Mid-session IV Report October 11, 2021

Mid-session IV Report October 11, 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: VIH CMPS GSAH PAGS GEO LAUR BTBT
Popular stocks with increasing volume: SOFI CLF X T LVS
United States Natural Gas (UNG) October and November call option implied volatility is at 105; compared to its 52-week range of 30 to 219 as shares sell off 1.1%. Call put ratio 1.2 calls to 1 put.
Option IV into events
New Oriental Education (EDU) October call option implied volatility is at 175, November is at 141; compared to its 52-week range of 36 to 235 into the expected release of quarter results on October 11. Call put ratio 3.2 calls to 1 put.
Fastenal (FAST) October call option implied volatility is at 59, November is at 29; compared to its 52-week range of 19 to 38 into the expected release of quarter results on October 12. Call put ratio 1.1 calls to 1 put.
Blackrock (BLK) October call option implied volatility is at 45, November is at 28; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on October 13. Call put ratio 1 call to 1.9 puts.
Delta (DAL) October call option implied volatility is at 46, November is at 38; compared to its 52-week range of 32 to 73 into the expected release of quarter results before the bell on October 13. Call put raito 2.7 calls to 1 put.
JPMorgan (JPM) October call option implied volatility is at 31, November is at 24; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on October 13. Call put ratio 1.6 calls to 1 put.
Schwab (SCHW) October call option implied volatility is at 43, November is at 32; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on October 13. Call put ratio 2.3 calls to 1 put.
Medtronic (MDT) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 41 into hosting an investor meeting to discuss its ESG strategy on October 13. Call put ratio 1 call to 1.2 puts.
Plug Power (PLUG) 30-day option implied volatility is at 69; compared to its 52-week range of 59 to 157 into investor day on October 14. Call put ratio 2.8 calls to 1 put.
Hormel (HRL) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 48 into investor day on October 14. Call put ratio 1 call to 1.8 puts.
ULTA Salon (ULTA) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 59 ahead of ULTA’s virtual analyst day on October 19.
iShares China Large-Cap (FXI) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 37. Call put ratio 4.6 calls to 1 put as shares rally 0.8%.
Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 65. Call put ratio 11.8 calls to 1 put.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 39 into bank quarter releases. Call put ratio 1.8 calls to 1 put.
Cortexyme (CRTX) October call option implied volatility is at 183, November is at 525; compared to its 52-week range of 57 to 509 into the mid-November Phase 2/3 GAIN and REPAIR study. Call put ratio 1 call to 2.4 puts.
Increasing unusual option volume: PAGS CCXI AEHR LIFE YELL RL
Increasing unusual call option volume: PAGS CCXI AEHR OPAD LIFE GEO
Increasing unusual put option volume: AGEN CCXI PAGS RL UNM
Options with decreasing option implied: CCXI KDMN INO VOD SOXS PSTH VIXY
Active options: BABA TSLA AAPL SOFI AMC F NVDA AMD LUV FB PLTR NIO CLOV MARA SNDL CLF X T BAC LVS