Mid-session IV Report August 17, 2021

Mid-session IV Report August 17, 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: AMRN CSCO SRNG IPOF VALE CLDR TGT NVDA

Popular stocks with increasing volume: PFE RBLX MRNA WMT PLTR SOFI

Alibaba (BABA) and Moderna (MRNA) option implied volatility moving with share price

Alibaba (BABA) August call option implied volatility is at 49. September is at 39; compared to its 52-week range of 24 to 56 as shares sell off 3.8%.

Moderna (MRNA) August call option implied volatility is at 91, September is at 75; compared to its 52-week range of 51 to 131 as shares rally 6.7%. Call put ratio 2.6 calls to 1 put.

fuboTV Inc. (FUBO) August call option implied volatility is at 105, September is at 81; compared to its 52-week range of 72 to 239. Call put ratio 9.2 calls to 1 put with focus on August 30 calls.

Option IV into quarter results

Krispy Kreme (DNUT) August call option implied volatility is at 140, September is at 81; compared to its 52-week range of 66 to 106 into the expected release of quarter results today after the bell.

Agilent (A) August call option implied volatility is at 52, September is at 25; compared to its 52-week range 19 to 40 into the expected release of quarter results today. Call put ratio 1 call to 3 put with focus on August 155 puts.

Cree (CREE) August call option implied volatility is at 100, September is at 51; compared to its 52-week range of 38 to 87 into the expected release of quarter results today after the bell. Call put ratio 14 calls to 1 put with focus on September 90 calls.

Target (TGT) August call option implied volatility is at 68, 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 1.8 calls to 1 put.

Cisco (CSCO) August call option implied volatility is at 54, September is at 25; 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 2.6 calls to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 73, 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 2.2 calls to 1 put.

Analog Devices (ADI) August call option implied volatility is at 44, 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. Call put ratio 24 calls to 1 put with focus on September 175 calls.

Estee Lauder (EL) August call option implied volatility is at 64, September is at 27; compared to its 52-week range of 18 to 45 into the expected release of quarter results before the bell on August 19

Farfetch (FTCH) August call option implied volatility is at 160, September is at 71; compared to its 52-week range of 50 to 112 into the expected release of quarter results after the bell on August 19.

Kohls (KSS) August call option implied volatility is at 103, September is at 55; compared to its 52-week range of 39 to 104 into the expected release of quarter results before the bell on August 19

Macy’s (M) August call option implied volatility is at 133, September is at 65; compared to its 52-week range of 45 to 171 into the expected release of quarter results before the bell on August 19.

Ross Stores (ROST) August call option implied volatility is at 49, September is at 29; compared to its 52-week range of 23 to 51 into the expected release of quarter results after the bell on August 19. Call put ratio 1 call to 3.5 puts.

Increasing unusual option volume: DEO GOCO ESI GDS SESN
Increasing unusual call option volume: DEO ESI GOCO SENS CAL YUM
Increasing unusual put option volume: GDS ASO JOBY TJX SESN
Options with decreasing option implied: VOD PCG ZEV FIGS DM
Active options: AAPL TSLA PFE NIO AMC AMD BABA RBLX MRNA WMT MSFT PLTR SOFI BIDU HD NVDA BA WISH AMZN