Mid-session IV Report August 9, 2021

Mid-session IV Report August 9, 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: NUAN FTCV BTWN PCG RH INO CLOV BITF AMC POSH REAL WW

Popular stocks with increasing volume: HOOD COIN SOFI NIO PLTR F PFE MRNA

Robinhood (HOOD) August weekly (13) call option implied volatility is at 170, August is at 175 as shares rally 12%. Call put ratio 1.5 calls to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 71. Call put ratio 1.6 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 71. Call put ratio 1.8 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 51. Call put ratio 3.8 calls to 1 put as shares sell off 1.3%.

Option IV into quarter results

AMC Entertainment (AMC) August weekly call option implied volatility is at 195, August is at 170; compared to its 52-week range of 85 to 726 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Real Real (REAL) August call option implied volatility is at 124, September is at 109; compared to its 52-week range of 66 to 115 into the expected release of quarter results today after the bell. Call put ratio 10 calls to 1 put with focus on August 17.50 calls.

3D Systems (DDD) August weekly call option implied volatility is at 166, August is at 117; compared to its 52-week range of 56 to 217 into the expected release of quarter results. Call put ratio 1 call to 1.3 puts.

Chesapeake (CHK) August call option implied volatility is at 47, September is at 33; compared to its 52-week range of 34 to 77 into the expected release of quarter results after the bell on August 10.

Eastman Kodak (KODK) August weekly call option implied volatility is at 98, August is at 77; compared to its 52-week range of 84 to 264 into the expected release of quarter results on August 10.

FuboTV (FUBO) August weekly call option implied volatility is at 160, August is at 122; compared to its 52-week range of 82 to 232 into the expected release of quarter results after the bell on August 10. Call put ratio 3.1 calls to 1 put.

Poshmark (POSH) August call option implied volatility is at 106, September is at 76; compared to its 52-week range of 67 to 120 into the expected release of quarter results after the bell on August 10. Call put ratio 4 calls to 1 put.

Sysco (SYY) August weekly call option implied volatility is at 45, August is at 28; compared to its 52-week range of 21 to 51 into the expected release of quarter results before the bell on August 10. Call put ratio 1 call to 10 puts with focus on August weekly 67 and 73 puts.

Unity Software (U) August weekly call option implied volatility is at 69, August is at 153; compared to its 52-week range of 44 to 112 into the expected release of quarter results after the bell on August 10. Call put ratio 6.2 calls to 1 put.

WW International (WW) August weekly call option implied volatility is at 146, August is at 97; compared to its 52-week range of 43 to 120 into the expected release of quarter results after the bell on August 10.

Airbnb (ABNB) August weekly call option implied volatility is at 76, August is at 56; compared to its 52-week range of 43 to 114 into the expected release of quarter results after the bell on August 12. Call put ratio 2.1 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 43, August is at 32; compared to its 52-week range of 20 to 48 into the expected release of quarter results after the bell on August 12.

Increasing unusual option volume: BITF TSN MRNA EQOS LPL BTCM GNOG TPGY BITF BTBT
Increasing unusual call option volume: EQOS LPL BTCM GNOG BITF BTBT
Increasing unusual put option volume: TPGY SYY GNOG VRM BTBT BMBL ZI
Options with decreasing option implied: CLDR VXRT DB SCR GRPN SAFM
Active options: TSLA AAPL AMD RIOT MSFT AMC MARA DKNG FB SOS HOOD NVDA COIN BAC SOFI NIO PLTR F PFE MRNA