Mid-session IV Report August 4, 2021

Mid-session IV Report August 4, 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: MRNA LMND OCGN CLDR NUAN ZM MOXC REE BYSI AMD

Popular stocks with increasing volume: SNOW MRNA MGM PFE PINS ATVI F

Robinhood (HOOD) 30-day option implied volatility is at 224. Call put ratio 1 call to 1.4 puts with focus on August 50 puts as shares rally 29%.

Option IV into quarter results

Uber (UBER) August weekly call option implied volatility is at 112, August is at 53; compared to its 52-week range of 38 to 74 into the expected release of quarter results today after the bell. Call put ratio 4.1 calls to 1 put with focus on August weekly 42.50 calls.

Roku (ROKU) August weekly call option implied volatility is at 127, August is at 77; compared to its 52-week range of 43 to 84 into the expected release of quarter results today after the bell.

Etsy (ETSY) August weekly call option implied volatility is at 144, August is at 68; compared to its 52-week range of 41 to 83 into the expected release of quarter results today after the bell.

Electronic Arts (EA) August weekly call option implied volatility is at 79, August is at 36; compared to its 52-week range of 20 to 46 into the expected release of quarter results today after the bell.

Fastly (FSLY) August weekly call option implied volatility is at 220, August is at 98; compared to its 52-week range of 59 to 118 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.5 puts.

Lemonade (LMND) August weekly call option implied volatility is at 155, August is at 83; compared to its 52-week range of 63 to 134 into the expected release of quarter results today after the bell.

Plug Power (PLUG) August weekly call option implied volatility is at 113, August is at 74; compared to its 52-week range of 68 to 157 into the expected release of quarter results.

Western Digital (WDC) August weekly call option implied volatility is at 110, August is at 56; compared to its 52-week range of 35 to 70 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Ballard Power (BLDP) August call option implied volatility is at 73, September is at 62; compared to its 52-week range of 58 to 106 into the expected release of quarter results on August 5.

Beyond Meat (BYND) August weekly call option implied volatility is at 121, August is at 58; compared to its 52-week range of 43 to 99 into the expected release of quarter results after the bell on August 5.

Carvana (CVNA) August weekly call option implied volatility is at 121, August is at 58; compared to its 52-week range of 44 to 99 into the expected release of quarter results after the bell on August 5. Call put ratio 1 call to 3.5 puts.

Datadog (DDOG) August weekly call option implied volatility is at 120, August is at 58; compared to its 52-week range of 40 to 83 into the expected release of quarter results before the bell on August 5.

FireEye (FEYE) August weekly call option implied volatility is at 110, August is at 51; compared to its 52-week range of 37 to 101 into the expected release of quarter results after the bell on August 5. Call put ratio 7.1 calls to 1 put with focus on August weekly calls.

Kellogg (K) August call option implied volatility is at 25, September is at 21; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on August 5. Call put ratio 1 call to 6.5 puts with focus on August 62.50 puts.

Moderna (MRNA) August weekly call option implied volatility is at 135, August is at 87; compared to its 52-week range of 51 to 132 into the expected release of quarter results before the bell on August 5 as shares rally 4%.

Papa John’s (PZZA) August weekly call option implied volatility is at 82, August is at 34; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on August 5.

Penn National (PENN) August weekly call option implied volatility is at 100, August is at 62; compared to its 52-week range of 49 to 99 into the expected release of quarter results on August 5.

TripAdvisor (TRIP) August weekly call option implied volatility is at 125, August is at 65; compared to its 52-week range of 45 to 82 into the expected release of quarter results after the bell on August 5.

Virgin Galactic (SPCE) August weekly call option implied volatility is at 135, August is at 101; compared to its 52-week range of 75 to 230 into the expected release of quarter results after the bell on August 5.

Wayfair (W) August weekly call option implied volatility is at 156, August is at 71; compared to its 52-week range of 44 to 100 into the expected release of quarter results before the bell on August 5.

Increasing unusual option volume: VIRT MXIM MOXC TBIO APT CSLT NVAX
Increasing unusual call option volume: VIRT TBIO PVH APT CSLT ZI
Increasing unusual put option volume: MOXC NCR EXPI KHC CLX
Options with decreasing option implied: INO SPRT MGI SAVA ATVI LL
Active options: AMD AAPL TSLA PFE GM AMC NVDA ATOS BABA F HOOD MRNA SOFI ATVI UBER NIO AMZN FB BAC MSFT