Mid-session IV Report August 31, 2021

Mid-session IV Report August 31, 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: FBRX INO SPRT SAVA SPIR PVH ACIU DSPG REE AI SAVA VG
Popular stocks with increasing volume: ZM NIO PBR SPCE SQ HOOD
Microsoft (MSFT) September weekly call option implied volatility is at 16, September is at 17, October is at 18; compared to its 52-week range of 16 to 49 into roll out Windows 11 on October 5.
Option movers
Root (ROOT) 30-day option implied volatility is at 157; compared to its 52-week range of 82 to 193. Call put ratio 18 calls to 1 put with focus on September 10 calls.
Corsair Gaming (CRSR) 30-day option implied volatility is at 66; compared to its 52-week range of 41 to 166. Call put ratio 13 calls to 1 put with focus on September 30 and 40 calls.
Forte Biosciences (FBRX) September call option implied volatility is at 510, October is at 312; compared to its 52-week range of 87 to 400 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis. Call put ratio 1 call to 5.5 puts.
Vonage (VG) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 76. Call put ratio 2.9 calls to 1 put with focus on December calls as shares rally 6.5%.
Cassava Sciences (SAVA) 30-day option implied volatility is at 224; compared to its 52-week range of 100 to 289. Call put ratio 2.3 calls to 1 put with focus on September 95 calls as shares rally 11%.

Option IV into quarter results and outlook
Ambarella (AMBA) September weekly call option implied volatility is at 112, September is at 65; compared to its 52-week range of 40 to 101 into the expected release of quarter results today after the bell.
CrowdStrike (CRWD) September weekly call option implied volatility is at 96, September is at 59; compared to its 52-week range of 37 to 108 into the expected release of quarter results today after the bell.
PVH (PVH) September call option implied volatility is at 53, October is at 49; compared to its 52-week range of 38 to 80 into the expected release of quarter results today after the bell. Call put ratio 4 calls to 1 put.
C3.ai Inc (AI) September call option implied volatility is at 93, October is at 77; compared to its 52-week range of 60 to 133 into the expected release of quarter results after the bell on September 1. Call put ratio 9.8 calls to 1 put with focus on September calls.
Campbell Soup Company (CPB) September weekly call option implied volatility is at 63, September is at 34; compared to its 52-week range of 18 to 54 into the expected release of quarter results before the bell on September 1.
Chewy (CHWY) September weekly call option implied volatility is at 107, September is at 61; compared to its 52-week range of 44 to 116 into the expected release of quarter results after the bell on September 1.
Five Below (FIVE) September weekly call option implied volatility is at 95, September is at 51; compared to its 52-week range of 30 to 64 into the expected release of quarter results after the bell on September 1.
DocuSign (DOCU) September weekly call option implied volatility is at 110, September is at 58; compared to its 52-week range of 35 to 128 into the expected release of quarter results after the bell on September 2.
Increasing unusual option volume: PAYA ZEV FIVN GOCO SLQT GSM IIPR ROOT CRSR
Increasing unusual call option volume: ZEV FIVN PAYA GOCO SLQT IIPR ROOT CRSR
Increasing unusual put option volume: HBAN GSAT BBIG ZEV A CNI CS
Options with decreasing option implied: CLDR EXPR GDS COTY ANF
Active options: AAPL TSLA ZM BBIG PYPL AMC BABA PLTR AMD NVDA CRSR GSAT NIO PBR AMZN SPCE SQ HOOD FB BA