Mid-session IV Report June 11, 2021

Mid-session IV Report June 11, 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:

Popular stocks with increasing volume: CHWY SQ PLTR GME X F DOCU CCL

Apple (AAPL) option IV offered lower

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 22 to 62. Call put ratio 3.1 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 21; compared to its 52-week range of 22 to 61. Call put ratio 2 calls to 1 put.

GME, AMC & GOTU option IV

GameStop (GME) 30-day option implied volatility is at 166; compared to its 52-week range of 78 to 553. Call put ratio 1.3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 271; compared to its 52-week range of 85 726. Call put ratio 1.5 calls to 1 put.

GSX Techedu Inc. (GOTU) 30-day option implied volatility is at 135; compared to its 52-week range of 79 to 239 as shares pull back 5.6%.

Cruise line option IV near low end of range

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 148 as shares pull back 1.6%.

Carnival Corp. (CCL) 30-day option implied volatility is at 51; compared to its 52-week range of 47 to 136.

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 41; compared to its 52-week range of 43 to 124 as shares pull back 1.2%.

Option IV into quarter results

Block H&R (HRB) June call option implied volatility is at 50, July is at 34; compared to its 52-week range of 28 to 74 into the expected release of quarter results after the bell on June 15. Call put ratio 9.6 calls to 1 put with focus on June 27 calls.

La-Z-Boy (LZB) June call option implied volatility is at 61, July is at 37; compared to its 52-week range of 29 to 79 into the expected release of quarter results after the bell on June 15.

Oracle (ORCL) June call option implied volatility is at 44, July is at 26; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on June 15. Call put ratio 1 call to 2.5 puts.

Increasing unusual option volume: VTNR CCXI TX PGEN RGLS GENE MX PLAY
Increasing unusual call option volume: CCXI VTNR TX MX GENE THO PGEN
Increasing unusual put option volume: ENB PLAY CRIS CCXI WEN IVR CLOV WISH
Options with decreasing option implied: AMC BV BIIB MAT SFIX UNFI JMIA RH COUP
Active options: AAPL AMC TSLA AMZN CHWY AMD NVDA SQ PLTR GME SENS X F CLF BB CLOV SNAP MSFT DOCU CCL