Mid-session IV Report August 5, 2021

Mid-session IV Report August 5, 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: FPAC FUSE DKNG UIS LUMN SPCE CRVA PLUG BYND

Popular stocks with increasing volume: WMT SOFI ETSY HOOD ROKU

Movers

Robinhood (HOOD) August weekly (13) call option implied volatility is at 205, August is at 198 as shares sell off 10%. August weekly (13) options with strikes up to 76 and August traditional (20) options with strikes up to 170 added. Call put ratio 1.2 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 71. Call put ratio 1.6 calls to 1 put as shares sell off 4%.

Moderna (MRNA) August weekly call option implied volatility is at 100, August is at 73; compared to its 52-week range of 51 to 132 after release of quarter results as shares sell off 1.3% after quarter results.

Option IV into quarter results

Plug Power (PLUG) August weekly call option implied volatility is at 143, August is at 81; compared to its 52-week range of 68 to 157 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put.

Ballard Power (BLDP) August call option implied volatility is at 72, September is at 62; compared to its 52-week range of 58 to 106 into the expected release of quarter results today after the bell.

Beyond Meat (BYND) August weekly call option implied volatility is at 197, August is at 72; compared to its 52-week range of 43 to 99 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Carvana (CVNA) August weekly call option implied volatility is at 157, August is at 58; compared to its 52-week range of 44 to 99 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

FireEye (FEYE) August weekly call option implied volatility is at 135, August is at 55; compared to its 52-week range of 37 to 101 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts with focus on August weekly 21 puts.

TripAdvisor (TRIP) August weekly call option implied volatility is at 155, August is at 65; compared to its 52-week range of 45 to 82 into the expected release of quarter results today after the bell. Call put ratio 7 calls to 1 put.

Virgin Galactic (SPCE) August weekly call option implied volatility is at 139, August is at 105; compared to its 52-week range of 75 to 230 into the expected release of quarter results today after the bell.

DraftKings (DKNG) August weekly call option implied volatility is at 123, August is at 66; compared to its 52-week range of 48 to 111 into the expected release of quarter results before the bell on August 6.

Option movers

Ocugen (OCGN) 30-day option implied volatility is at 129; compared to its 52-week range of 106 to 361. Call put ratio 13 calls to 1 put with focus on August weekly calls as shares rally 9%.

Zymergen (ZY) 30-day option implied volatility is at 204; compared to its 52-week range of 68 to 205 as shares rally 71%. Call put ratio 3.6 calls to 1 put with focus on August 20 calls.

Increasing unusual option volume: SCR FFIV BEKE AVYA TBIO RSI
Increasing unusual call option volume: SCR FFIV TBIO RSI WW FTCV ALKS PING DDOG
Increasing unusual put option volume: FE BE NCR CI FSLY BEKE SB NTES BTBT HYFM FTCV GENI
Options with decreasing option implied: PINS UA UAA HBI YETI ETSY
Active options: NVDA AMD F TSLA AAPL AMC MRNA UBER PFE GM ROKU FB FSLY HOOD WMT NIO SOFI