Mid-session IV Report June 9, 2021

Mid-session IV Report June 9, 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: CLNE CLOV WISH GEO BBIG ROOT GOTU STAY

Popular stocks with increasing volume: SPCE BB TLRY T GME

Facebook (FB) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 55. Call put ratio 2 calls to 1 put as shares near record high.

Option volume and IV movers

Clean Energy Fuels (CLNE) 30-day option implied volatility is at 241; compared to its 52-week range of 61 to 181. Call put ratio 12 calls to 1 put as shares rally 17%.

CarLotz, Inc. (LOTZ) 30-day option implied volatility is at 203; compared to its 52-week range of 71 to 259. Call put ratio 24 calls to 1 put with focus on July 12.50 calls.

ContextLogic (WISH) 30-day option implied volatility is at 275; compared to its 52-week range of 79 to 279. Call put ratio 4.8 calls to 1 put with focus on June 25 calls.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 108; compared to its 52-week range of 13 to 170. Call put ratio 22 calls to put with focus on July 10 and 11 calls as shares rally 10%.

GEO Group (GEO) 30-day option implied volatility is at 216; compared to its 52-week range of 37 to 115. Call put ratio 8.5 calls to 1 put as shares rally 37%.

Clover Health Investments (CLOV) 30-day option implied volatility is at 280; compared to its 52-week range of 12 to 305. Call put ratio 2.2 calls to 1 put.

FireEye (FEYE) 30-day call option implied volatility is at 61; compared to its 52-week range of 38 to 100. Call put ratio 78 calls to 1 put with focus on June 20.50 calls.

Academy Sports and Outdoor (ASO) 30-day call option implied volatility is at 69; compared to its 52-week range of 61 to 162. Call put ratio 28 calls to 1 put with focus on June 40 calls.

Option IV into quarter results

GameStop (GME) June weekly call option implied volatility is at 325, June is at 227; compared to its 52-week range of 78 to 553 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with focus on June 400 calls.

RH (RH) June weekly call option implied volatility is at 118, June is at 73; compared to its 52-week range of 40 to 83 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3 puts.

Chewy (CHWY) June weekly call option implied volatility is at 133, June is at 81; compared to its 52-week range of 48 to 116 into the expected release of quarter results after the bell on June 10. Call put ratio 2.5 calls to 1 put.

Dave & Busters (PLAY) June weekly call option implied volatility is at 149, June is at 91; compared to its 52-week range of 48 to 189 into the expected release of quarter results on June 10.

FuelCell (FCEL) June weekly call option implied volatility is at 234, June is at 151; compared to its 52-week range of 98 to 243 into the expected release of quarter results on June 10. Call put ratio 5.7 calls to 1 put.

Signet Jewelers (SIG) June weekly call option implied volatility is at 141, June is at 87; compared to its 52-week range of 58 to 1145 into the expected release of quarter results before the bell on June 10. Call put ratio 14 calls to 1 put with focus on win the money June and July 35 calls.

Snowflake (SNOW) June weekly call option implied volatility is at 61, June is at 52; compared to its 52-week range of 45 to 100 into inaugural analyst day on June 10. Call put ratio 1.7 calls to 1 put.

Increasing unusual option volume: TWNK WISH CLNE GEO CLOV CPB FEYE
Increasing unusual call option volume: WISH CLNE GEO AHT LOTZ ROOT WATT CLOV
Increasing unusual put option volume: WEN CLOV WISH CLNE RIDE LOGI
Options with decreasing option implied: AMC BB EXPR BBBY BIIB SFIX
Active options: CLOV AMC WISH AAPL TSLA TLRY UWMC WKHS SNDL IVR CLNE RKT BB BAC F AMZN CLF AHT GEO RIDE