Mid-session IV Report November 9, 2021

Mid-session IV Report November 9, 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: AGC KGC KMI LAZR RIOT ACB COTY MARA NEGG EVGO INO RIOT BBBY XLNX

Popular stocks with increasing volume: PLTR PYPL RBLX LCID GE PFE PLUG UBER

Movers

Tesla (TSLA) November weekly call option implied volatility is at 96, November is at 85; compared to its 52-week range of 37 to 106 as shares sell off 5.9%. Call put ratio 1.2 calls to 1 put.

Avis Budget Group (CAR) November call option implied volatility is at 156, December is at 147; compared to its 52-week range of 49 to 186. Call put ratio 1.6 calls to 1 put as shares sell off 2.6%.

Hertz Global (HTZZ) options expected to be listed and trading.

AMC Entertainment (AMC) November weekly call option implied volatility is at 115, November is at 104; compared to its 52-week range of 95 to 726 as shares sell off 9.9%. Call put ratio 2.4 calls to 1 put.

IV into quarter results

Wynn Resorts Ltd (WYNN) November weekly call option implied volatility is at 85, November is at 59; compared to its 52-week range of 34 to 72 into the expected release of quarter results today. Call put ratio 1.5 calls to 1 put.

Coinbase (COIN) November weekly call option implied volatility is at 138, November is at 92; compared to its 52-week range of 45 to 81 into the expected release of quarter results today after the bell. Call put ratio 3.8 calls to 1 put.

Doordash (DASH) November weekly call option implied volatility is at 143, November is at 87; compared to its 52-week range of 44 to 117 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Affirm (AFRM) November weekly call option implied volatility is at 167, November is at 111; compared to its 52-week range of 60 to 127 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Sofi Technologies (SOFI) November weekly call option implied volatility is at 153, November is at 111; compared to its 52-week range of 50 into 142 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.

Dutch (BROS) November call option implied volatility is at 129, December is at 112; compared to its 52-week range of 84 to133 into the expected release of quarter results today after the bell on November 10. Call put ratio 4 calls to 1 put.

Disney (DIS) November weekly call option implied volatility is at 64, November is at 53; compared to its 52-week range of 20 to 48 into the expected release of quarter results today after the bell on November 10. Call put ratio 3.9 calls to 1 put.

Mastercard (MA) November weekly call option implied volatility is at 40, November is at 33; compared to its 52-week range of 20 to 37 into an investor meeting on November 10. Call put ratio 1 call to 1.5 puts.

NXP Semiconductor (NXPI) November weekly call option implied volatility is at 53, November is at 41; compared to its 52-week range of 28 to 59 into an investor meeting on November 11. Call put ratio 1.2 calls to 1 put.

Becton Dickinson (BDX) November weekly call option implied volatility is at 57, November is at 41; compared to its 52-week range of 17 to 36 into an investor meeting on November 12. Call put ratio 2.2 calls to 1 put.

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: RBAC CMPS EVGO YALA PFGC PH
Increasing unusual call option volume: RBAC YALA CMPS EVGO
Increasing unusual put option volume: CMPS PRTY EVGO LAZR VIRT
Options with decreasing option implied: CMPS OCGN CAR GRPN BNGO CHGG
Active options: AMD PLTR PYPL NVDA RBLX AMC F TSLA SDC AAPL LCID RIOT TTD GE LAZR FCEL ZNGA PFE CLOV EVGO