Mid-session IV Report June 23, 2021

Mid-session IV Report June 23, 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 CLDR GSAH FII DDD TWTR NFLX IBM INTC GLW UAA

Popular stocks with increasing volume: PLTR F BABA NIO PLUG SNAP XPEV

Movers

Clover Health Investments (CLOV) July call option implied volatility is at 250, August is at 183; compared to its 52-week range of 12 to 305. Call put ratio 7.1 calls to 1 put with focus on June weekly 20 and July 43 calls as shares rally 10%.

ContextLogic (WISH) 30-day option implied volatility is at 200, July is at 183; compared to its 52-week range of 79 to 278. Call put ratio 9.2 calls to 1 put with focus on June weekly 15 and 20 calls.

Walmart (WMT) 30-day option implied volatility is at 15; compared to its 52-week range 14 to 42 into the expected release of quarter results on August 17. Call put ratio 2 calls to 1 put with focus on July 140 calls.
Option implied volatility into quarter results

H.B. Full (FUL) July and August call option implied volatility is at 25; compared to its 52-week range of 25 to 58 into the expected release of quarter results today after the bell.

KB Home (KBH) July call option implied volatility is at 50, August is at 43; compared to its 52-week range of 36 to 74 into the expected release of quarter results today after the bell.

Rite Aid (RAD) June weekly call option implied volatility is at 198, July is at 87; compared to its 52-week range of 60 to 134 into the expected release of quarter results today.

Steelcase (SCS) July call option implied volatility is at 48, August is at 41; compared to its 52-week range of 37 to 98 into the expected release of quarter results today after the bell.

Accenture (ACN) call option implied volatility is at 47, July is at 21; compared to its 52-week range of 16 to 40 into the expected release of quarter results before the bell on June 24.

BlackBerry (BB) June weekly call option implied volatility is at 175, July is at 121; compared to its 52-week range of 48 to 477 into the expected release of quarter results on June 24. Call put ratio 5.2 calls to 1 put.

FedEx (FDX) June weekly call option implied volatility is at 89, July is at 38; 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 71, 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.

CarMax (KMX) call option implied volatility is at 80, July is at 37; compared to its 52-week range of 26 to 55 into the expected release of quarter results before the bell on June 25. Call put ratio 3.8 calls to 1 put.

Paychex (PAYX) July call option implied volatility is at 22, August is at 20; compared to its 52-week range of 19 to 45 into the expected release of quarter results before the bell on June 25.

Entera Bio Ltd. (ENTX) call put ratio 3.4 calls to 1 put with focus on July calls as shares rally 79%

Increasing unusual option volume: BEST ASAN FPAC TIP LU GSG WISH VCVC ENDP THO
Increasing unusual call option volume: LU THO KBH WISH OZON SBH VCVC
Increasing unusual put option volume: ASAN IVR GTT PTRA STLA GSK GSAT WISH
Options with decreasing option implied: IPOD EYES IPOF ROOT BGS
Active options: TSLA AAPL AMC CLOV PLTR WISH F SNDL FB BABA NIO WKHS GSAT AMD NVDA MSFT PLUG SNAP RIOT XPEV