Mid-session IV Report June 21, 2021

Mid-session IV Report June 21, 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 IPOD VOD IBM OCX ROKU NFLX INTC

Popular stocks with increasing volume: PLTR X F NVDA C ROKU BB FCX AAL

Crypto themed stocks IV amid Bitcoin trades near two-week low

Coin (COIN) 30-day option implied volatility is at 52; compared to its 52-week range of 46 to 81 amid reports of China regulation.

Marathon Patent Group (MARA) 30-day option implied volatility is at 111; compared to its 52-week range of 101 to 393 amid reports of China regulation.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 88; compared to its 52-week range of 30 to 154 as shares sell off 7.8%,

Semiconductor chip company option IV

Intel (INTC) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 46. Call put ratio 3.5 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 55. Call put ratio 2.9 calls to 1 put with focus on July weekly (2) calls.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 71. Call put ratio 3.7 calls to 1 put with focus on June weekly 88 and 89 calls.

NVIDIA (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 67 as shares sell off 3.5%.

Micron (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 61. Call put ratio 2.4 calls to 1 put into the expected release of quarter results on June 30.

Taiwan Semi (TSM) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 53. Call put ratio 1 call to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 43. Call put ratio 1 call to 1.7 puts.

Splunk (SPLK) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 63. Call put ratio 12 calls to 1 put with focus on June weekly 130 calls

ContextLogic (WISH) 30-day option implied volatility is at 171; compared to its 52-week range of 79 to 279. Call put ratio 11.8 calls to 1 put with focus on June weekly 14 calls.

Option IV into quarter results

H.B. Full (FUL) July call option implied volatility is at 31, August is at 27; compared to its 52-week range of 25 to 68 into the expected release of quarter results on June 23.

KB Home (KBH) July call option implied volatility is at 42, August is at 40; compared to its 52-week range of 36 to 74 into the expected release of quarter results after the bell on June 23. Call put ratio 9.8 calls to 1 put.

Rite Aid (RAD) June weekly call option implied volatility is at 144, July is at 74; compared to its 52-week range of 60 to 134 into the expected release of quarter results on June 23.

Steelcase (SCS) July call option implied volatility is at 49, August is at 39; compared to its 52-week range of 37 to 98 into the expected release of quarter results after the bell on June 23. Call put ratio 4.9 calls to 1 put.

Winnebago (WGO) July call option implied volatility is at 53, August is at 48; compared to its 52-week range of 41 to 74 into the expected release of quarter results before the bell on June 23.

BlackBerry (BB) June weekly call option implied volatility is at 176, 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 3.6 calls to 1 put with focus on June weekly 13 calls.

FedEx (FDX) June weekly call option implied volatility is at 67, July is at 37; compared to its 52-week range of 24 to 63 into the expected release of quarter results after the bell on June 24. Call put ratio 2.9 calls to 1 put.

Nike (NKE) June weekly call option implied volatility is at 57, 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.

Increasing unusual option volume: ADNT PLTK STNE CBAY GERN BHR WISH SPLK
Increasing unusual call option volume: BHR CBAY IWD WISH GERN ELAN AXTA
Increasing unusual put option volume: STNE MUX BFLY GOOS ZEN ET WISH ASAN
Options with decreasing option implied: SAGE WOOF ZNGA CLOV CLDR ROOT
Active options: AAPL TSLA WISH PLTR X F NVDA C ROKU SNDL CAT GE JPM WFC RIOT FB BB FCX CLOV AAL