Mid-session IV Report August 2, 2021

Mid-session IV Report August 2, 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 AUPH UA QFIN GSAH TGTX CIEN UUP DLPN UA VXRT FFIE RTP

Popular stocks with increasing volume: BABA CCL MRNA BAC PLTR PINS BA

Movers

Tesla (TSLA) call put ratio 2 calls to 1 put as shares rally 5.6%

General Electric (GE) call put ratio 1 call to 1 put as shares sell off 1% to $102.53.

Square (SQ) call put ratio 2.2 calls to 1 put as shares rally 10% amid quarter Q2 EPS of 66c and acquiring Afterpay in $29B all-stock deal.

XPO (XPO) call put ratio 21 calls to 1 put with focus on August 140 and 150 calls as shares rally 4%.

Option IV into quarter results

Wynn Resorts (WYNN) August weekly call option implied volatility is at 65, August is at 51; compared to its 52-week range of 34 to 75 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put with focus on August weekly 100 calls.

Columbia Sportswear (COLM) August call option implied volatility is at 34, September is at 23; compared to its 52-week range of 22 to 63 into the expected release of quarter results today after the bell.

Activision Blizzard (ATVI) August weekly call option implied volatility is at 58, August is at 35; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on August 3.

Akamai (AKAM) August weekly call option implied volatility is at 53, August is at 31; compared to its 52-week range of 19 to 48 into the expected release of quarter results after the bell on August 3.

Alibaba (BABA) August weekly call option implied volatility is at 54, August is at 41; compared to its 52-week range of 24 to 55 into the expected release of quarter results before the bell on August 3.

Amgen (AMGN) August weekly call option implied volatility is at 38, August is at 23; compared to its 52-week range of 18 to 43 into the expected release of quarter results after the bell on August 3. Call put ratio 1 call to 1.7 puts.

Avis Budget (CAR) August call option implied volatility is at 65, September is at 60; compared to its 52-week range of 49 to 95 into the expected release of quarter results after the bell on August 3. Call put ratio 38 calls to 1 put with focus on August 85 and 90 calls.

Bausch Health (BHC) August weekly call option implied volatility is at 80, August is at 48; compared to its 52-week range of 34 to 148 into the expected release of quarter results on August 3. Call put ratio 7.6 calls to 1 put with focus on August weekly 32 calls.

BP (BP) August weekly call option implied volatility is at 49, August is at 38; compared to its 52-week range of 28 to 52 into the expected release of quarter results before the bell on August 3. Call put ratio 2.9 calls to 1 put.

Clorox (CLX) August weekly call option implied volatility is at 43, August is at 29; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on August 3.

Caesars (CZR) August weekly call option implied volatility is at 88, August is at 59; compared to its 52-week range of 41 to 93.

Camping World (CWH) August weekly call option implied volatility is at 107, August is at 67; compared to its 52-week range of 50 to 130 into the expected release of quarter results before the bell on August 3.

ConocoPhillips (COP) August weekly call option implied volatility is at 46, August is at 36; compared to its 52-week range of 31 to 76 into the expected release of quarter results before the bell on August 3.

Devon (DVN) August weekly call option implied volatility is at 65, August is at 56; compared to its 52-week range of 43 to 100 into the expected release of quarter results after the bell on August 3. Call put ratio 8.8 calls to 1 put with focus on August weekly (6) 32.50 calls.

Discovery (DISCA) August call option implied volatility is at 57, September is at 50; compared to its 52-week range of 38 to 117 into the expected release of quarter results on August 3. Call put ratio 30 calls to 1 put with focus on January 25 and 30 calls.

DuPont (DD) August weekly call option implied volatility is at 43, August is at 30; compared to its 52-week range of 18 to 54 into the expected release of quarter results before the bell on August 3.

Eli Lilly (LLY) August weekly call option implied volatility is at 41, August is at 31; compared to its 52-week range of 22 to 46 into the expected release of quarter results before the bell on August 3. Call put ratio 1 call to 2.1 puts.

Live Nation (LYV) August weekly call option implied volatility is at 48, August is at 42; compared to its 52-week range of 34 to 70 into the expected release of quarter results after the bell on August 3. Call put ratio 3.6 calls to 1 put.

Lyft (LYFT) August weekly call option implied volatility is at 93, August is at 58; compared to its 52-week range of 41 to 105 into the expected release of quarter results after the bell on August 3.

Under Armour (UA) August weekly call option implied volatility is at 96, August is at 59; compared to its 52-week range of 36 to 193 into the expected release of quarter results on August 3. Call put ratio 3.1 calls to 1 put.

Nikola (NKLA) August weekly call option implied volatility is at 143, August is at 104; compared to its 52-week range of 83 to 216 into the expected release of quarter results on August 3. Call put ratio 1 call to 1.3 puts.

AMC Entertainment (AMC) August weekly call option implied volatility is at 131, August is at 149; compared to its 52-week range of 85 to 726 into the expected release of quarter results on August 4.

General Motors (GM) August weekly call option implied volatility is at 60, August is at 41; compared to its 52-week range of 29 to 66 into the expected release of quarter results before the bell on August 4. Call put ratio 6.1 calls to 1 put.

Uber (UBER) August weekly call option implied volatility is at 85, August is at 53; compared to its 52-week range of 38 to 74 into the expected release of quarter results after the bell on August 4.

Bit Digital (BTBT) August call option implied volatility is at 220; September is at 187; compared to its 52-week range of 114 to 278 as shares rally 21%. Call put ratio 4.8 calls to 1 put with focus on August 10 and 12.50 calls.

Increasing unusual option volume: COMM VSAT DDS MITK DRV BTBT CLVT INFI APT
Increasing unusual call option volume: DDS MITK BTBT DRV CLVT INFI APT
Increasing unusual put option volume: KHC BTBT TGTX QSR
Options with decreasing option implied: DIDI IRBT PINS ENPH UPWK NOW QCOM FB UPS
Active options: TSLA AAPL AMD NIO SQ AMC PFE F NVDA BABA FB AMZN CCL MSFT MRNA BAC XPEV PLTR PINS BA