Daily IV Report
Mid-session IV Report August 18, 2021
Mid-session IV Report August 18, 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 SKIN NVDA PFE […]
Mid-session IV Report August 18, 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 SKIN NVDA PFE
Popular stocks with increasing volume: PFE AMC MRNA
NVIDIA (NVDA) August call option implied volatility is at 80, 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 1.6 calls to 1 put.
Increasing unusual option volume: ALC MXIM BBL JNPR
Increasing unusual call option volume: JNPR CREE VIEW A
Increasing unusual put option volume: DNMR ADI EAT LITE
Options with decreasing option implied: PAA VXRT TGT REE DM
Active options: PFE TSLA AAPL PLTR AMC AMD MRNA