Mid-session IV Report June 10, 2021

Mid-session IV Report June 10, 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 CLOV CLDR LOTZ BARK APRN

Popular stocks with increasing volume: CLF PFE MVIS TLRY PLTR BA BB GME

Apple (AAPL) IV at low end of range

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 62.

Option volume and IV movers

Root (ROOT) 30-day option implied volatility is at 147; compared to its 52-week range of 82 to 193. Call put ratio 19 calls to 1 put with focus on June 15 calls.

Tilray, Inc. (TLRY) 30-day option implied volatility is at 123; compared to its 52-week range of 70 to 360. Call put ratio 6.9 calls to 1 put.

Clean Energy Fuels (CLNE) 30-day option implied volatility is at 165; compared to its 52-week range of 61 to 201. Call put ratio 5.4 calls to 1 put as shares sell off 12%.

CarLotz, Inc. (LOTZ) 30-day option implied volatility is at 173; compared to its 52-week range of 71 to 259. Call put ratio 7.5 calls to 1 put as shares sell off 8.9%.

ContextLogic (WISH) 30-day option implied volatility is at 223; compared to its 52-week range of 79 to 279. Call put ratio 3.5 calls to 1 put.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 114; compared to its 52-week range of 13 to 170. Call put ratio 23 calls to put with focus on June 11 calls as shares rally 3%.

GEO Group (GEO) 30-day option implied volatility is at 142; compared to its 52-week range of 37 to 178. Call put ratio 2.7 calls to 1 put as shares sell off 15%.

Clover Health Investments (CLOV) 30-day option implied volatility is at 201; compared to its 52-week range of 12 to 305. Call put ratio 1.8 calls to 1 put as shares sell off 9%.

FireEye (FEYE) 30-day call option implied volatility is at 50; compared to its 52-week range of 38 to 100. Call put ratio 6.8 calls to 1 put.

Academy Sports and Outdoor (ASO) 30-day call option implied volatility is at 61; compared to its 52-week range of 61 to 162. Call put ratio 9 calls to 1 put with focus on June calls.

Option IV into quarter results

Chewy (CHWY) June weekly call option implied volatility is at 164, June is at 78; compared to its 52-week range of 48 to 116 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Dave & Busters (PLAY) June weekly call option implied volatility is at 180, June is at 87; compared to its 52-week range of 48 to 189 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.6 puts.

FuelCell (FCEL) June weekly call option implied volatility is at 174, June is at 117; compared to its 52-week range of 98 to 243 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Snowflake (SNOW) June weekly call option implied volatility is at 64, June is at 50; compared to its 52-week range of 45 to 100. Call put ratio 3.8 calls to 1 put.

Increasing unusual option volume: RGLS SRE WEN SIG WISH CLNE BBIG AHT
Increasing unusual call option volume: RGLS SRE SIG WEN APRN EDU GEO WISH CLNE AHT BBIG
Increasing unusual put option volume: WEN IVR SIG CLOV CLNE WISH GEO RH KGC
Options with decreasing option implied: BB AMC GME WKHS BBBY GPRO RKT
Active options: AAPL TSLA AMC CLF CLOV AMZN F IVR WISH PFE MVIS TLRY AMD PLTR BA BB SNDL OCGN GME MSFT