Daily IV Report
Mid-session IV Report August 12, 2021
Mid-session IV Report August 12, 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: GOGO DASH ABNB DIS […]
Mid-session IV Report August 12, 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: GOGO DASH ABNB DIS MUDS IPOF ZEV RH
Popular stocks with increasing volume: MU MRNA PFE EBAY CCL
Option IV movement
Moderna (MRNA) August weekly call option implied volatility is at 112, August is at 92; compared to its 52-week range of 51 to 131.
Robinhood (HOOD) August weekly (13) call option implied volatility is at 115, August is at 114.
AMC Entertainment (AMC) August weekly call option implied volatility is at 130, August is at 125; compared to its 52-week range of 85 to 726.
Micron Technology (MU) August weekly call option implied volatility is at 55, August is at 36; compared to its 52-week range of 30 to 61 as shares sell off 6.8% after Morgan Stanley downgrade. Call put ratio 1.2 calls to 1 put.
Fisker (FSR) August weekly call option implied volatility is at 96, August is at 78; compared to its 52-week range of 69 to 205 as shares sell off 10%. Call put ratio 1.6 calls to 1 put.
Option IV into quarter results
Airbnb (ABNB) August weekly call option implied volatility is at 122, August is at 60; compared to its 52-week range of 43 to 114 into the expected release of quarter results today after the bell.
Walt Disney (DIS) August weekly call option implied volatility is at 69, August is at 34; compared to its 52-week range of 20 to 48 into the expected release of quarter results today after the bell. Call put ratio 3.3 calls to 1 put.
Door Dash (DASH) August weekly call option implied volatility is at 168, August is at 81; compared to its 52-week range of 51 to 118 into the expected release of quarter results today after the bell.
Increasing unusual option volume: DOCS GOCO IHRT XONE OCX
Increasing unusual call option volume: DOCS IHRT UP XONE OCX GOCO
Increasing unusual put option volume: TUR JOBY CPNG SONO BEKE
Options with decreasing option implied: HOOD INO JDST LABD GRPN REAL FUBO BYND
Active options: PLTR AAPL CLOV MU MRNA NIO TSLA AMD AMC BA NVDA BAC PFE CPNG F BABA EBAY AMZN CCL UPST