Mid-session IV Report August 11, 2021

Mid-session IV Report August 11, 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: PUBM ALT SNCR PRPB PCG FREY ZEV LAC SRNE VALE

Popular stocks with increasing volume: MRNA WMT SQ RIOT SPCE PLTR CLF RBLX SOFI

Option Movers

Virgin Galactic (SPCE) August weekly call option implied volatility is 116, at August is at 94; compared to its 52-week range of 75 to 230 into downgraded to Underweight from Equal Weight at Morgan Stanley. Call put ratio 1.5 calls to 1 put.

Moderna (MRNA) August weekly call option implied volatility is at 101, August is at 89; compared to its 52-week range of 51 to 131 as shares sell off 6%. Call put ratio 1.2 calls to 1 put with focus on August weekly 430 calls and puts.

Robinhood (HOOD) August weekly (13) call option implied volatility is at 118, August is at 127 as shares sell off 4%. Call put ratio 1.5 calls to 1 put.

AMC Entertainment (AMC) August weekly call option implied volatility is at 157, August is at 144; compared to its 52-week range of 85 to 726. Call put ratio 1.7 calls to 1 put.

Micron Technology (MU) August weekly call option implied volatility is at 40, August is at 35; compared to its 52-week range of 30 to 61 as shares sell off 4.6%. Call put ratio 3 calls to 1 put with focus on August weekly 75 and 75 calls.

Fisker (FSR) August weekly call option implied volatility is at 94, August is at 81; compared to its 52-week range of 69 to 205 as shares sell off 2%. Call put ratio 2.3 calls to 1 put.

Option IV into quarter results

Bumble (BMBL) August call option implied volatility is at 99, September is at 64; compared to its 52-week range of 56 to 104 into the expected release of quarter results today after the bell . Call put ratio 4.6 calls to 1 put.

eBay (EBAY) August weekly call option implied volatility is at 99, August is at 53; compared to its 52-week range of 24 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

Fossil (FOSL) August weekly call option implied volatility is at 186, August is at 100; compared to its 52-week range of 71 to 355 into the expected release of quarter results today.

Palantir (PLTR) August weekly call option implied volatility is at 143, August is at 82; compared to its 52-week range of 46 to 173 into the expected release of quarter result on August 12. Call put ratio 2.6 calls to 1 put.

Airbnb (ABNB) August weekly call option implied volatility is at 99, August is at 57; 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 3.5 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 51, 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 2.2 calls to 1 put.

Tapestry (TPR) August weekly call option implied volatility is at 40, August is at 60; compared to its 52-week range of 36 to 75 into the expected release of quarter results on August 16.

Goldman Sachs (GS) call put ratio 3 calls to 1 put with focus on August weekly 415 calls as shares rally 1.4% to new high

Increasing unusual option volume: PUBM SNCR FREY WW DMYI ZEV WIX
Increasing unusual call option volume: PUBM WW GOOS FREY ORPH ZEV LAC
Increasing unusual put option volume: DMYI APPH EOSE WW WIX JOBY MGI BCS ACI
Options with decreasing option implied: HOOD OCGN GPRO PBR CLDR SCR BNGO FLSY
Active options: AAPL FUBO AMD TSLA PFE COIN AMC BAC UPST MRNA WMT SQ RIOT SPCE PLTR CLF NVDA RBLX SOFI NIO