Mid-session IV Report October 21, 2021

Mid-session IV Report October 21, 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 PSTH BBWI TGT LOW WHR INTC CMG STX SAM CMRX

Popular stocks with increasing volume: F TLRY SOFI DIDI AMC PINS AFRM

Tesla (TSLA) November option implied volatility at low end of range after quarter results

Tesla (TSLA) October weekly call option implied volatility is at 44, November is at 34; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 1.8 calls to 1 put.

Option IV into quarter results

Intel (INTC) October weekly call option implied volatility is at 95, November is at 33; compared to its 52-week range of 21 to 46 into the expected release of quarter results today after the bell.

Boston Bear (SAM) November call option implied volatility is at 62, December is at 55; compared to its 52-week range of 33 to 65 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Chipotle (CMG) October weekly call option implied volatility is at 97, November is at 31; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell.

Mattel (MAT) October weekly call option implied volatility is at 170, November is at 47; compared to its 52-week range of 29 to 112 the expected release of quarter results today after the bell. Call put ratio 21 calls to 1 put with focus on October calls.

Whirlpool (WHR) October weekly call option implied volatility is at 115, November is at 37; compared to its 52-week range of 25 to 53 into the expected release of quarter results today after the bell.Call put ratio 1 call to 1 put.

American Express (AXP) October weekly call option implied volatility is at 63, November is at 24; compared to its 52-week range of 20 to 42 into the expected release of quarter results before the bell on October 22. Call put ratio 2 calls to 1 put.

Cleveland Cliffs (CLF) October weekly call option implied volatility is at 130, November is at 63; compared to its 52-week range of 55 to 114 into the expected release of quarter results before the bell on October 22. Call put ratio 7.1 calls to 1 put with focus on October weekly 22 calls.

Honeywell (HON) October weekly call option implied volatility is at 52, November is at 20; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on October 22. Call put ratio 1 call to 9.9 puts with focus on December 210 and 220 puts.

Seagate (STX) October weekly call option implied volatility is at 129, November is at 38; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on October 22.

Increasing unusual option volume: VOD EAT CAKE COMM ALKS ARMK COMM KDMN THC SOL TWO
Increasing unusual call option volume: ALKS COMM DECK TWO SOL THC SGOC
Increasing unusual put option volume: CAKE KDMN EAT THC SOL APO PROG IBM MQ
Options with decreasing option implied: OCGN BBIG BKKT VXRT AGC TSLA IBM LVS LUV AN
Active options: TSLA F AAPL AMD PYPL SOFI TLRY PINS FB IBM WISH AMC NVDA BBIG DIDI AAL NFLX T BABA AFRM