Mid-session IV Report October 26, 2021

Mid-session IV Report October 26, 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: MARK GNUS TWTR GOOG AMD AAPL GM F OCGN DWAC RBAC

Popular stocks with increasing volume: DKNG SNAP LCID INTC F UPS MSFT AMZN FCEL

Large cap tech at record high

Tesla (TSLA) October weekly call option implied volatility is at 83, November is at 61; 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 $1050.

NVIDIA (NVDA) October weekly call option implied volatility is at 50, November is at 54; compared to its 52-week range of 31 to 58 as shares rally 8%. Call put ratio 3.2 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) October weekly call option implied volatility is at 86, November is at 47; compared to its 52-week range of 29 to 65 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Capital One Financial (COF) October weekly call option implied volatility is at 60, November is at 35; compared to its 52-week range of 27 to 54 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to put.

Twitter (TWTR) October weekly call option implied volatility is at 150, November is at 66; compared to its 52-week range of 32 to 91 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.

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

Robinhood (HOOD) October weekly call option implied volatility is at 128, November is at 80; compared to its 52-week range of 55 to 225 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Texas Instruments (TXN) October weekly call option implied volatility is at 55, November is at 27; compared to its 52-week range of 19 to 38 into the expected release of quarter results today after the bell.

Visa (V) October weekly call option implied volatility is at 39, November is at 25; compared to its 52-week range of 19 to 38 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put.

Apple (AAPL) October weekly call option implied volatility is at 41, November is at 25; compared to its 52-week range of 19 to 50 into the expected release of quarter results on October 27. Call put ratio 4.5 calls to 1 put.

eBay (EBAY) October weekly call option implied volatility is at 77, November is at 36; compared to its 52-week range of 24 to 51 into the expected release of quarter results after the bell on October 27. Call put ratio 1 call to 4 puts.

Ford (F) October weekly call option implied volatility is at 72, November is at 43; compared to its 52-week range of 33 to 78 into the expected release of quarter results on October 27. Call put ratio 2.8 calls to 1 put.

General Dynamics (GD) October weekly call option implied volatility is at 47, November is at 27; compared to its 52-week range of 17 to 43 into the expected release of quarter results before the bell on October 27. Call put ratio 1 call to 2 puts.

Harley Davidson (HOG) October weekly call option implied volatility is at 117, November is at 54; compared to its 52-week range of 34 to 87 into the expected release of quarter results before the bell on October 27. Call put ratio 3.5 calls to 1 put.

Hilton (HLT) November call option implied volatility is at 31, December is at 30; compared to its 52-week range of 26 to 56 into the expected release of quarter results before the bell on October 27.

Service Now (NOW) October weekly call option implied volatility is at 71, November is at 36; compared to its 52-week range of 25 to 52 into the expected release of quarter results after the bell on October 27.

Teladoc (TDOC) October weekly call option implied volatility is at 99, November is at 55; compared to its 52-week range of 38 to 78 into the expected release of quarter results after the bell on October 27.

Kraft Heinz (KHC) October weekly call option implied volatility is at 53, November is at 30; compared to its 52-week range of 19 to 45 into the expected release of quarter results after the bell on October 27.

Xilinx (XLNX) October weekly call option implied volatility is at 97, November is at 51; compared to its 52-week range of 25 to 66 into the expected release of quarter results on October 27. Call put ratio 4 calls to 1 put as shares at record high.

Amazon (AMZN) October weekly call option implied volatility is at 53, November is at 28; compared to its 52-week range of 18 to 54 into the expected release of quarter results after the bell on October 28.

WW International (WW) October weekly call option implied volatility is at 67, November is at 90; compared to its 52-week range of 43 to 121 into the expected release of quarter results on November 4.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 84; compared to its 52-week range of 67 to 239. Call put ratio 8.5 calls to 1 put with focus on November 31 and 32 calls.

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.

Proshares Bitcoin Strategy (BITO) 30-day option implied volatility is at 80; compared to its 52-week range of 80 to 96. Call put ratio 2.2 calls to 1 put.

Datadog (DDOG) October weekly call option implied volatility is at 65, November is at 60; compared to its 52-week range of 37 to 83 into hosting a virtual investor meeting on October 27.

Cortexyme (CRTX) November call option implied volatility is at 580, December is at 470; compared to its 52-week range of 57 to 540 into the mid-November Phase 2/3 GAIN and REPAIR study. Call put ratio 1 call to 3.9 puts.

MP Materials (MP) call put ratio 1 call to 10 puts with focus on November 35 puts as shares sell off 5.7%.

Increasing unusual option volume: MARK MOGO EQOS RBAC FBAC MP
Increasing unusual call option volume: FPAC MARK AGC MOGO EQOS
Increasing unusual put option volume: FPAC MQ BKKT MP MLCO
Options with decreasing option implied: BB SNAP FB GE
Active options: TSLA NVDA FB AAPL AMD DKNG PLTR PROG NIO OCGN SNAP LCID INTC F GNUS BKKT UPS MSFT AMZN FCEL