Mid-session IV Report October 25 2021

Mid-session IV Report October 25 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: BKRT INO TWTR FB HAS IPOF

Popular stocks with increasing volume: SNAP PINS PLTR PYPL X F

Digital World Acquisition Corp (DWAC) November call option implied volatility is at 290, December is at 265 as shares rally 4%. Call put ratio 1 call to 1 put.

Option IV into quarter results

Hasbro (HAS) October weekly call option implied volatility is at 78, November is at 39; compared to its 52-week range of 21 to 54 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Facebook (FB) October weekly call option implied volatility is at 78, November is at 44; compared to its 52-week range of 21 to 55 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) October weekly call option implied volatility is at 76, November is at 45; compared to its 52-week range of 29 to 65 into the expected release of quarter results after the bell on October 26. Call put ratio 2.4 calls to 1 put.

Capital One Financial (COF) October weekly call option implied volatility is at 53, November is at 35; compared to its 52-week range of 27 to 54 into the expected release of quarter results after the bell on October 26.

General Electric (GE) October weekly call option implied volatility is at 55, November is at 35; compared to its 52-week range of 28 to 61 into the expected release of quarter results before the bell on October 26.

United Parcel Service (UPS) October weekly call option implied volatility is at 61, November is at 33; 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 1 call to 1.1 put.

Twitter (TWTR) October weekly call option implied volatility is at 130, November is at 62; compared to its 52-week range of 32 to 91 into the expected release of quarter results after the bell on October 26. Call put ratio 2.9 calls to 1 put.

Alphabet (GOOGL) October weekly call option implied volatility is at 47, 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 1.7 calls to 1 put.

Tesla (TSLA) October weekly call option implied volatility is at 50, November is at 42; compared to its 52-week range of 37 to 106 after quarter results. Call put ratio 2.2 calls to 1 put as shares trade above $968.

Increasing unusual option volume: MARK CRTD PIXY WE FRSX AQMS
Increasing unusual call option volume: MARK CRTD WE PIXY FRSX DOMA
Increasing unusual put option volume: SBSW MMP WE MAPS KMB
Options with decreasing option implied: MIR SAM CROX INTC
Active options: TSLA AAPL PYPL NVDA SNAP PINS AMD FB AMC MU PLTR INTC LCID NIO F MARK BKKT X CLF FCEL