Mid-session IV Report June 30, 2021

Mid-session IV Report June 30, 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: ASTS CLDR EDU IRBT PINS HOME FB AMZN CANO CLVS

Popular stocks with increasing volume: BBBY SPCE WMT MU PLTR T F

Option IV into quarter results

Micron Technology (MU) July weekly call option implied volatility is at 81, July is at 44; compared to its 52-week range of 34 to 61 into the expected release of quarter results today after the bell. Call put ratio 6.8 calls to 1 put with focus on July 85 calls.

McCormick (MKC) July call option implied volatility is at 25, 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 calls to 1 put.

Walgreens Boots Alliance (WBA) July weekly call option implied volatility is at 71, July is at 36; compared to its 52-week range of 24 to 50 into the expected release of quarter results on July 1. Call put ratio 1.2 calls to 1 put with focus on August 52.50 calls.

WMT & ASTS options active as shares rally

Walmart (WMT) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 62. Call put ratio 5.8 calls to 1 put with focus on July weekly 140, 141 and 145 calls as shares rally 2.9%

AST SpaceMobile (ASTS) 30-day option implied volatility is at 170; compared to its 52-week range of 84 to 194. Call put ratio 7.4 calls to 1 put with focus on July 15 and 22.50 calls as shares rally 39%.

Option implied volatility for Social Media as shares near upper end of range into end of quarter

Snap (SNAP) 30-day option implied volatility is at 68; compared to its 52-week range of 44 to 118 into end of quarter.

Facebook (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 55. Call put ratio 2.6 calls to 1 put.

Twitter (TWTR) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 91

Pinterest (PINS) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 110.

Yelp (YELP) 30-day option implied volatility is at 39; compared to its 52-week range of 36 to 116

Alphabet (GOOG) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 49. Call put ratio 1 call to 1 put.

Spotify (SPOT) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 74.

Option implied volatility for stocks heavily shorted by traders

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 137; compared to its 52-week range of 75 to 230 amid shares being on heavily shorted lists.

AMC Entertainment (AMC) 30-day option implied volatility is at 176; compared to its 52-week range of 85 to 726 amid shares being on heavily shorted lists.

Increasing unusual option volume: BSQR VTNR ASTS CANO ALT BBBY WISH
Increasing unusual call option volume: BSQR VTNR LSPD GIS CANO
Increasing unusual put option volume: ALT MPW ASTS NTLA GTT ASAN STZ
Options with decreasing option implied: INO ATOS BBBY LEV NKE KMX STZ
Active options: AMD NIO AAPL TSLA AMC BBBY SPCE GE WMT FB SOFI MU WISH PLTR T PLUG BA SNAP AMZN F