Mid-Session IV Report August 19, 2021

Mid-session IV Report August 19, 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: SAVA GDS CCXI IPOF SPXL SKIN SPXS OTRK DLO

Popular stocks with increasing volume: HOOD MRNA NFLX NIO PLTR X AAL

Large Cap Tech movers

Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 62. Call put ratio 2.4 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 102; compared to its 52-week range of 90 to 553. Call put ratio 1 call to 1.2 puts.

DoorDash (DASH) 30-day option implied volatility is at 48; compared to its 52-week range of 46 to 118 as shares sell off 4.9%.

China trends lower

Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 56 as shares sell off 5%.

Taiwan Semi (TSM) 30-day option implied volatility is at 28; compared to its 52-week range 23 to 53. Call put ratio 1 call to 1.2 puts.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 65 as shares sell off 3.9%.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.9 puts.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 40.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 35.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 55 as shares sell off 4%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 2.6 puts with focus on August 110 puts.

Option IV into quarter results and outlook

Applied Material (AMAT) August call option implied volatility is at 91, September is at 42; compared to its 52-week range of 30 to 55 into the expected release of quarter results today after the bell.

Farfetch (FTCH) August call option implied volatility is at 270, September is at 76; compared to its 52-week range of 50 to 112 into quarter results today after the bell.

Ross Stores (ROST) August call option implied volatility is at 81, September is at 32; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts.

Buckle (BKE) August call option implied volatility is at 155, September is at 61; compared to its 52-week range of 42 to 82 into the expected release of quarter results before the bell on August 20.

Deere (DE) August call option implied volatility is at 89, September is at 32; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on August 20.

Foot Locker (FL) August call option implied volatility is at 160, September is at 50; compared to its 52-week range of 34 to 89 into the expected release of quarter results before the bell on August 20.

Increasing unusual option volume: ADNT ESI GOCO FBRX UTZ COMM ALC VET
Increasing unusual call option volume: ESI GOCO FOXA SNPS VET COMM SFL
Increasing unusual put option volume: NDAQ SESN CNQ AU XRT STM BWA
Options with decreasing option implied: PCG CLDR WISH CODX FIGS RKT
Active options: AAPL AMD NVDA BABA AMC PLTR NIO HOOD PFE AMZN MSFT BA BABA BAC BIDU FB HOOD MRNA NFLX NIO PLTR X AAL