Mid-session IV Report August 30, 2021

Mid-session IV Report August 30, 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: BBIG SPRT ATER ROOT INO SAVA SDC

Popular stocks with increasing volume: PFE MRNA DIS GM DKNG BB GME MARA

Option implied volatility movers

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

Alibaba (BABA) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 67 as shares trade below $160.

Moderna (MRNA) 30-day option implied volatility is at 67; compared to its 52-week range of 51 to 132 as shares sell off 1.8%. Call put ratio 1.2 calls to 1 put.

Affirm Holdings (AFRM) 30-day option implied volatility is at 104; compared to its 52-week range of 60 to 127 after announced that its flexible payment solution will soon be available to Amazon.com (AMZN) customers at checkout. Call put ratio 3.2 calls to 1 put.

SmileDirectClub (SDC) 30-day option implied volatility is at 135; compared to its 52-week range of 56 to 155. Call put ratio 58 calls to 1 put with focus on September weekly and September 6 calls as shares rally 10%.

AMC Entertainment (AMC) 30-day option implied volatility is at 171; compared to its 52-week range of 85 to 726 as sharers rally 8%. Call put ratio 3.4 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 136; compared to its 52-week range of 90 to 553. Call put ratio 5.7 calls to 1 put as shares rally 5%.

Refiner option implied volatility flat after Hurricane Ida made landfall near New Orleans as a Category 4 storm

Phillips 66 (PSX) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 64 after Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Marathon Petroleum (MPC) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 76.

Valero Energy (VLO) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 70.

Genrac (GNRC) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 59. Call put ratio 2.7 calls to 1 put with focus on September 450 calls as shares rally 3.5% on Hurricane Ida.

Flour (FLR) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 181 after Hurricane Ida made landfall near New Orleans as a Category 4 storm. Call put ratio 3.6 calls to 1 put as shares sell off 2%.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 46.

Home Depot (HD) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 . Call put ratio 6.5 calls to 1 put with focus on September weekly calls.

Schlumberger (SLB) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 66. Call put ratio 1 call to 1.1 puts after Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Haliburton (HAL) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 76. Call put ratio 2.3 calls to 1 put after Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Increasing unusual option volume: PAYA OWLT ATER KPLT GSAT IRDM BBIG
Increasing unusual call option volume: PAYA ATER KPLT GSAT SPRT IRDM SLQT ROOT
Increasing unusual put option volume: SPRT GSAT BBIG ATER TSP A BILL AFRM KBE ROOT
Options with decreasing option implied: CLDR GDS ANF PDD BABA JWN COTY
Active options: AAPL BBIG AMD PLTR AMC GSAT SPRT MSFT BAC BABA PFE MRNA MMAT DIS GM DKNG FB BB GME MARA