Mid-session IV Report August 25, 2021

Mid-session IV Report August 25, 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: AMC GME CLDR BB INO SFIX SAVA VALE

Popular stocks with increasing volume: HPQ GME MU DKS PLTR

Movers

Alibaba (BABA) August weekly call option implied volatility is at 55, September is at 45; compared to its 52-week range of 24 to 67 as shares sell off 2%. Call put ratio 1.9 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 165; compared to its 52-week range of 91 to 552. Call put ratio 4 calls to 1 put amid share price up 1.8%.

AMC Entertainment (AMC) 30-day option implied volatility is at 208; compared to its 52-week range of 85 to 726. Call put ratio 3.4 calls to 1 put as shares rally 4%.

Option IV into quarter results and outlook

Snowflake (SNOW) August weekly call option implied volatility is at 126, September is at 57; compared to its 52-week range of 40 to 100 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

NetApp (NTAP) August weekly call option implied volatility is at 93, September is at 40; compared to its 52-week range of 24 to 60 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Salesforce (CRM) August weekly call option implied volatility is at 91, September is at 38; compared to its 52-week range of 23 to 51 into the expected release of quarter results today after the bell.

Splunk (SPLK) August weekly call option implied volatility is at 135, September is at 53; compared to its 52-week range of 32 to 63 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on January 160 calls.

Ulta Beauty (ULTA) August weekly call option implied volatility is at 107, September is at 44; compared to its 52-week range of 27 to 59 into the expected release of quarter results on August 26. Call put ratio 1 call to 7 put.

Marvell Technology (MRVL) August weekly call option implied volatility is at 96, September is at 41; compared to its 52-week range of 30 to 68 into the expected release of quarter results on August 26. Call put ratio 4.4 calls to 1 put.

Williams-Sonoma (WSM) September call option implied volatility is at 55, October is at 47; compared to its 52-week range of 32 to 65 into the expected release of quarter results on August 26. Call put ratio 1 call to 1.2 puts.

Gap, Inc. (GPS) August weekly call option implied volatility is at 158, September is at 66; compared to its 52-week range of 41 to 85 into the expected release of quarter results on August 26. Call put ratio 1 call to 1.9 puts.

Abercrombie (ANF) August weekly call option implied volatility is at 180, September is at 79; compared to its 52-week range of 44 to 1114 into the expected release of quarter results on before the bell on August 26. Call put ratio 2.5 calls to 1 put as shares sell off 3.5%.

Coty (COTY) August weekly call option implied volatility is at 170, September is at 65; compared to its 52-week range of 48 to 180 into the expected release of quarter results on before the bell on August 26.Call put ratio 3.7 calls to 1 put with focus on August weekly 8 calls.

Burlington Stores (BURL) August weekly call option implied volatility is at 100, September is at 43; compared to its 52-week range of 38 to 54 into the expected release of quarter results on before the bell on August 26.

Dell (DELL) August weekly call option implied volatility is at 36, September is at 31; compared to its 52-week range of 22 to 58 into the expected release of quarter results on after the bell on August 26. Call put ratio 3.4 calls to 1 put.

Dollar General (DG) August weekly call option implied volatility is at 65, September is at 26; compared to its 52-week range of 16 to 37 into the expected release of quarter results on before the bell on August 26.

Dollar Tree (DLTR) August weekly call option implied volatility is at 90, September is at 36; compared to its 52-week range of 21 to 45 into the expected release of quarter results on before the bell on August 26.

HP Inc (HPQ) August weekly call option implied volatility is at 100, September is at 41; compared to its 52-week range of 23 to 63 into the expected release of quarter results on after the bell on August 26.Call put ratio 1 call to 4.3 puts with focus on August weekly (27) 30 puts.

Hain Celestial (HAIN) September call option implied volatility is at 38, October is at 35; compared to its 52-week range of 23 to 66 into the expected release of quarter results on before the bell on August 26.

J.M.Smucker (SJM) September call option implied volatility is at 29, October is at 25; compared to its 52-week range of 18 to 42 into the expected release of quarter results on after the bell on August 26.

Malibu Boats (MBUU) September and October call option implied volatility is at 52; compared to its 52-week range of 36 to 83 into the expected release of quarter results on August 26.

Peloton (PTON) August weekly call option implied volatility is at 136, September is at 65; compared to its 52-week range of 50 to 149 into the expected release of quarter results on after the bell on August 26.

VMWare (VMW) August weekly call option implied volatility is at 84, September is at 34; compared to its 52-week range of 20 to 55 into the expected release of quarter results on after the bell on August 26.

Workday (WDAY) August weekly call option implied volatility is at 92, September is at 41; compared to its 52-week range of 27 to 53 into the expected release of quarter results on after the bell on August 26.

Delta (DAL) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 83 after says unvaccinated employees subject to $200 monthly surcharge.

Treehouse Foods (THS) call put ratio 27 calls to 1 put with focus on September 40 calls.

Increasing unusual option volume: TRIL DKS URBN JWN INTU FBRX THS
Increasing unusual call option volume: FBRX DKS INTU URBN CARA CS PANW BBY TRIL THS
Increasing unusual put option volume: UP DKS HPQ URBN INTU PANW ULTA JWN
Options with decreasing option implied: MUDS OCGN NEGG FTCH KSS FL SDS
Active options: AMC NVDA PFE AAPL AMD BB BABA TSLA DKNG TSM F HPQ GME MU DKS FB WISH PLTR NIO MSFT