Mid-session IV Report October 21, 2020

Mid-session IV Report October 21, 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: INTC AAL AXP COF T NUE MAT

Popular stocks with increasing volume: PYPL TLRY GM SNAP HTZ PINS MRO GM PYPL ZM TLRY

FB, TWTR & PINS option implied volatility amid SNAP shares rallying 28%

Facebook (FB) October weekly call option implied volatility is at 37, November is at 49; compared to its 52-week range of 21 to 82 into the expected release of quarter results on October 29. Call put ratio 2.9 calls to 1 put.

Twitter (TWTR) October weekly call option implied volatility is at 50, November is at 67; compared to its 52-week range of 27 to 126 into the expected release of quarter results on October 29. Call put ratio 3.1 calls to 1 put.

Pinterest (PINS) October weekly call option implied volatility is at 73, November is at 87; compared to its 52-week range of 39 to 155 into the expected release of quarter results on October 28. Call put ratio 3.6 calls to 1 put with focus on December calls.

Option implied volatility for stocks releasing results

American Airlines (AAL) October weekly call option implied volatility is at 99 November is at 79; compared to its 52-week range of 29 to 293 into the expected release of quarter results before the bell on October 22. Call put ratio 2.1 calls to 1 put.

AT&T (T) October weekly call option implied volatility is at 63, November is at 29; compared to its 52-week range of 14 to 80 into the expected release of quarter results before the bell on October 22. Call put ratio 1 call to 1.4 puts with focus on October weekly 26 puts.

Bank of Ozark (OZK) November call option implied volatility is at 52, December is at 41; compared to its 52-week range of 24 to 142 into the expected release of quarter results on October 22.

Capital One (COF) October weekly call option implied volatility is at 74, November is at 49 compared to its 52-week range of 17 to 107 into the expected release of quarter results after the bell on October 22. Call put ratio 3 calls to 1 put.

Coca-Cola (KO) October weekly call option implied volatility is at 45, November is at 26; compared to its 52-week range of 12 to 77 into the expected release of quarter results before the bell on October 22. Call put ratio 2.5 calls to 1 put.

Freeport-McMoRan (FCX) October weekly call option implied volatility is at 88, November is at 57; compared to its 52-week range of 37 to 185 into the expected release of quarter results before the bell on October 22. Call put ratio 5.2 calls to 1 put with focus on November calls.

Kimberly Clark (KMB) October weekly call option implied volatility is at 41, November is at 24; compared to its 52-week range of 16 to 90 into the expected release of quarter results before the bell on October 22.

Intel (INTC) October weekly call option implied volatility is at 88, November is at 38; compared to its 52-week range of 20 to 99 into the expected release of quarter results after the bell on October 22. Call put ratio 3.3 calls to 1 put with focus on October weekly 56 calls.

Mattel (MAT) October weekly call option implied volatility is at 135, November is at 55; compared to its 52-week range of 36 to 134 into the expected release of quarter results after the bell on October 22. Call put ratio 1 call to 3 put with focus on October weekly 12.50 puts.

Northrop Grumman (NOC) October weekly call option implied volatility is at 56, November is at 33; compared to its 52-week range of 17 to 95 into the expected release of quarter results before the bell on October 22.

Nucor (NUE) October weekly call option implied volatility is at 44, November is at 35; compared to its 52-week range of 21 to 110 into the expected release of quarter results before the bell on October 22. Call put ratio 2.9 calls to 1 put.

Southwest Airlines (LUV) October weekly call option implied volatility is at 66, November is at 53; compared to its 52-week range of 21 to 110 into the expected release of quarter results before the bell on October 22. Call put ratio 2.8 calls to 1 put.

Tractor Supply (TSCO) October weekly call option implied volatility is at 70, November is at 35; compared to its 52-week range of 20 to 92 into the expected release of quarter results before the bell on October 22. Call put ratio 2 calls to 1 put.

Union Pacific (UNP) October weekly call option implied volatility is at 62, November is at 34; compared to its 52-week range of 19 to 94 into the expected release of quarter results on October 22. Call put ratio 1 call to 4.1 puts with focus on October weekly puts.

Valero (VLO) October weekly call option implied volatility is at 64, November is at 52; compared to its 52-week range of 22 to 145 into the expected release of quarter results before the bell on October 22. Call put ratio 3.3 calls to 1 put with focus on October weekly 42.50 calls.

Increasing unusual option volume: NYT TCS JKS WGO SELB FLEX
Increasing unusual call option volume: TRV WGO LBTYK FLEX JKS TCS SELB
Increasing unusual put option volume: ERIC SMAR BX JKS IRBT WTRH MAT
Options with decreasing option implied volatility: SNAP CRON NFLX IRBT PE
Active options: SNAP AAPL FB NFLX TSLA PINS TWTR NIO T PYPL DKNG AMZN BABA AMD ZM GM TLRY UBER MRO MSFT