Mid-session IV Report October 13, 2021

Mid-session IV Report October 13, 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: OCGN MNKD CGEN AVDL BOWX ALGN BB M TROX KRE

Popular stocks with increasing volume: PLUG PLTR BB DKNG FCEL SOFI DAL T

IV into quarter results

Alcoa (AA) October call option implied volatility is at 120, November is at 61; 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 2.8 calls to 1 put.

Bank of America (BAC) October call option implied volatility is at 48, 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 48, November is at 29; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on October 14. Call put ratio 2.1 calls to 1 put.

Dominos Pizza (DPZ) October call option implied volatility is at 105, 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 55, November is at 31; 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 1.1 calls to 1 put.

Taiwan Semiconductor (TSM) October call option implied volatility is at 58, 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. Call put ratio 2.3 calls to 1 put.

U.S. Bancorp (USB) October call option implied volatility is at 43, 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 1 call to 2.8 puts.

Unitedhealth (UNH) October call option implied volatility is at 58, November is at 26; 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 88, 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 66, November is at 32; compared to its 52-week range of 27 to 50 into the expected release of quarter results before the bell on October 14.

Goldman Sachs (GS) October call option implied volatility is at 49, November is at 29; compared to its 52-week range of 23 to 41 into the expected release of quarter results before the bell on October 15.

J.B. Hunt (JBHT) October call option implied volatility is at 68, November is at 31; compared to its 52-week range of 22 to 37 into the expected release of quarter results before the bell on October 15. Call put ratio 23 calls to 1 put.

PNC Financial (PNC) October call option implied volatility is at 47, November is at 29; compared to its 52-week range of 23 to 45 into the expected release of quarter results before the bell on October 15. Call put ratio 4.1 calls to 1 put.

Truist Financial (TFC) October call option implied volatility is at 55, November is at 29; compared to its 52-week range of 23 to 49 into the expected release of quarter results before the bell on October 15.

Biogen (BIIB) 30-option implied volatility is at 35; compared to its 52-week range of 32 to 121.

Increasing unusual option volume: SGH WTRH PROG TTM GSAT CTXS
Increasing unusual call option volume: SGH WTRH PROG GSAT RDW VST
Increasing unusual put option volume: PROG TTM VRM ALGN ACI
Options with decreasing option implied: CCXI CIFR INO TLRY APRN JPM DAL RKLB IRNT
Active options: AAPL AMD PLUG TSLA PLTR BBIG FB GSAT BB DKNG MSFT NVDA JPM FCEL SOFI DAL AMZN T PROG