Mid-session IV Report October 29, 2021

Mid-session IV Report October 29, 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 GGPI LCID IRNT LIDR FSR LCID TSLA

Popular stocks with increasing volume: CLF X QS AMC LCID SNAP FSR

Tesla trades above $1100

Tesla (TSLA) October weekly call option implied volatility is at 93, November is at 62; compared to its 52-week range of 37 to 106. Call put ratio 1.7 calls to 1 put as shares trade $1100.

Apple longer duration IV pulls back

Apple (AAPL) October weekly call option implied volatility is at 48, November is at 22; compared to its 52-week range of 19 to 50 into the expected release of quarter results after the bell on November 1. Call put ratio 2.2 calls to 1 put as shares sell off 3.5%.

Option IV into quarter results

Avis Budget Car (CAR) November weekly call option implied volatility is at 95, November is at 82; compared to its 52-week range of 49 to 95 into the expected release of quarter results after the bell on November 1. Call put ratio 2.2 calls to 1 put.

AMC Entertainment (AMC) November weekly call option implied volatility is at 105, November is at 114; compared to its 52-week range of 95 to 726 into the expected release of quarter results on November 1. Call put ratio 2.3 calls to 1 put.

Chegg (CHGG) November call option implied volatility is at 66, December is at 54; compared to its 52-week range of 33 to 82 into the expected release of quarter results after the bell on November 1. Call put ratio 33 calls to 1 put with focus on November calls.

Cirrus Logic (CRUS) November call option implied volatility is at 44, December is at 39; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on November 1. Call put ratio 1.1 calls to 1 put.

Clorox (CLX) November weekly call option implied volatility is at 46, November is at 33; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on November 1.

PG&E (PCG) November weekly call option implied volatility is at 46, November is at 43; compared to its 52-week range of 27 to 220 into the expected release of quarter results before the bell on November 1. Call put ratio 3 calls to 1 put.

Increasing unusual option volume: TXRH WIMI FOUR UAVS UXIN
Increasing unusual call option volume: TXRH WIMI FOUR UAVS UXIN MARK ZEN
Increasing unusual put option volume: CSTM ZEN EAT AZUL LCID
Options with decreasing option implied: CRTX COTY VXRT TWTR HOOD IRBT SNAP SKX
Active options: AAPL LCID TSLA FB AMZN X NVDA MSFT F AMD SBUX PLTR NIO XOM AMC CLF QS PBR INTC RBLX