Mid-session IV Report June 25, 2021

Mid-session IV Report June 25, 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: EXPR CLDR SNAP TWTR NFLX NUAN HOME CCIV

Popular stocks with increasing volume: NKE FDX PLTR BA

Tesla (TSLA) July option IV near low end of range

Tesla (TSLA) July weekly call option implied volatility is at 56, July is at 52; compared to its 52-week range of 47 to 130.

Cruise liners option IV near low end of range into U.S. start up of cruises

Canival Cruise (CCL) IV Index mean is at 44; compared to 52-week range of 44 to 126 with 10 strikes trading more than 1K contracts

Royal Caribbean (RCL) IV Index mean is at 37; compared to 52-week range of 37 to 122 with 8 strikes trading more than 100 contracts.

Norwegian Cruise Line (NCLH) IV Index mean is at 52 compared to 52-week range of 48 to 134 with 12 strikes trading more than 100 contracts

Option IV into quarter results

Herman Miller (MLHR) July call option implied volatility is at 51, August is at 37; compared to its 52-week range of 35 to 92 into the expected release of quarter results after the bell on June 28. Call put ratio 19 calls to 1 put.

National Beverage (FIZZ) July call option implied volatility is at 60, August is at 58; compared to its 52-week range of 45 to 276 into the expected release of quarter results after the bell on June 29.

Novagold (NG) July call option implied volatility is at 36, August is at 35; compared to its 52-week range of 38 to 74 into the expected release of quarter results after the bell on June 29.

Bed Bath & Beyond (BBBY) July weekly call option implied volatility is at 140, July is at 105; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on June 30.

Constellation Brands (STZ) July weekly call option implied volatility is at 37, July is at 27; compared to its 52-week range of 20 to 46 into the expected release of quarter results before the bell on June 30. Call put ratio 4.8 calls to 1 put.

General Mills (GIS) July call option implied volatility is at 22, August is at 19; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on June 30.

Micron (MU) July weekly call option implied volatility is at 53, July is at 40; compared to its 52-week range of 34 to 61 into the expected release of quarter results after the bell on June 30.

McCormick (MKC) July call option implied volatility is at 21, August is at 20; compared to its 52-week range of 17 to 38 into the expected release of quarter results before the bell on July 1.

Walgreens Boots Alliance (WBA) July weekly call option implied volatility is at 44, July is at 32; compared to its 52-week range of 24 to 50 into the expected release of quarter results on July 1.

Increasing unusual option volume: XERS SEAC WISH CLMT TTD NKE
Increasing unusual call option volume: SEAC XERS CLMT WISH TTD NKE KMX
Increasing unusual put option volume: CAG BRZU GTT PSFE ASAN ABEV JKS WISH KSS
Options with decreasing option implied: AMC NKE FDX IPOD CLNE GEO RAD WGO
Active options: TSLA NKE AMC SPCE AAPL NFLX BABA PSFE WISH BB AMZN BIDU AMD BA PLTR BAC FDX CLOV NOK NIO