Mid-session IV Report August 20, 2021

Mid-session IV Report August 20, 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: BABA REE GDS YINN SNPR MRIN SNOW PSTH PK

Popular stocks with increasing volume: PFE M NIO MRNA AMAT COIN VIAC FL

Large tech: MSFT & AAPL near record high, IV flat to low. BABA IV elevated, shares at low end of range

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 49 as shares rally 2.7% to $305.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 62. Call put ratio 2.2 calls to 1 put as shares rally 1%.

Alibaba (BABA) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 56 as shares rally 1.8% to $163.

Option IV into quarter results and outlook

JD.Com (JD) August weekly call option implied volatility is at 65, September is at 55; compared to its 52-week range of 31 to 63 into the expected release of quarter results on August 23.

Advance Auto Parts (AAP) September call option implied volatility is at 36, October is at 33; compared to its 52-week range of 23 to 53 into the expected release of quarter results on before the bell on August 24.

Best Buy (BBY) August weekly call option implied volatility is at 58, September is at 41; compared to its 52-week range of 24 to 51 into the expected release of quarter results on before the bell on August 24.

Intuit (INTU) August weekly call option implied volatility is at 41, September is at 29; compared to its 52-week range of 20 to 45 into the expected release of quarter results on after the bell on August 24. Call put ratio 2.6 calls to 1 put.

Medtronic (MDT) August weekly call option implied volatility is at 35, September is at 26; compared to its 52-week range of 15 to 41 into the expected release of quarter results on before the bell on August 24.

Nordstrom (JWN) August weekly call option implied volatility is at 106, September is at 72; compared to its 52-week range of 45 to 105 into the expected release of quarter results on after the bell on August 24.

Pinduoduo (PDD) August weekly call option implied volatility is at 105, September is at 77; compared to its 52-week range of 43 to 85 into the expected release of quarter results on August 24.

Toll Brother (TOL) August weekly call option implied volatility is at 59, September is at 46; compared to its 52-week range of 30 to 66 into the expected release of quarter results on after the bell on August 24.

Urban Outfitter (URBN) August weekly call option implied volatility is at 99, September is at 67; compared to its 52-week range of 40 to 89 into the expected release of quarter results on after the bell on August 24.

Snowflake (SNOW) August weekly call option implied volatility is at 95, September is at 63; compared to its 52-week range of 40 to 100 into the expected release of quarter results after the bell on August 25. Call put ratio 2.2 calls to 1 put as shares sell off 9.8%.

Increasing unusual option volume: ADNT FL GOCO FATE MRIN BTBT ROST
Increasing unusual call option volume: ADNT FL GOCO MRIN BTBT
Increasing unusual put option volume: FNV HEXO ENDP CNK MUDS FL ROST MRIN JOBY WW
Options with decreasing option implied: MUDS VXRT PBR FTCH SONO KSS XLU AGC CSCO TGT WMT
Active options: TSLA AAPL MSFT NVDA BABA PFE AMD AMC M NIO PLTR MRNA NFLX AMZN AMAT COIN BA VIAC FL