Mid-session IV Report October 20, 2021

Mid-session IV Report October 20, 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 TGT PINS NVAX BTU SONO IBM AAL

Popular stocks with increasing volume: PINS NVAX PTON VZ

Option IV into quarter results

IBM (IBM) October weekly call option implied volatility is at 63, November is at 25; compared to its 52-week range of 16 to 36 into the expected release of quarter results today after the bell.

Tesla (TSLA) October weekly call option implied volatility is at 72, November is at 47; compared to its 52-week range of 37 to 106 into the expected release of quarter results today after the bell.

American Airlines (AAL) October weekly call option implied volatility is at 75, November is at 43; compared to its 52-week range of 40 to 117 into the expected release of quarter results before the bell on October 21. Call put ratio 2.4 calls to 1 put.

AT&T (T) October weekly call option implied volatility is at 46, November is at 26; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on October 21.

AutoNation (AN) November call option implied volatility is at 43, December is at 41; compared to its 52-week range of 32 to 70 into the expected release of quarter results before the bell on October 21.

Blackstone (BX) October weekly call option implied volatility is at 54, November is at 30; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on October 21.

Boston Bear (SAM) November call option implied volatility is at 58, December is at 52; compared to its 52-week range of 33 to 65 into the expected release of quarter results after the bell on October 21. Call put ratio 3.4 calls to 1 put.

Chipotle (CMG) October weekly call option implied volatility is at 81, November is at 33; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on October 21.

Crocs (CROX) November call option implied volatility is at 57, December is at 52; compared to its 52-week range of 40 to 76 into the expected release of quarter results before the bell on October 21.

Freeport-McMoRan (FCX) October weekly call option implied volatility is at 75, November is at 57; compared to its 52-week range of 41 to 64 into the expected release of quarter results before the bell on October 21.

Intel (INTC) October weekly call option implied volatility is at 73, November is at 31; compared to its 52-week range of 21 to 46 into the expected release of quarter results after the bell on October 21.

Mattel (MAT) October weekly call option implied volatility is at 130, November is at 47; compared to its 52-week range of 29 to 112 the expected release of quarter results after the bell on October 21. Call put ratio 8.6 calls to 1 put.

Whirlpool (WHR) October weekly call option implied volatility is at 91, November is at 35; compared to its 52-week range of 25 to 53 into the expected release of quarter results after the bell on October 21.Call put ratio 1 call to 4 puts.

Increasing unusual option volume: BHF TXRH AVIR COMM ZTO IJR ETWO AVIR EAT CYCN
Increasing unusual call option volume: BHF TXRH COMM WATT WGO IJR ETWO AVIR CYCN SEAH HHC BTU
Increasing unusual put option volume: NLS LNG NET NFLX EAT PROG LITE CTSH SYF NVAX
Options with decreasing option implied: OCGN NEGG BKKT DPZ ISRG
Active options: AAPL NFLX BABA TSLA AMD BBIG FB AMC TLRY NVDA PTON NVAX FCEL RIOT PINS BB MARA F COIN AMZN