Mid-session IV Report October 12, 2021

Mid-session IV Report October 12, 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: GWH OCGN TARA IRNT INO

Popular stocks with increasing volume: SOFI F MGM ABNB NKE LVS SQ T

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

Blackrock (BLK) October call option implied volatility is at 49, November is at 26; 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 2 calls to 1 put.

Delta (DAL) October call option implied volatility is at 50, 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 ratio 2 calls to 1 put.

JPMorgan (JPM) October call option implied volatility is at 35, November is at 25; 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 1.2 calls to 1 put.

Schwab (SCHW) October call option implied volatility is at 48, November is at 35; 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 1 call to 3 puts.

Alcoa (AA) October call option implied volatility is at 110, November is at 60; compared to its 52-week range of 48 to 74 into the expected release of quarter results before the bell on October 14. Call put ratio 3.8 calls to 1 put.

Bank of America (BAC) October call option implied volatility is at 44, November is at 28; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on October 14.

Citigroup (C) October call option implied volatility is at 43, November is at 28; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on October 14.

Dominos Pizza (DPZ) October call option implied volatility is at 89, November is at 34; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October call option implied volatility is at 48, November is at 60; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on October 14. Call put ratio 1 call to 3.4 puts.

Taiwan Semiconductor (TSM) October call option implied volatility is at 50, November is at 28; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on October 14.

U.S. Bancorp (USB) October call option implied volatility is at 41, November is at 26; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on October 14. Call put ratio 31 calls to 1 put with focus on January 90 calls.

Unitedhealth (UNH) October call option implied volatility is at 45, November is at 22; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on October 14.

Walgreens Boots (WBA) October call option implied volatility is at 75, November is at 34; compared to its 52-week range of 23 to 49 into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October call option implied volatility is at 57, November is at 31; compared to its 52-week range of 27 to 50 into the expected release of quarter results before the bell on October 14.

Cortexyme (CRTX) October call option implied volatility is at 270, November is at 551; compared to its 52-week range of 57 to 509 into the mid-November Phase 2/3 GAIN and REPAIR study. Call put ratio 1.6 calls to 1 put.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 37. Call put ratio 1.5 to call to 1 put.

Ocugen (OCGN) October call option implied volatility is at 230, November is at 200; compared to its 52-week range of 106 to 254. Call put ratio 7 calls to 1 put as shares rally 14%.

Increasing unusual option volume: PROG RRD TWNK APO AER MARK
Increasing unusual call option volume: PROG RRD AER TWNK MARK CWEB
Increasing unusual put option volume: PROG APO WKHS TTM FAST AEHR
Options with decreasing option implied: CCXI CIFR ML RKLB TLRY
Active options: TSLA AAPL PROG FB SOFI NVDA AMD F OCGN MGM ABNB BABA NIO NKE LVS LCID SQ T BAC NFLX