Mid-session IV Report August 10, 2021

Mid-session IV Report August 10, 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: ZEV BITF RH CP DIS FOSL COIN ABNB FUBO POSH

Popular stocks with increasing volume: FSR PLUG DKNG PLTR NIO DDD MU TTD BYND

Movers

Micron Technology (MU) August weekly call option implied volatility is at 36, August is at 34; compared to its 52-week range of 30 to 61 as shares sell off 4.6%. Call put ratio 2.1 calls to 1 put with focus on August weekly 77 and 78 calls.

Fisker (FSR) August weekly call option implied volatility is at 130, August is at 102; compared to its 52-week range of 69 to 205 as shares rally 18%. Call put ratio 5.4 calls to 1 put with focus on August weekly 18 and 19 calls.

Moderna (MRNA) August weekly call option implied volatility is at 130, August is at 102; compared to its 52-week range of 51 to 131 as shares sell off 3.5%. Call put ratio 1.5 calls to 1 put with focus on August weekly 470 calls and puts.

TuSimple (TSP) August call option implied volatility is at 110, September is at 97; compared to its 52-week range of 68 to 144 as shares sell off 4.6%. Call put ratio 1 call to 3.6 puts.

Robinhood (HOOD) August weekly (13) call option implied volatility is at 138, August is at 155 as shares rally 1%. Call put ratio 1.6 calls to 1 put.

AMC Entertainment (AMC) August weekly call option implied volatility is at 177, August is at 160; compared to its 52-week range of 85 to 726 after quarter results. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results

FuboTV (FUBO) August weekly call option implied volatility is at 185, August is at 125; compared to its 52-week range of 82 to 232 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put.

Poshmark (POSH) August call option implied volatility is at 106, September is at 75; compared to its 52-week range of 67 to 120 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Coinbase (COIN) August weekly call option implied volatility is at 104, August is at 75; compared to its 52-week range of 45 to 81 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Unity Software (U) August weekly call option implied volatility is at 72, August is at 53; compared to its 52-week range of 44 to 112 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

WW International (WW) August weekly call option implied volatility is at 156, August is at 99; compared to its 52-week range of 43 to 120 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Bumble (BMBL) August weekly call option implied volatility is at 93, August is at 64; compared to its 52-week range of 56 to 104 into the expected release of quarter results after the bell on August 11. Call put ratio 1 call to 5.8 puts.

Canada Goose (GOOS) August weekly call option implied volatility is at 115, August is at 68; compared to its 52-week range of 36 to 104 into the expected release of quarter results on August 11.

eBay (EBAY) August weekly call option implied volatility is at 81, August is at 51; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on August 11.

Fossil (FOSL) August weekly call option implied volatility is at 144, August is at 100; compared to its 52-week range of 71 to 355 into the expected release of quarter results on August 11.

Airbnb (ABNB) August weekly call option implied volatility is at 80, August is at 56; compared to its 52-week range of 43 to 114 into the expected release of quarter results after the bell on August 12. Call put ratio 1.8 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 47, August is at 32; compared to its 52-week range of 20 to 48 into the expected release of quarter results after the bell on August 12. Call put ratio 2 calls to 1 put.

Tapestry (TPR) August weekly call option implied volatility is at 34, August is at 60; compared to its 52-week range of 36 to 75 into upcoming results.

Increasing unusual option volume: ARCT ZEV AXU MVST KPL BTCM LU PVH EPZM ADT
Increasing unusual call option volume: ARCT ZEV BTCM MVST AXSM ORMP
Increasing unusual put option volume: ARRY NLS PCG BIG BMBL GNOG UL CHGG BTBT REAL
Options with decreasing option implied: VOD UUP SCR BGFV PRTY UAA NLY KODK FSLY
Active options: AMC AAPL SNAP PFE TSLA FCEL AMD MRNA FSR PLUG DKNG CLOV PLTR NIO BAC DDD MU TTD BYND MSFT