Mid-session IV Report August 6, 2021

Mid-session IV Report August 6, 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: CLDR FTCV NUAN RMO ZGNX VALE

Popular stocks with increasing volume: SOFI UBER DKNG HOOD F PLUG GS RBLX MRNA AAL

Robinhood (HOOD) August weekly (13) call option implied volatility is at 183, August is at 189 as shares rally 12%. Call put ratio 1.9 calls to 1 put with focus on August 70 calls.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 2.3 puts with focus on August weekly (27) 115 puts.

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 2.5 calls to 1 put.

Option IV into quarter results

3D Systems (DDD) August weekly call option implied volatility is at 130, August is at 101; compared to its 52-week range of 56 to 217 into the expected release of quarter results after the bell on August 9.

AMC Entertainment (AMC) August weekly call option implied volatility is at 170, August is at 160; compared to its 52-week range of 85 to 726 into the expected release of quarter results after the bell on August 9.

BioNTech (BNTX) August weekly call option implied volatility is at 98, August is at 95; compared to its 52-week range of 53 to 140 into the expected release of quarter results on August 9.

DISH Network (DISH) August weekly call option implied volatility is at 52, August is at 46; compared to its 52-week range of 33 to 100 into the expected release of quarter results before the bell on August 9.

Real Real (REAL) August call option implied volatility is at 110, September is at 86; compared to its 52-week range of 66 to 115 into the expected release of quarter results after the bell on August 9. Call put ratio 16 calls to 1 put with focus on August 17.50 calls.

Tyson Foods (TSN) August weekly call option implied volatility is at 33, August is at 28; compared to its 52-week range of 19 to 45 into the expected release of quarter results before the bell on August 9.

Workhorse (WKHS) August weekly call option implied volatility is at 120, August is at 118; compared to its 52-week range of 89 to 235 into the expected release of quarter results on August 9. Call put ratio 2.8 calls to 1 put.

Increasing unusual option volume: IWN DOCN ETON SD YELP
Increasing unusual call option volume: KDMN IWN ETON ROST SD BTBT
Increasing unusual put option volume: WY BTBT AUPH SFM UNP CGC
Options with decreasing option implied: UUP SDC ZNGA GPRO PRTY GRPN GOGO BE UA
Active options: AAPL AMD BAC TSLA DKNG AMC SQ CCL SPCE FB NVDA BA HOOD F PLUG CGC GS RBLX MRNA AAL SOFI UBER