Mid-session IV Report October 19, 2021

Mid-session IV Report October 19, 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: RLX AGC BBWI PSTH KDMN AVIR EPD BRG IPOF PLAB APTS

Popular stocks with increasing volume: PLTR COIN FCEL WMT SOFI DKNG MRNA

Option IV into quarter results

Netflix (NFLX) October weekly call option implied volatility is at 76, November is at 36; compared to its 52-week range of 21 to 61 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) October weekly call option implied volatility is at 69, November is at 43; compared to its 52-week range of 34 to 61 into the expected release of quarter results today.

United Airlines (UAL) October weekly call option implied volatility is at 69, November is at 41; compared to its 52-week range of 37 to 82 into the expected release of quarter results on October 20. Call put ratio 4.8 calls to 1 put.

Abbott (ABT) October weekly call option implied volatility is at 38, November is at 21; compared to its 52-week range of 17 to 37 into the expected release of quarter results before the bell on October 20. Call put ratio 4 calls to 1 put.

Biogen (BIIB) October weekly call option implied volatility is at 65, November is at 39; compared to its 52-week range of 32 to 121 into the expected release of quarter results before the bell on October 20. Call put ratio 1 call to 1.4 puts.

CSX Corp. (CSX) October weekly call option implied volatility is at 59, November is at 27; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on October 20. Call put ratio 7.9 calls to 1 put.

IBM (IBM) October weekly call option implied volatility is at 57, November is at 26; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on October 20.

Tesla (TSLA) October weekly call option implied volatility is at 65, November is at 37; compared to its 52-week range of 37 to 106 into the expected release of quarter results on October 20.

Verizon (VZ) October weekly call option implied volatility is at 25, November is at 15; compared to its 52-week range of 12 to 23 into the expected release of quarter results before the bell on October 20. Call put ratio 3.3 calls to 1 put.

Crypto themed stocks option implied volatility as Bitcoin near record amid debut of futures-based ETF

Coin (COIN) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 81 as Bitcoin near record amid debut of futures-based ETF.

Marathon Patent Group (MARA) 30-day option implied volatility is at 111; compared to its 52-week range of 89 to 275 as Bitcoin near record high as shares sell off 3%.

Riot Blockchain (RIOT) 30-day option implied volatility is at 116; compared to its 52-week range of 88 to 275 as Bitcoin near record amid debut of futures-based ETF.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 154 as shares sell off 4%.

Microvision (MVIS) 30-day option implied volatility is at 100; compared to its 52-week range of 92 to 274as Bitcoin near record amid debut of futures-based ETF. Call put ratio 10.5 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 131; compared to its 52-week range of 113 to 279 as shares rally 6%. Call put ratio 9 calls to 1 put with focus on October weekly calls.

CleanSpark (CLSK) 30-day option implied volatility is at 101; compared to its 52-week range of 91 to 186 as shares rally 3%. Call put ratio 26 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 79; compared to its 52-week range of 66 to 168 as shares sell off 11%. Call put ratio 4.4 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 67; compared to its 52-week range of 57 to 142. Call put ratio 6 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 73; compared to its 52-week range of 62 to 127. Call put ratio 27 calls to 1 put with focus on November calls.

Ideanomics (IDEX) 30-day option implied volatility is at 80; compared to its 52-week range of 75 to 325. Call put ratio 75 calls to 1 put with focus on January calls.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 59.

Square (SQ) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 73.

Increasing unusual option volume: AVIR AER WATT ARKG PROG LNG
Increasing unusual call option volume: AVIR WATT ARKG AER PROG LNG
Increasing unusual put option volume: PROG TTM ARKG HUBS THC CIFR OMER
Options with decreasing option implied: INO NRXP AUPH BKKT DNA NEGG
Active options: AAPL FB TSLA AMD AMC BABA NIO PLTR COIN FCEL WMT PROG RIOT MSFT SOFI NVDA DKNG MRNA BBIG MARA