Mid-session IV Report August 21, 2020

Mid-session IV Report August 21, 2020

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: BLNK RKT PGEN MOBL SHLL CAL NIO FIT AAPL GDDY BIIB

Popular stocks with increasing unusual volume: WMT RKT ZM UBER T

AAPL and TSLA IV, volume and share price increases into stock splits

Apple (AAPL) August weekly call option implied volatility is at 44, September is at 40; compared to its 52-week range of 18 to 90 into 4 for 1 stock split. Call put ratio 2.9 calls to 1 put.

Tesla (TSLA) August call option implied volatility is at 122, August weekly is at 80, September is at 77; compared to its 52-week range of 34 to 154 into 5 for 1 stock split. Call put ratio 2.3 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 93; compared to its 52-week range of 77 to 221. Call put ratio 7.8 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 131; compared to its 52-week range of 102 to 287. Call put ratio 3.2 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 106; compared to its 52-week range of 67 to 305. Call put ratio 1.2 calls to 1 put.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 122; compared to its 52-week range of 47 to 355. Call put ratio 1 calls to 1.1 puts.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 131; compared to its 52-week range of 77 to 400. Call put ratio 2.6 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 192; compared to its 52-week range of 59 to 266 as shares sell off 11%. Call put ratio 2.9 call to 1 put.

Rocket Companies (RKT) 30-day option implied volatility at 110 compared to its 3-week range of 77 to 112 as shares rally 9%. Call put ratio 10.4 calls to 1 put with focus on August 27 calls.

IV into quarter release

Best Buy (BBY) August weekly call option implied volatility is at 63, September is at 43; compared to its 52-week range of 27 to 98 into the expected release of quarter results before the bell on August 25. Call put ratio 8.3 calls to 1 put.

Nordstrom (JWN) August weekly call option implied volatility is at 112, September is at 95; compared to its 52-week range of 32 to 171 into the expected release of quarter results after the bell on August 25.

Pure Storage (PSTG) September call option implied volatility is at 70, October is at 59; compared to its 52-week range 31 to 113 into the expected release of quarter results after the bell on August 25. Call put ratio 5.4 calls to 1 put with focus on September 12.50 and 20 calls.

Salesforce (CRM) August weekly call option implied volatility is at 52, September is at 38; compared to its 52-week range of 18 to 26 into the expected release of quarter results after the bell on August 25.

Call put ratio 3.3 calls to 1 put with focus on August and August weekly 210 calls.

Increasing unusual option volume: TDOC SNPS EL DE KSU GPN DLR ROST PDD
Increasing unusual call option volume: GRWG FL EB PEG EWY KEYS FLDM DE RSX EL GPN
Increasing unusual put option volume: SWN OVV FL MLCO KEYS EQR JMIA
Options with decreasing option implied volatility: MCRB CODX INO DISH PDD BJ TJX IQ LOW HD WMT
Active options: AAPL TSLA BABA MSFT FB NIO AMD NVDA WMT AMZN BAC ZM AAL RKT T INTC BA FSLY UBER NFLX