Mid-session IV Report May 25, 2021

Mid-session IV Report May 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: PCG ANF AEO BBY CRM NVDA JWN AMC

Popular stocks with increasing volume: CCL RCL AAL DAL UBER

Option IV into quarter results

Intuit (INTU) May weekly call option implied volatility is at 44, June is at 28; compared to its 52-week range of 24 to 45 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Nordstrom (JWN) May weekly call option implied volatility is at 120, June is at 65; compared to its 52-week range of 48 to 108 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Toll Brother (TOL) May weekly call option implied volatility is at 70, June is at 43; compared to its 52-week range of 34 to 74 into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) May weekly call option implied volatility is at 101, June is at 57; compared to its 52-week range of 40 to 89 into the expected release of quarter results today after the bell.

Abercrombie (ANF) May weekly call option implied volatility is at 148, June is at 74; compared to its 52-week range of 49 to 114 into the expected release of quarter results before the bell on May 26.

American Eagle (AEO) May weekly call option implied volatility is at 101, June is at 54; compared to its 52-week range of 41 to 199 into the expected release of quarter results after the bell on May 26.

Capri (CPRI) May weekly call option implied volatility is at 108, June is at 58; compared to its 52-week range of 44 to 117 into the expected release of quarter results before the bell on May 26.

NVIDIA (NVDA) May weekly call option implied volatility is at 63, June is at 39; compared to its 52-week range of 33 to 67 into the expected release of quarter results after the bell on May 26.

Pinduoduo (PDD) May weekly call option implied volatility is at 127, June is at 62; compared to its 52-week range of 50 to 83 into the expected release of quarter results before the bell on May 26. Call put ratio 2.9 calls to 1 put.

Pure Storage (PSTG) June call option implied volatility is at 61, July is at 51; compared to its 52-week range of 44 to 78 into the expected release of quarter results after the bell on May 26.

Snowflake (SNOW) May weekly call option implied volatility is at 110, June is at 61; compared to its 52-week range of 45 to 100 into the expected release of quarter results after the bell on May 26.

Best Buy (BBY) May weekly call option implied volatility is at 81, June is at 41; compared to its 52-week range of 24 to 54 into the expected release of quarter results before the bell on May 27.

Salesforce (CRM) May weekly call option implied volatility is at 71, June is at 35; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on May 27.

IV into events

Mondelez (MDLZ) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 35 into investor meeting on May 26. Call put ratio 1.9 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 58 into shareholder vote for ESG on May 26. Call put ratio 4.2 calls to 1 put.

Biogen (BIIB) May weekly call option implied volatility is at 28, June is at 103; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA date of June 7. Call put ratio 1 call to 1.3 puts.

Twitter (TWTR) May weekly option implied volatility is at 44, June is at 40; compared to its 52-week range of 40 to 90 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference today. Call put ratio 2.1 calls to 1 put.

Powershares Db Us Inflation Exchange Traded Notes (INFL) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 48.

Increasing unusual option volume: K CYRX EDU SHAK TAL
Increasing unusual call option volume: THO K TEAM AHT EDU PRVB SHAK
Increasing unusual put option volume: PBR NTNX EMB EDU TAL GDS ETN
Options with decreasing option implied: VOD IQ KSS TGT
Active options: AAPL TSLA AMC PLTR AAL RIDE SPCE BA NIO F FB DKNG SQ BAC CCL T ROKU AMZN UBER MSFT