Mid-session IV Report June 29, 2021

Mid-session IV Report June 29, 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: CERE MU WBA BBBY STZ GIS ORPH IRBT UAA IPOD IPOF

Popular stocks with increasing volume: SOFI RIOT WISH PLUG PLTR WKHS COIN SPCE CCL SPCE

Moderna (MRNA) ATM July weekly calls as shares near record all-time high

Moderna (MRNA) July weekly call option implied volatility is at 62, July is at 57; compared to its 52-week range of 51 to 132 as shares near all-time high. Call put ratio 5.1 calls to 1 put with focus on ATM July weekly calls as shares rally 4.5%.

IV into quarter results

National Beverage (FIZZ) July call option implied volatility is at 65, August is at 60; compared to its 52-week range of 45 to 276 into the expected release of quarter results today after the bell.

NovaGold (NG) July call option implied volatility is at 40, August is at 37; compared to its 52-week range of 38 to 74 into the expected release of quarter results today after the bell. All put ratio 15 calls to 1 put.

Bed Bath & Beyond (BBBY) July weekly call option implied volatility is at 182, July is at 109; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on June 30. Call put ratio 2.5 calls to 1 put.

Constellation Brands (STZ) July weekly call option implied volatility is at 52, 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 1 call to 1.8 puts.

General Mills (GIS) July call option implied volatility is at 23, August is at 21; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on June 30. Call put ratio 2.4 calls to 1 put.

Micron (MU) July weekly call option implied volatility is at 73, July is at 44; compared to its 52-week range of 34 to 61 into the expected release of quarter results after the bell on June 30. Call put ratio 2.3 calls to 1 put.

McCormick (MKC) July call option implied volatility is at 27, August is at 21; compared to its 52-week range of 17 to 38 into the expected release of quarter results before the bell on July 1. Call put ratio 3.6 calls to 1 put.

Walgreens Boots Alliance (WBA) July weekly call option implied volatility is at 61, July is at 35; compared to its 52-week range of 24 to 50 into the expected release of quarter results on July 1. Call put ratio 5.1 calls to 1 put with focus on August 55 calls.

Increasing unusual option volume: KWEB MOXC NTLA MLHR BSQR WISH JACK BEST MLHR SKIN CERE
Increasing unusual call option volume: KWEB ZH VTNR NRG BSQR WISH SKIN SEAS BEST NTLA VTNR CERE
Increasing unusual put option volume: STLA TER LX VFF PPL OUST WISH ASAN NTLA STZ XPO IOVA CERE
Options with decreasing option implied: MLHR INO ATOS BB DDD DRI
Active options: AAPL TSLA NIO FB AMC SOFI RIOT AMD WISH PLUG BAC BA PLTR MARA WKHS COIN SPCE CCL JPM WFC