Mid-session IV Report October 18, 2021

Mid-session IV Report October 18, 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: FCEL CIFR IRNT COTY FUTU BILI HOOD BILI

Popular stocks with increasing volume: DIS X RIOT SPCE PLTR

Stocks movers

Apple (AAPL) October weekly call option implied volatility is at 124, November is at 25; compared to its 52-week range of 19 to 50 into hosting a special event today. Call put ratio 2 calls to 1 put.

Coinbase (COIN) October weekly call option implied volatility is at 87, November is at 65; compared to its 52-week range of 56 to 81 into hosting a special event today as shares rally 5.7%. Call put ratio 3 calls to 1 put.

Affirm Holdings (AFRM) October weekly call option implied volatility is at 103, November is at 91; compared to its 52-week range of 60 to 126 into hosting a special event today. Call put ratio 2.1 calls to 1 put a shares rally 6%.

Option IV into quarter results

Steel Dynamics (STLD) November call option implied volatility is at 44, December is at 41; compared to its 52-week range of 36 to 50 into the expected release of quarter results today after the bell. Call put ratio 5.7 calls to 1 put with focus on November calls.

Teradyne (TER) November call option implied volatility is at 39, December is at 35; compared to its 52-week range of 30 to 56 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

Halliburton (HAL) October weekly call option implied volatility is at 58, November is at 44; compared to its 52-week range of 37 to 76 into the expected release of quarter results before the bell on October 19. Call put ratio 4.7 calls to 1 put.

Interactive Brokers (ISRG) October weekly call option implied volatility is at 34, November is at 32; compared to its 52-week range of 22 to 45 into the expected release of quarter results on October 19.

Canadian National Railroad (CNI) November call option implied volatility is at 22, December is at 21; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on October 19.

Kansas City Southern (KSU) October weekly call option implied volatility is at 34, November is at 23; compared to its 52-week range of 18 to 56 into the expected release of quarter results before the bell on October 19.

Johnson & Johnson (JNJ) October weekly call option implied volatility is at 32, November is at 19; compared to its 52-week range of 14 to 34 into the expected release of quarter results before the bell on October 19.

Las Vegas Sands (LVS) October weekly call option implied volatility is at 65, November is at 44; compared to its 52-week range of 34 to 61 into the expected release of quarter results on October 19.

Lam Research (LRCX) October weekly call option implied volatility is at 58, November is at 34; compared to its 52-week range of 31 to 58 into the expected release of quarter results after the bell on October 19.

Netflix (NFLX) October weekly call option implied volatility is at 73, November is at 35; compared to its 52-week range of 21 to 61 into the expected release of quarter results after the bell on October 19.

Proctor & Gamble (PG) October weekly call option implied volatility is at 27, November is at 17; compared to its 52-week range of 13 to 38 into the expected release of quarter results before the bell on October 19.

United Airlines (UAL) October weekly call option implied volatility is at 61, November is at 41; compared to its 52-week range of 37 to 82 into the expected release of quarter results before the bell on October 19. Call put ratio 3.3 calls to 1 put.

Option Movers

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 113; compared to its 52-week range of 66 to 200. Call put ratio 1 call to 1 put as shares sell off 2%.

Futu Holdings Limited (FUTU) 30-day option implied volatility is at 112; compared to its 52-week range of 62 to 186 as shares rally 1.2%. Call put ratio 1 call to 1.3 puts.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 89; compared to its 52-week range of 83 to 133 as shares rally 10%. Call put ratio 2.9 calls to 1 put.

Increasing unusual option volume: ADNT AVDL PFGC RVNC ADMP MNKD
Increasing unusual call option volume: AVDL ADMP MAXN SELB HAS ZIOP PROG TRQ
Increasing unusual put option volume: APO PROG BWA OMER AM VFC NAT AGEN
Options with decreasing option implied: GGPI FTCV SOL SOXS GSAH NLY SDS
Active options: TSLA AAPL FCEL FB AMD AMC NIO SPCE PLTR F AMZN LCID BAC RIOT NVDA BBIG OCGN DIS X MARA