Mid-session IV Report August 27, 2021

Mid-session IV Report August 27, 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: SPRT SAVA VXRT ROOT BB SRNG IPOF VXRT

Popular stocks with increasing volume: MRNA HPQ WDAY PFE GPS

Option IV movers

Zoom (ZM) September weekly option implied volatility is at 80, September is at 58; compared to its 52-week range of 38 to 95 into the expected release of quarter results after the bell on August 30.

Moderna (MRNA) 30-day option implied volatility is at 66; compared to its 52-week range of 51 to 132 as shares sell off 4%. Call put ratio 1.4 calls to 1 put.

Support.com (SPRT) 30-day option implied volatility is at 458; compared to its 52-week range of 87 to 344 as shares rally 78%. Call put ratio 1.7 calls to 1 put.

Airline option implied volatility at low end of range

Spirit Airlines (SAVE) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 110.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 87.

American Airlines (AAL) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 117.

Delta Air Lines (DAL) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 83.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 67. Call put ratio 18 calls to 1 put with focus on September 29 and 33 calls.

Southwest Airlines (LUV) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 62.

United Airlines (UAL) 30-day option implied volatility is at 37; compared to its 52-week range of 37 to 105

Alaska Airlines (ALK) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 70

Allegiant Air (ALGT) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 69.

Hawaiian Holdings (HA) 30-day option implied volatility is at 51; compared to its 52-week range of 45 to 91.

JetBlue Airways (JBLU) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 91. Call put ratio 2.1 calls to 1 put.

Increasing unusual option volume: CEMI PAYA OLLI OPRX SLQT WDAY OLO
Increasing unusual call option volume: CEMI OPRX SLQT WDAY BILL SOAC
Increasing unusual put option volume: OLLI CNQ SPRT WDAY A BILL
Options with decreasing option implied: CLDR MGI PDD ANF BABA DKS COTY SNOW CRM PANW
Active options: AAPL NVDA AMD AMC PTON TSLA PLTR BABA BBIG F NFLX MSFT PFE WDAY SPRT SAVA AMZN GPS MRNA HPQ