Mid-session IV Report October 6, 2021

Mid-session IV Report October 6, 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: APRN DNA GRPN W UAA COTY MUDS EA

Popular stocks with increasing volume: PLTR X MRNA RIOT

United States Natural Gas (UNG) 30-day option implied volatility is at 119; compared to its 52-week range of 30 to 219 as shares sell off 6%. Call put ratio 1 call to 1 put.

Levi Strauss (LEVI) October call option implied volatility is at 72, November is at 46; compared to its 52-week range of 33 to 72 into the expected release of quarter results today after the bell.

Option Implied Volatility and Call Put Ratio for Social Media Stocks into quarter results

Facebook (FB) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 55 into expected release of quarter results on October 25. Call put ratio compared to 1.2 calls to 1 put compared to 90-day ratio 1.8 calls to 1.3 puts.

Twitter (TWTR) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 91 into expected release of quarter results on October 26. Call put ratio compared to 1.5 calls to 1 put compared to 90-day ratio 1.7 calls to 1 put

Pinterest (PINS) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 110 into expected release of quarter results on October 26. Call put ratio compared to 2.5 calls to 1 put compared to 90-day ratio 1.7 calls to 1 put.

Yelp (YELP) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 116 into expected release of quarter results on November 3. Call put ratio compared to 11 calls to 1 put compared to 90-day ratio 1.7 calls to 1 put

Alphabet (GOOG) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 45 into expected release of quarter results on October 27. Call put ratio compared to 1.2 calls to 1 put compared to 90-day ratio 1 call to 1 put

Snap (SNAP) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 119 into expected release of quarter results on October 23. Call put ratio compared to 1 call to 1.1 puts compared to 90-day ratio 1.5 calls to 1 put.

Crypto themed stocks amid wide price movement of Bitcoin

Coin (COIN) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 81 as Bitcoin trades up 5%. Call put ratio 4 calls to 1 put.

Marathon Patent Group (MARA) 30-day option implied volatility is at 101; compared to its 52-week range of 101 to 394 as Bitcoin trades up 5%. Call put ratio 4.8 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 100; compared to its 52-week range of 98 to 276 as Bitcoin trades up 5%. Call put ratio 13 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 30 to 154 as Bitcoin trades up 5%.

Bit Digital (BTBT) 30-day option implied volatility is at 188; compared to its 52-week range of 114 to 279. Call put ratio 7 calls to 1 put.

Increasing unusual option volume: GTE DNA IRNT NXTD
Increasing unusual call option volume: IRNT GTE ANY PROG WGO
Increasing unusual put option volume: DNA GOGO NAT KOLD VRM
Options with decreasing option implied: IRNT VOD BBBY KMX
Active options: PLTR AAPL TSLA FB RIOT BTBT NFLX MARA X AMD NVDA AMC BAC MRNA BBIG AAL TLRY AMZN NIO CEI