Mid-session IV Report September 6, 2022

Market Rebellion

This article was last updated on 09/06/2022.

Mid-session IV Report September 6, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By -this often over looked information.

Option IV increases: DWAC MNMD CFVI PBR ADT ATVI

Popular stocks with increasing volume: DWAC BABA LAZR RIVN CCJ NIO WBD SHOP

Option IV into quarter results

NIO Inc (NIO) September weekly (9) call option implied volatility is at 123, September is at 92; compared to its 52-week range of 49 to 132 into the expected release of quarter results before the bell on September 7.

GameStop (GME) September weekly (9) call option implied volatility is at 190, September is at 134; compared to its 52-week range of 69 to 156 into the expected release of quarter results after the bell on September 7.

Academy Sports (ASO) September weekly (9) call option implied volatility is at 122, September is at 88; compared to its 52-week range of 43 to 83 into the expected release of quarter results before the bell on September 7.

American Eagle Outfitters (AEO) September weekly (9) call option implied volatility is at 145, September is at 93; compared to its 52-week range of 42 to 90 into the expected release of quarter results after the bell on September 7.

Docusign (DOCU) September weekly (9) call option implied volatility is at 260, September is at 160; compared to its 52-week range of 32 to 114 into the expected release of quarter results after the bell on September 8.

Zscaler (ZS) September weekly (9) call option implied volatility is at 170, September is at 113; compared to its 52-week range of 33 to 107 into the expected release of quarter results after the bell on September 8.

Fuel Cell (FCEL) September weekly (9) call option implied volatility is at 165, September is at 129; compared to its 52-week range of 74 to 128 into the expected release of quarter results before the bell on September 8.

Kroger (KR) September weekly (9) call option implied volatility is at 91, September is at 56; compared to its 52-week range of 23 to 52 into the expected release of quarter results before the bell on September 9.

Digital World Acquisition Corp (DWAC) September weekly (9) call option implied volatility is at 406, September is at 203; compared to its 52-week range of 78 to 254 as shares sell off 14%.

BP plc (BP) call put ratio 9.7 calls to 1 put with focus on September weekly (9) calls.

Cassava Sciences (SAVA) 30-day option implied volatility is at 132; compared to its 52-week range of 119 to 228 amid wide price movement.

Options with decreasing option implied volatility: LQDA ISEE BBBY WEBR
Increasing unusual option volume: ISEE AVCT SGFY HEAR TECS CS ING HNST
Increasing unusual call option volume: ISEE TECS SGFY CS HNST RLX
Increasing unusual put option volume: ISEE LAZR DWAC AN XLP
Active options: TSLA AAPL BBBY CHPT NVDA AMZN AMD META DWAC ISEE BABA LAZR RIVN CCJ NIO WBD MSFT SHOP NFLX F

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