calls to 1 put as shares rally 12%.

Spirit AeroSystems (SPR) November call option implied volatility is at 67, December is at 68; compared to its 52-week range of 23 to 159. Call put ratio 9 calls to 1 put with focus on December 27.50 calls as shares rally 21%.

United Airlines (UAL) November weekly option implied volatility is at 86, November is at 77; compared to its 52-week range of 20 to 421 as shares rally 17%. Call put ratio 3.1 calls to 1 put with focus on November weekly 40 calls.

Increasing unusual option volume: IMAX HA OGI WMGI HST HEXO FUN JETS SNDL
Increasing unusual put option volume: SABR WSM UPWK BKR ACB TOT LOGI
Increasing unusual put option volume: SABR WSM UPWK BKR ACB TOT LOGI
Options with decreasing option implied volatility: ITUB CRON VIX UVXY CXW VIXY SPXL FROG LYFT BNTX
Active options: AAPL AAL GE PFE TSLA BAC NIO SNAP BA UBER WFC AMD XOM ACB AMC AMZN DIS ZM UAL MSFT