Mid-session IV Report October 22, 2021

Mid-session IV Report October 22, 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: BBWI EWZ IPOF VRTX TGT CRTD WE INO

Popular stocks with increasing volume: SNAP INTC CLF PYPL FB

Option IV into quarter results

Hasbro (HAS) October weekly call option implied volatility is at 65, November is at 38; compared to its 52-week range of 21 to 54into the expected release of quarter results before the bell on October 25. Call put ratio 5.1 calls to 1 put.

3M (MMM) October weekly call option implied volatility is at 28, November is at 20; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on October 26.

Alphabet (GOOGL) October weekly call option implied volatility is at 41, November is at 28; compared to its 52-week range of 18 to 46 into the expected release of quarter results after the bell on October 26. Call put ratio 2.7 calls to 1 put.

Eli Lilly (LLY) October weekly call option implied volatility is at 40, November is at 29; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on October 26.

Boyd Gaming (BYD) November call option implied volatility is at 44, December is at 39; compared to its 52-week range of 38 to 69 into the expected release of quarter results after the bell on October 26. Call put ratio 38 calls to 1 put with focus on November 70 calls.

Jet Blue (JBLU) November and December call option implied volatility is at 42; compared to its 52-week range of 38 to 76 into the expected release of quarter results before the bell on October 26.

Quantum Scape (QS) October weekly call option implied volatility is at 92, November is at 77; compared to its 52-week range of 68 to 238 into the expected release of quarter results on October 26.

Texas Instruments (TXN) October weekly call option implied volatility is at 37, November is at 24; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on October 26.

Pinterest (PINS) October weekly call option implied volatility is at 67, November is at 65; compared to its 52-week range of 38 to 110 into the expected release of quarter results after the bell on October 26.

Twitter (TWTR) October weekly call option implied volatility is at 99, November is at 57; compared to its 52-week range of 32 to 91 into the expected release of quarter results after the bell on October 26.

United Parcel Service (UPS) October weekly call option implied volatility is at 47, November is at 31; compared to its 52-week range of 18 to 51 into the expected release of quarter results before the bell on October 26. Call put ratio 4.6 calls to 1 put.

Visa (V) October weekly call option implied volatility is at 31, November is at 28; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on October 26. Call put ratio 2.9 calls to 1 put.

Apple (AAPL) October weekly call option implied volatility is at 30, November is at 24; compared to its 52-week range of 19 to 50 into the expected release of quarter results on October 27. Call put ratio 3 calls to 1 put.

First Solar (FSLR) October weekly call option implied volatility is at 41, November is at 45; compared to its 52-week range of 33 to 71 into the expected release of quarter results on November 4.

Tesla (TSLA) October weekly call option implied volatility is at 39, November is at 37; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 1.6 calls to 1 put as shares trade above $900.

Increasing unusual option volume: CRTD WE ATHA YVR MAT SNAP TTD TWTR
Increasing unusual call option volume: CRTD WE MAT YVR ATHA AGC
Increasing unusual put option volume: WE OCUL AGEN MAT HCA MJ THC PROG
Options with decreasing option implied: VOD BBIG BKKT CIFR MAT NEGG INTC STX VMW PM BK IBM
Active options: TSLA SNAP INTC FB AAPL NVDA AMD AMC CLF NFLX PYPL AMZN F BYND FCEL NIO PINS MSFT BBIG WMT