Mid-session IV Report October 27, 2021

Mid-session IV Report October 27, 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: BKKT AMZN LIDR CAT XOM DKS IMGN CI IPOF SBUX YUM

Popular stocks with increasing volume: V AFRM TWTR BA

Tesla near record high, IV movement continues on more calls than puts

Tesla (TSLA) October weekly call option implied volatility is at 64, November is at 53; compared to its 52-week range of 37 to 106. Call put ratio 2.4 calls to 1 put as shares trade above $1063.

IV into quarter results

Apple (AAPL) October weekly call option implied volatility is at 48, November is at 26; compared to its 52-week range of 19 to 50 into the expected release of quarter results on October 28. Call put ratio 2.5 calls to 1 put.

eBay (EBAY) October weekly call option implied volatility is at 93, November is at 38; compared to its 52-week range of 24 to 51 into the expected release of quarter results today after the bell. Call put ratio 4.5 calls to 1 put.

Ford (F) October weekly call option implied volatility is at 86, November is at 43; compared to its 52-week range of 33 to 78 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Service Now (NOW) October weekly call option implied volatility is at 92, November is at 38; compared to its 52-week range of 25 to 52 into the expected release of quarter results after the bell. Call put ratio 2.5 calls to 1 put.

Xilinx (XLNX) October weekly call option implied volatility is at 82, November is at 51; compared to its 52-week range of 25 to 66 into the expected release of quarter results today. Call put ratio 1.4 calls to 1 put as shares rally 6%.

Amazon (AMZN) October weekly call option implied volatility is at 58, 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. Call put ratio 1.8 calls to 1 put.

Comcast (CMCSA) October weekly call option implied volatility is at 53, November is at 27; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on October 28. Call put ratio 1 call to 1.2 puts.

Yum Brands (YUM) October weekly call option implied volatility is at 61, November is at 27; compared to its 52-week range of 16 to 40 into the expected release of quarter results before the bell on October 28.

Starbucks (SBUX) October weekly call option implied volatility is at 55, November is at 25; compared to its 52-week range of 18 to 40 into the expected release of quarter results after the bell on October 28.

Caterpillar (CAT) October weekly call option implied volatility is at 58, November is at 31; compared to its 52-week range of 23 to 42 into the expected release of quarter results before the bell on October 28.

MasterCard (MA) October weekly call option implied volatility is at 54, November is at 32; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on October 28.

Merck (MRK) October weekly call option implied volatility is at 34, November is at 22; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on October 28. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: CRTX RBAC ALDX GGB PAGS STNE
Increasing unusual call option volume: IMGN CRTX RBAC ALDX SEAH
Increasing unusual put option volume: CRTX WE BKRT SEAH
Options with decreasing option implied: SAM CRTX CROX TWTR HOG TEVA IBM GLW GOOG
Active options: TSLA AMD MSFT LCID HOOD FB TWTR NVDA AAPL GM BA F GOOGL NIO BAC SNAP PLTR V AFRM OCGN