Mid-session IV Report October 14, 2021

Mid-session IV Report October 14, 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: TIGR ROOT BB KODK GS AA OCGN

Popular stocks with increasing volume: AMC BB BYND WFC AFRM TSM NIO LCID SQ PLTR

Active movers

AMC Entertainment (AMC) 30-day option implied volatility is at 107; compared to its 52-week range of 103 to 725. Call put ratio 6.2 calls to 1 put as shares rally 6%.

Moderna (MRNA) October call option implied volatility is at 83, November is at 63; compared to its 52-week range of 51 to 132 ahead of FDA meeting. Call put ratio 1.4 calls to 1 put.

Beyond Meat (BYND) October call option implied volatility is at 54, November is at 56; compared to its 52-week range of 43 to 99. Call put ratio of 5.5 calls to 1 put amid McDonald’s to test McPlant burger in eight U.S. restaurants, CNBC reports.

BlackBerry (BB) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 478. Call put ratio 14.5 calls to 1 put as shares rally 5.5%.

IV into quarter results

Alcoa (AA) October call option implied volatility is at 153, November is at 60; compared to its 52-week range of 48 to 74 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Goldman Sachs (GS) October call option implied volatility is at 65, November is at 27; 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 88, 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 4.1 calls to 1 put.

PNC Financial (PNC) October call option implied volatility is at 53, 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 53, 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. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: OPAD UNH WBA T AAOI SLI XENE RDW EWY IONQ
Increasing unusual call option volume: AAOI EWY SLI IONQ RDW SGH
Increasing unusual put option volume: PROG STNG RDW AEP NRXP
Options with decreasing option implied: CCXI KDMN RKLB INO DPZ BAC C
Active options: AMD AAPL BAC TSLA NVDA PLUG FB SOFI AMC AFRM TSM MSFT MU NIO WFC LCID AMZN FUBO SQ PLTR