Mid-session IV Report October 28, 2021

Mid-session IV Report October 28, 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 LIDR BYSI IRNT AGC LCID TSLA DKS FUTU LMT

Popular stocks with increasing volume: LCID T PLUG PFE CLF MRK SHOP EBAY

Tesla & LCID IV bid

Tesla (TSLA) October weekly call option implied volatility is at 75, November is at 60; compared to its 52-week range of 37 to 106. Call put ratio 2.2 calls to 1 put as shares trade above $1070.

Lucid Group (LCID) October weekly call option implied volatility is at 160, November is at 100; compared to its 52-week range of 69 to 288. Call put ratio 4 calls to 1 put as shares trade above $31.

IV into quarter results

Apple (AAPL) October weekly call option implied volatility is at 61, November is at 25; compared to its 52-week range of 19 to 50 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put with focus on October weekly 155 calls.

Amazon (AMZN) October weekly call option implied volatility is at 80, November is at 30; compared to its 52-week range of 18 to 54 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Starbucks (SBUX) October weekly call option implied volatility is at 77, November is at 27; compared to its 52-week range of 18 to 40 into the expected release of quarter results today after the bell.

Skechers (SKX) October weekly call option implied volatility is at 200, November is at 61; compared to its 52-week range of 30 to 76 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

AbbVie (ABBV) October weekly call option implied volatility is at 51, November is at 26; compared to its 52-week range of 18 to 40 into the expected release of quarter results before the bell on October 29. Call put ratio 8.8 calls to 1 put.

Chevron (CVX) October weekly call option implied volatility is at 40, November is at 25; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on October 29. Call put ratio 3.4 calls to 1 put.

Colgate (CL) October weekly call option implied volatility is at 47, November is at 20; compared to its 52-week range of 14 to 30 into the expected release of quarter results before the bell on October 29.

Exxon (XOM) October weekly call option implied volatility is at 44, November is at 27; compared to its 52-week range of 24 to 53 into the expected release of quarter results before the bell on October 29. Call put ratio 3.4 calls to 1 put.

Ginkgo Bioworks (DNA) November call option implied volatility is at 117, December is at 105; compared to its 52-week range of 10 to 208. Call put ratio 7.8 calls to 1 put as shares rally 4.5%.

Increasing unusual option volume: RNW TRIT UXIN INDA LYG RBAC BMRN CSTM
Increasing unusual call option volume: RNW IMGN UXIN CSTM CRTX RBAC TRIT AIG LYG HWM
Increasing unusual put option volume: INDA ARRY ARKF BUD BDX CRTX TWLO CSTM BDX CDE MSOS
Options with decreasing option implied: SAM ZNGA IRBT TWTR SNAP HOG INTC WHR F XLNX EBAY
Active options: F TSLA AAPL LCID AMD FB MSFT NVDA T PLUG PFE AMC AIRNT HOOD FUTU SNAP BA NIO CLF MRK