Mid-session IV Report October 5, 2020

Mid-session IV Report October 5, 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: BIIB AAOI UCO OLED SDS AXGT AMAG CEMI CNK FSLY

Popular stocks with increasing unusual volume: DKNG SPCE GPS DOCU

Mobile energy generation stocks options active as shares rally

FuelCell Energy (FCEL) 30-day option implied volatility is at 134; compared to its 52-week range of 105 to 334. Call put ratio 4.3 calls to 1 put with focus on October 3.5 calls.

Ballard Power (BLDP) 30-day option implied volatility is at 90; compared to its 52-week range of 49 to 217 as shares rally 6.6%. Call put ratio 4.2 calls to 1 put with focus on January calls.

Plug Power (PLUG) 30-day option implied volatility is at 98; compared to its 52-week range of 54 to 185 as shares rally 10%. Call put ratio 4.3 calls to 1 put with focus on October weekly calls.

Levi Strauss (LEVI) October call option implied volatility is at 71, November is at 51; compared to its 52-week range of 30 to 136 into the expected release of quarter results after the bell on October 6. Call put ratio 6.1 calls to 1 put with focus on October calls.

Paycheck (PAYX) October weekly call option implied volatility is at 37, November is at 31; compared to its 52-week range of 14 to 85 into the expected release of quarter results before the bell on October 6. Call put ratio 4.3 calls to 1 put with focus on October 80 calls.

Option implied volatility for film studio owners amid new James Bond film ‘No Time to Die’ delayed until April 2, 2021.

Comcast (CMCSA) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 90 amid new James Bond film ‘No Time to Die’ delayed until April 2, 2021. Call put ratio 19 calls to 1 put with focus on October 40 calls.

Disney (DIS) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 102.

AT&T (T) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 80.

Lionsgate (LGF.A) 30-day option implied volatility is at 60; compared to its 52-week range of 48 to 121 amid new James Bond film ‘No Time to Die’ delayed until April 2, 2021. Call put ratio 53 calls to 1 put.

Sony (SNE) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 71 into amid James Bond film ‘No Time to Die’ delayed until April 2, 2021. Call put ratio 4.1 calls to 1 put.

ViacomCBS (VIAC) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 135 amid new James Bond film ‘No Time to Die’ delayed until April 2, 2021. Call put ratio 5.3 calls to 1 put.

Increasing unusual option volume: PLUG BLDP FCEL AINV ADNT CYTK GPRE SKX LTHM NUAN
Increasing unusual call option volume: SKX GPRE LTHM LAC ACM TIF LEVI TEN
Increasing unusual put option volume: WMB CNK SKYY TME TECS MNK GFL CRON
Options with decreasing option implied volatility: CRON INO MESO GME UNFI FROG CAG MYOK
Active options: AAPL TSLA NIO ZM AMZN AMD NKLA MSFT BA AALL FB XOM BABA NVDA BAC PTON BBBY NFLX TWTR CCL