Mid-session IV Report July 30, 2021

Mid-session IV Report July 30, 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: NLY VXRT CLDR BTBT BBY DG APT KMI
Popular stocks with increasing volume: F SNAP GE X BA PFE NKLA PINS

China EV options active as shares rally

Li Auto Inc. (LI) 30-day option implied volatility is at 83; compared to its 52-week range of 60 to 177 as shares rally 12%. Call put ratio 2.1 calls to 1 put as with focus on July weekly 33 and 35 calls.

XPeng Inc. (XPEV) 30-day option implied volatility is at 78; compared to its 52-week range of 58 to 182 as shares rally 10%. Call put ratio 3 calls to 1 put with focus on October 45 calls.

NIO Inc. (NIO) 30-day option implied volatility is at 72; compared to its 52-week range of 55 to 156 as shares rally 5%. Call put ratio 2.7 calls to 1 put with focus on August weekly (6) calls.

Option IV into quarter results

Continental Resources (CLR) August weekly call option implied volatility is at 66, August is at 57; compared to its 52-week range of 49 to 134 into the expected release of quarter results before the bell on August 2.

Columbia Sportswear (COLM) August call option implied volatility is at 35, September is at 31; compared to its 52-week range of 22 to 63 into the expected release of quarter results after the bell on August 2.

Wynn Resorts (WYNN) August weekly call option implied volatility is at 53, August is at 45; compared to its 52-week range of 34 to 75 into the expected release of quarter results on August 2.

Forte Biosciences (FBRX) August call option implied volatility is at 211, September is at 270; compared to its 52-week range of 87 to 265 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis. Call put ratio 1 call to 2.9 puts.

Increasing unusual option volume: MAS ING KOLD APT LC SPRT
Increasing unusual call option volume: HP APT TEAM SPRT
Increasing unusual put option volume: LC ATOS ARDX TEAM PINS
Options with decreasing option implied: SAVA IRBT MGI FTCV ENPH PINS TWLO TPX TEVA
Active options: AAPL AMD TSLA AMZN PINS ATOS NVDA FB AMC BABA F NIO SNAP GE MSFT X BA PFE NKLA