Mid-session IV Report July 15, 2021

Mid-session IV Report July 15, 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: INO CLVS SONO AZN MOXC OCXM DNB

Popular stocks with increasing volume: SPCE TSM DAL WMT WISH CLOV BA
Option IV amid headlines

Apple (AAPL) July option implied volatility is at 30, August is at 28; compared to its 52-week range of 19 to 62. Call put ratio 2.6 calls to 1 put with focus on July 150 calls as shares near record high.

AMC Entertainment (AMC) July option implied volatility is at 299, August is at 201; compared to its 52-week range of 85 to 726. Call put ratio 1.4 calls to 1 put as shares rally 9%.

GameStop (GME) July option implied volatility is at 145, August is at 105; compared to its 52-week range of 77 to 553. Call put ratio 1 calls to 1 put.

Virgin Galactic Holdings (SPCE) July option implied volatility is at 150, August is at 121; compared to its 52-week range of 75 to 230. Call put ratio 1.4 calls to 1 put.

Alibaba (BABA) July option implied volatility is at 30, August is at 31; compared to its 52-week range of 24 to 56. Call put ratio 4.3 calls to 1 put with focus on July 215 calls as shares rally 1.7%.
Option IV into quarter results

Alcoa (AA) July call option implied volatility is at 122, August is at 55; compared to its 52-week range of 51 to 71 into the expected release of quarter results after the bell on July 15. Call put ratio 4.3 calls to 1 put.

Kansas City Southern (KSU) July call option implied volatility is at 30, August is at 28; compared to its 52-week range of 17 to 50 into the expected release of quarter results before the bell on July 16.

State Street (STT) July call option implied volatility is at 71, August is at 27; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on July 16.
ARK IV amid wide price movement

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 2.2 puts with focus on July weekly (30) puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 67.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 81

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 107

ARK Genomic Revolution (ARKG) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 70. Call put ratio 1 call to 2.2 puts.

Increasing unusual option volume: YVR RSP AMLP SRTY ARLO WISH UNIT ARMK ICE GATO MOXC
Increasing unusual call option volume: YVR LEVI SRTY AMLP IWN MOXC
Increasing unusual put option volume: ENDP AMLP ICE EAT ALK ICE FAZ PGR ALK CXW BK
Options with decreasing option implied: VTRS GRPO SPCE JDST CLDR LEVI CAG
Active options: AAPL AMC TSLA NFLX SPCE AMD NVDA NIO TSM FB AMZN NOK GME DAL PLTR WMT BABA WISH CLOV BA