Mid-session IV Report July 6, 2021

Mid-session IV Report July 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: VXRT DB NKLA WB CANO ATOS VXRT PFSW BSQR DB

Popular stocks with increasing volume: BABA F SNAP SPCE PLTR XOM

Option volume and IV movers after Beijing announced plans to step up supervision of Chinese firms listed offshore

Pinduoduo (PDD) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 83. Call put ratio 1.7 calls to 1 put as shares sell off 6.5% after Beijing announced plans to step up supervision of Chinese firms listed offshore.

Alibaba (BABA) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 56 after Beijing announced plans to step up supervision of Chinese firms listed offshore.

JD.com (JD) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 63 after Beijing announced plans to step up supervision of Chinese firms listed offshore.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 70. Call put ratio 5 calls to 1 put.

Las Vegas Sands (LVS) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 67. Call put ratio 8.8 calls to 1 put with focus on July weekly (9) 55 calls.

Walmart (WMT) call put ratio 6.1 calls to 1 put with focus on July weekly (9) calls

V.F. Corp. (VFC) call put ratio 22 calls to 1 put with focus on August 85 and 87.50 calls.

Ocugen (OCGN) 30-day option implied volatility is at 137; compared to its 52-week range of 125 to 361. Call put ratio 6.1 calls to 1 put with focus on July weekly 9 calls as shares rally 9.3%.

Weibo (WB) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 88. Call put ratio 2.1 calls to 1 put with focus on July 60 calls and July 54 puts as shares rally 8.6%.

Itau Unibanco Banco Multiplo S.a. (ITUB) call put ratio 1 call to 5.5 puts with focus on January 5.5 puts as shares sell off 4.8%.

Increasing unusual option volume: BSQR VISL CLSD WB PRVB KDP
Increasing unusual call option volume: BSQR CLSD VISL WB KDP OPTT
Increasing unusual put option volume: PRVB WB CCXI KWEB ASTR ASAN
Options with decreasing option implied: CCXI PRVB INO GPRO CLDR
Active options: AAPL TSLA AMC AMZN AMD CLOV WISH NVDA NIO BABA F FB MSFT SNAP MU BAC SPCE PLTR SNDL XOM