Mid-session IV Report October 15, 2021

Mid-session IV Report October 15, 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: SPCE OCGN AGC COTY BTAQ CCAC UPST LMND

Popular stocks with increasing volume: SPCE F AA PLUG RIOT MRNA

Movers

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 116; compared to its 52-week range of 66 to 200. Call put ratio 1 call to 1.1 puts.

Futu Holdings Limited (FUTU) 30-day option implied volatility is at 91; compared to its 52-week range of 62 to 186. Call put ratio 1 call to 1.7 puts.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 83; compared to its 52-week range of 83 to 133. Call put ratio 4 calls to 1 put.

IV into quarter results

Albertsons (ACI) November call option implied volatility is at 47, December is at 43; compared to its 52-week range of 29 to 76 into the expected release of quarter results before the bell on October 18.

State Street (STT) November call option implied volatility is at 29, December is at 28; compared to its 52-week range of 24 to 77 into the expected release of quarter results before the bell on October 18. Call put ratio 7 calls to 1 put.

Steel Dynamics (STLD) November call option implied volatility is at 41, December is at 39; compared to its 52-week range of 36 to 50 into the expected release of quarter results after the bell on October 18.

Teradyne (TER) November call option implied volatility is at 37, December is at 35; compared to its 52-week range of 30 to 56 into the expected release of quarter results after the bell on October 18. Call put ratio 1 call to 3 puts.

Increasing unusual option volume: ALC EWH XP QSR JBHT
Increasing unusual call option volume: ALC AGC XP WTI CMA AMN
Increasing unusual put option volume: ALC EWH PROG EWW MSOS URA
Options with decreasing option implied: SIRI CCXI GS WFC MS BAC RKLB TEVA ZNGA
Active options: TSLA AAPL AMC SPCE NIO NVDA BBIG BAC AMD F FB MARA UPST WFC MSFT AA PLUG RIOT BABA MRNA