Mid-session IV Report June 14, 2021

Mid-session IV Report June 14, 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: CRSR CLNE SEAH RIDE BLUE BTX EQOS SRNE CLVS WISH AVXL MARA RIDE

Popular stocks with increasing volume: PLTR F BB SQ RIDE

Lordstown Motors (RIDE) June call option implied volatility is at 234, July is at 190; compared to its 52-week range of 96 to 241 after CEO Steve Burns and CFO Julio Rodriguez resign from Company. Call put ratio 1 call to 2 puts.

General Motors (GM) June call option implied volatility is at 32, July is at 31; compared to its 52-week range of 31 to 66 into annual shareholder meeting today. Call put ratio 3.3 calls to 1 put with focus on June calls.

GameStop (GME) June call option implied volatility is at 210, July is at 164; compared to its 52-week range of 78 to 553. Call put ratio 2.3 calls to 1 put as shares rally 5%.

AMC Entertainment (AMC) June calls option implied volatility is at 320, July is at 161; compared to its 52-week range of 85 726. Call put ratio 2.3 calls to 1 put as shares rally 5%.

Option IV low into FOMC decision

SPDR S&P 500 ETF Trust (SPY) June call option implied volatility is at 13, July is at 12; compared to its 52-week range of into 12 to 36 into FOMC announces its monetary policy decision on June 16.

PowerShares QQQ Trust (QQQ) June call option implied volatility is at 18, July is at 17; compared to its 52-week range of 17 to 41 into FOMC announces its monetary policy decision on June 16.

iShares Russell 2000 ETF (IWM) June call option implied volatility is at 20, July is at 19; compared to its 52-week range of 19 to 50 into FOMC announces its monetary policy decision on June 16. Call put ratio 1 call to 2.4 puts.

Option IV into quarter results

Block H&R (HRB) June call option implied volatility is at 62, July is at 35; 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 6.2 calls to 1 put with focus on June 26 and 27 calls.

La-Z-Boy (LZB) June call option implied volatility is at 685, July is at 43; compared to its 52-week range of 29 to 79 into the expected release of quarter results after the bell on June 15. Call put ratio 5.8 calls to 1 put with focus on June 45 calls.

Oracle (ORCL) June call option implied volatility is at 54, July is at 27; 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 2.4 calls to 1 put.

Lennar (LEN) June call option implied volatility is at 55, July is at 33; compared to its 52-week range of 30 to 69 into the expected release of quarter results before the bell on June 16. Call put ratio 3.5 calls to 1 put.

Adobe (ADBE) June call option implied volatility is at 48, July is at 28; compared to its 52-week range of 23 to 65 into the expected release of quarter results before the bell on June 17.

Kroger (KR) June call option implied volatility is at 58, July is at 31; compared to its 52-week range of 23 to 55 into the expected release of quarter results before the bell on June 17. Call put ratio 1 call to 3.1 puts.

Movers

Skillz (SKLZ) June call option implied volatility is at 110, July is at 95; compared to its 52-week range 72 to 181. Call put ratio 3.2 calls to 1 put as shares sell off 7%.

HEXO Corp. (HEXO) 30-day option implied volatility is at 77; compared to its 52-week range 5 to 206. Call put ratio 5 calls to 1 put as shares sell off 8%

Increasing unusual option volume: RAPT OR CCXI PARR ITB DS CRSR WEN TD
Increasing unusual call option volume: CCXI PARR EQOS DS OR CRSR WEN CLNE WISH
Increasing unusual put option volume: ITB CRSR ERIC WEN WPG CLNE CLOV CCXI RIDE
Options with decreasing option implied: NLY BB AMC QELL TAL UNG EDU EXPR SFIX BNGO FCEL GPRO
Active options: AAPL AMC TSLA NIO F SOS PLTR RIOT CRSR MARA AMZN CLOV CLF SQ SNDL AMD BB BAC FB INTC