Mid-session IV Report August 16, 202

Mid-session IV Report August 16, 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 SRNG VALE PAYA ENLV NSH

Popular stocks with increasing volume: SBUX SOFI PFE PLTR MRNA DIS F CLF

Moderna (MRNA) August call option implied volatility is at 86, September is at 74; compared to its 52-week range of 51 to 131 as shares sell off 7%..

Option IV into quarter results

Roblox (RBLX) August call option implied volatility is at 130, September is at 70; 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 1.3 calls to 1 put.

Tapestry (TPR) August call option implied volatility is at 85, August is at 44; compared to its 52-week range of 36 to 75 into the expected release of quarter results on August 16.

Krispy Kreme (DNUT) August call option implied volatility is at 124, September is at 78; compared to its 52-week range of 66 to 106 into the expected release of quarter results on August 17.

BHP (BHP) August call option implied volatility is at 40, September is at 33; compared to its 52-week range 25 to 43 into the expected release of quarter results on August 17. Call put ratio 2.3 calls to 1 put.

Agilent (A) August call option implied volatility is at 48, September is at 25; compared to its 52-week range 19 to 40 into the expected release of quarter results on August 17. Call put ratio 5.5 calls to 1 put with focus on August 165 calls.

Cree (CREE) August call option implied volatility is at 92, September is at 50; 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 1.3 calls to 1 put.

Home Depot (HD) August call option implied volatility is at 35, September is at 23; 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 1 call to 1 put.

Walmart (WMT) August call option implied volatility is at 36, 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 2.7 calls to 1 put.

Target (TGT) August call option implied volatility is at 59, September is at 29; compared to its 52-week range of 17 to 44 into the expected release of quarter results before the bell on August 18.Call put ratio 2.8 calls to 1 put.

Cisco (CSCO) August call option implied volatility is at 46, September is at 24; compared to its 52-week range of 16 to 46 into the expected release of quarter results after the bell on August 18.Call put ratio 1.3 calls to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 68, September is at 40; 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 1.9 calls to 1 put.

Analog Devices (ADI) August call option implied volatility is at 42, September is at 28; 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 63, 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 2.9 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) August call option implied volatility is at 12, September is at 12; compared to its 52-week range of 11 to 36 after DJ reports Fed Officials Weigh Ending Asset Purchases by Mid-2022.

Increasing unusual option volume: VRRM CSTM LKQ ESI GOCO VOO SESN SBUX
Increasing unusual call option volume:: PBR VRRM GOCO NOC MAG SONO SESN AMX
Increasing unusual put option volume: VOO DT SESN CPNG SONO LIT
Options with decreasing option implied: CLDR IQ TEVA UNG AMC HOOD
Active options: AAPL TSLA AMD PFE NIO PLTR MSFT BAC WISH MRNA NVDA SOFI AMC DIS F MU FB UPST CLF CLOV