Mid-session IV Report August 3, 2021

Mid-session IV Report August 3, 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: BTWN CIEN UUP PFE GILD ATVI GM LYFT UBER

Popular stocks with increasing volume: SQ PFE AMC F SNOW T NIO PINS AAL ABNB CCL

Option IV into quarter results

Activision Blizzard (ATVI) August weekly call option implied volatility is at 60, August is at 37; compared to its 52-week range of 22 to 53 into the expected release of quarter results today after the bell.

Akamai (AKAM) August weekly call option implied volatility is at 60, August is at 33; compared to its 52-week range of 19 to 48 into the expected release of quarter results today after the bell.

Amgen (AMGN) August weekly call option implied volatility is at 39, August is at 25; compared to its 52-week range of 18 to 43 into the expected release of quarter results today after the bell.

Avis Budget (CAR) August call option implied volatility is at 69, September is at 56; compared to its 52-week range of 49 to 95 into the expected release of quarter results today after the bell.

Caesars (CZR) August weekly call option implied volatility is at 86, August is at 56; compared to its 52-week range of 41 to 93.

Live Nation (LYV) August weekly call option implied volatility is at 47, August is at 42; compared to its 52-week range of 34 to 70 into the expected release of quarter today results after the bell.

Lyft (LYFT) August weekly call option implied volatility is at 96, August is at 58; compared to its 52-week range of 41 to 105 into the expected release of quarter results today after the bell.

General Motors (GM) August weekly call option implied volatility is at 60, August is at 40; compared to its 52-week range of 29 to 66 into the expected release of quarter results before the bell on August 4.

Uber (UBER) August weekly call option implied volatility is at 91, August is at 53; compared to its 52-week range of 38 to 74 into the expected release of quarter results after the bell on August 4.

Roku (ROKU) August weekly call option implied volatility is at 107, August is at 71; compared to its 52-week range of 43 to 84 into the expected release of quarter results after the bell on August 4.

Etsy (ETSY) August weekly call option implied volatility is at 110, August is at 65; compared to its 52-week range of 41 to 83 into the expected release of quarter results after the bell on August 4.

APA Corp (APA) August weekly call option implied volatility is at 76, August is at 63; compared to its 52-week range of 54 to 113 into the expected release of quarter results after the bell on August 4.

BorgWarner (BWA) August weekly call option implied volatility is at 35, August is at 33; compared to its 52-week range of 28 to 53 into the expected release of quarter results before the bell on August 4.

Callaway (ELY) August weekly call option implied volatility is at 52, August is at 44; compared to its 52-week range of 22 to 46 into the expected release of quarter results on August 4.

CVS Health (CVS) August weekly call option implied volatility is at 41, August is at 26; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on August 4.

Electronic Arts (EA) August weekly call option implied volatility is at 58, August is at 34; compared to its 52-week range of 20 to 46 into the expected release of quarter results after the bell on August 4.

Fastly (FSLY) August weekly call option implied volatility is at 157, August is at 88; compared to its 52-week range of 59 to 118 into the expected release of quarter results after the bell on August 4.

Hostess Brands (TWNK) August call option implied volatility is at 33, September is at 27; compared to its 52-week range of 15 to 99 into the expected release of quarter results on August 4.

Lemonade (LMND) August weekly call option implied volatility is at 115, August is at 81; compared to its 52-week range of 63 to 134 into the expected release of quarter results after the bell on August 4.

Lumber Liquidators (LL) August weekly call option implied volatility is at 107, August is at 63; compared to its 52-week range of 47 to 154 into the expected release of quarter results before the bell on August 4.

Plug Power (PLUG) August weekly call option implied volatility is at 73, August is at 79; compared to its 52-week range of 68 to 157 into the expected release of quarter results on August 4.

Spirit AeroSystems (SPR) August call option implied volatility is at 54, September is at 50; compared to its 52-week range of 68 to 157 into the expected release of quarter results on August 4.

Kraft Heinz (KHC) August call option implied volatility is at 47, September is at 30; compared to its 52-week range of 19 to 45 into the expected release of quarter results before the bell on August 4.

Western Digital (WDC) August weekly call option implied volatility is at 54, August is at 45; compared to its 52-week range of 35 to 70 into the expected release of quarter results after the bell on August 4.

Increasing unusual option volume: TBIO SNCR ZI INFI ARCT YOU
Increasing unusual call option volume: ZI TBIO ARCT INFI
Increasing unusual put option volume: ME BTBT IGT ZI CRSR NTES
Options with decreasing option implied: MAR UA UAA BABA
Active options: TSLA AMD NVDA AAPL BABA PFE AMC F SNOW T SQ CLOV FB NIO CRSR PINS AAL ABNB MSFT CCL