Mid-session IV Report August 23,

Mid-session IV Report August 23, 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: GDS BABA NKE TPGY VXRT CIO RAD AM INO JOBY SFIX SURF PFE NKE PANW BBY PDD JWN

Popular stocks with increasing volume: CMSCA PFE BABA PLTR BA SQ MRNA UBER GM SNAP

Alibaba (BABA) option IV moves higher

Alibaba (BABA) August weekly call option implied volatility is at 94, September is at 67; compared to its 52-week range of 24 to 56 as shares sell off 2.2%.

Comcast (CMCSA) August weekly call option implied volatility is at 22, September is at 19; compared to its 52-week range of 19 to 55. Call put ratio 4.9 calls to 1 put with focus on August weekly 60 and 60.50 calls.

Option IV into quarter results and outlook

Palo Alto Networks (PANW) August weekly call option implied volatility is at 90, September is at 43; compared to its 52-week range of 24 to 50 into the expected release of quarter results today after the bell.

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 before the bell on August 24.

Best Buy (BBY) August weekly call option implied volatility is at 71, September is at 41; compared to its 52-week range of 24 to 51 into the expected release of quarter results before the bell on August 24.

Intuit (INTU) August weekly call option implied volatility is at 45, September is at 27; compared to its 52-week range of 20 to 45 into the expected release of quarter results after the bell on August 24. Call put ratio 2.1 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 before the bell on August 24.

Nordstrom (JWN) August weekly call option implied volatility is at 126, September is at 70; compared to its 52-week range of 45 to 105 into the expected release of quarter results after the bell on August 24.

Pinduoduo (PDD) August weekly call option implied volatility is at 140, September is at 83; 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 75, September is at 43; compared to its 52-week range of 30 to 66 into the expected release of quarter results after the bell on August 24.

Urban Outfitter (URBN) August weekly call option implied volatility is at 112, September is at 62; compared to its 52-week range of 40 to 89 into the expected release of quarter results after the bell on August 24. Call put ratio 5.1 calls to 1 put.

Snowflake (SNOW) August weekly call option implied volatility is at 110, September is at 64; 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 3.7 calls to 1 put as shares rally 1%.

Gap, Inc. (GPS) August weekly call option implied volatility is at 106, September is at 62; compared to its 52-week range of 41 to 85 into the expected release of quarter results on August 26. Call put ratio 3.6 calls to 1 put.

Marvell Technology (MRVL) August weekly call option implied volatility is at 74, September is at 40; compared to its 52-week range of 30 to 68 into the expected release of quarter results on August 26. Call put ratio 2.3 calls to 1 put.

Increasing unusual option volume: TRIL BEKE MCHI GES FBRX ITW CFLT CARA COMM
Increasing unusual call option volume: TRIL GES AXSM PAGS ITW COMM WPC PFE CARA
Increasing unusual put option volume: BLDP BE ADI M ITW BEKE ADI FAZ AAP FBRX MNST
Options with decreasing option implied: CLDR MUDS POWW ZEV VOD RBLX TEVA KSS TGT CSCO LOW TJX
Active options: NVDA PFE AAPL AMD BABA AMC MSFT TSLA PLTR BA NIO SQ MRNA F MARA UBER RIOT GM SNAP AMZN