Mid-session IV Report June 18, 2021

Mid-session IV Report June 18, 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: TAL FIII PAVM SPXU SVXY ZNGA C DPZ BK BAC

Popular stocks with increasing volume: PLTR F BB NIO C BA ADBE FCX T

Option volume and IV movers

Micron (MU) 30-day option implied volatility is at 243; compared to its 52-week range of 34 to 61. Call put ratio 1.4 calls to 1 put with focus on September 95 calls as shares sell off 4%.

AMC Entertainment (AMC) 30-day option implied volatility is at 283; compared to its 52-week range of 85 to 726. Call put ratio 2.5 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 145; compared to its 52-week range of 78 to 553. Call put ratio 1.5 calls to 1 put.

Option IV into quarter results

BlackBerry (BB) June weekly call option implied volatility is at 155, July is at 123; compared to its 52-week range of 48 to 477 into the expected release of quarter results on June 24.Call put ratio 4.7 calls to 1 put with focus on June 14 calls

FedEx (FDX) June weekly call option implied volatility is at 51, July is at 36; compared to its 52-week range of 24 to 63 into the expected release of quarter results after the bell on June 24.

Nike (NKE) June weekly call option implied volatility is at 45, July is at 31; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on June 24.

Movers

ContextLogic (WISH) 30-day option implied volatility is at 152; compared to its 52-week range of 79 to 279. Call put ratio 15 calls to 1 put.

Vinco Ventures (BBIG) 30-day option implied volatility is at 171; compared to its 52-week range of 85 to 254. Call put ratio 13.5 calls to 1 put.

EHang Holdings (EH) 30-day option implied volatility is at 129; compared to its 52-week range of 109 to 187. Call put ratio 6.5 calls to 1 put.

B&G Foods (BGS) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 95. Call put ratio 44 calls to 1 put.

Corsair Gaming (CRSR) 30-day option implied volatility is at 66; compared to its 52-week range of 41 to 166. Call put ratio 3 calls to 1 put.

Biohaven Pharma (BHVN) July 100 calls active on 478 contracts

Increasing unusual option volume: INCY ADNT LSPD PARR CLNE PARR BHVN GO
Increasing unusual call option volume: INCY PARR LSPD DJX GO CLNE GERN
Increasing unusual put option volume: AGC MUX ITB CLNE CME LB
Options with decreasing option implied: SAGE GPRO INO CLDR TEVA
Active options: AMC AAPL TSLA AMD BAC NVDA PLTR F AMZN BB NIO CLNE VALE C BA ADBE FCX JPM INTC T