Mid-session IV Report July 7, 2021

Mid-session IV Report July 7, 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 HL APPS WB VTRS NEGG APT HL CLVS

Popular stocks with increasing volume: PLTR CCL AAL NCLH BAC

Option volume, IV and price movers

Tesla (TSLA) 30-day option implied volatility is at 60; compared to its 52-week range of 46 to 130. Call put ratio 1 call to 1.5 puts with focus on July weekly 500 puts as shares sell off 1.9%.

AMC Entertainment (AMC) 30-day option implied volatility is at 177; compared to its 52-week range of 85 to 725. Call put ratio 1.2 calls to 1 put as shares sell off 9.4%

GameStop (GME) 30-day option implied volatility is at 115; compared to its 52-week range of 78 to 553 as shares sell off 7%.

Alibaba (BABA) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 56. Call put ratio 1.8 calls to 1 put as shares sell off 0.7%.

Peloton (PTON) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 149. Call put ratio 1.9 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 162; compared to its 52-week range of 75 to 230 into July 11 space trip. Call put ratio 2.3 calls to 1 put as shares sell off 3.6%.

Newegg (NEGG) 30-day option implied volatility is at 392; compared to its 52-week range of 87 to 254. Call put ratio 1 call to 2 puts as shares rally 80%.

Bsquare (BSQR) 30-day option implied volatility is at 246; compared to its 52-week range of 64 to 401. Call put ratio 2.2 calls to 1 put as shares sell off 21%.

Oncosec Medical (ONCS) 30-day option implied volatility is at 227; compared to its 52-week range of 101 to 484. Call put ratio 7.8 calls to 1 put as shares rally 27%.

Jaguar Health (JAGX) 30-day option implied volatility is at 240; compared to its 52-week range of 140 to 640. Call put ratio 15 calls to 1 put as shares rally 8%.

Increasing unusual option volume: RKT LMND AMC TTD DIDI MRIN LZ BSQR SGH DOYU OZON APLS MXIM
Increasing unusual call option volume: BSQR DOYU APLS BIGC TTD OZON
Increasing unusual put option volume: OZON NTNX KWEB WISH MOMO
Options with decreasing option implied: CCXI PRVB GPRO CLDR VTNR WISH
Active options: AAPL TSLA AMC AMZN PLTR NIO MSFT AMD FB WISH TTD F CCL MU BABA NVDA AAL NCLH CLOV BAC