Mid-session IV Report August 13, 2021

Mid-session IV Report August 13, 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: CLDR ORPH INO ZEV RAD RH HZON IQ

Popular stocks with increasing volume: Active options: PLTR MRNA AMC RKT NIO SPCE DKNG

Moderna option IV decreases

Moderna (MRNA) August call option implied volatility is at 75, September is at 74; compared to its 52-week range of 51 to 131.

Option IV into quarter results

Roblox (RBLX) August call option implied volatility is at 106, September is at 68; compared to its 52-week range of 58 to 130 into the expected release of quarter results after the bell on August 16. Call put ratio 2.4 calls to 1 put.

Tapestry (TPR) August call option implied volatility is at 65, August is at 43; compared to its 52-week range of 36 to 75 into the expected release of quarter results on August 16.

Cree (CREE) August call option implied volatility is at 72, September is at 47; compared to its 52-week range of 38 to 87 into the expected release of quarter results after the bell on August 17. Call put ratio 3.3 calls to 1 put.
Home Depot (HD) August call option implied volatility is at 28, September is at 22; compared to its 52-week range of 17 to 39 into the expected release of quarter results before the bell on August 17. Call put ratio 3.3 calls to 1 put with focus on August weekly calls expiring today.

Walmart (WMT) August call option implied volatility is at 32, September is at 22; compared to its 52-week range of 14 to 42 into the expected release of quarter results on August 17. Call put ratio 13 calls to 1 put with focus on August weekly 150 and August 152 calls.

NVIDIA (NVDA) August call option implied volatility is at 53, September is at 39; compared to its 52-week range of 32 to 67 into the expected release of quarter results after the bell on August 18.Call put ratio 3.5 calls to 1 put.

Analog Devices (ADI) August call option implied volatility is at 34, September is at 27; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on August 18.

Applied Material (AMAT) August call option implied volatility is at 53, September is at 37; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on August 19. Call put ratio 2.1 calls to 1 put.

Increasing unusual option volume: GOCO IGT ZIP DOCS SPRT
Increasing unusual call option volume: IGT GOCO SPRT DOCS HZON SKIN
Increasing unusual put option volume: MAPS SESN SPRT TTCF AER FIGS GOOS
Options with decreasing option implied: HOOD CRON REAL VOD FUBO
Active options: TSLA WISH AAPL DIS SOFI AMD PFE PLTR MRNA AMC RKT CLOV UPST NIO SPCE DKNG MSFT MU SPRT