Mid-session IV Report October 7, 2021

Mid-session IV Report October 7, 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: MNKD DNA PCG SDC PCG TME PAA AEO

Popular stocks with increasing volume: NIO SDC PLTR MRNA T AFRM AMC BA

United States Natural Gas (UNG) 30-day option implied volatility is at 105; compared to its 52-week range of 30 to 219 as shares sell off 3%. Call put ratio 1 call to 1 put.

AT&T (T) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 29.

Option IV and volume movers

Spire Global (SPIR) 30-day option implied volatility is at 120; compared to its 52-week range of 9 to 198. Call put ratio 5 calls to 1 put.

Weber Inc (WEBR) 30-day option implied volatility is at 74; compared to its 52-week range of 66 to 92.

The Metals Company (TMC) 30-day option implied volatility is at 182; compared to its 52-week range of 8 to 250.

Joby Aviation (JOBY) 30-day option implied volatility is at 95; compared to its 52-week range of 11 to 142.

Cazoo (CZOO) 30-day option implied volatility is at 95; compared to its 52-week range of 6 to 128.

Rockley Photonics Holdings (RKLY) 30-day option implied volatility is at 107; compared to its 52-week range of 63 to 183.

Worksport Ltd (WKSP) 30-day option implied volatility is at 118; compared to its 52-week range of 87 to 194.

iShares Hong Kong (EWH) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 55. Call put ratio 1 call to 17 puts.

Krispy Kreme (DNUT) 30-day option implied volatility is at 65; compared to its 52-week range of 57 to 107.

Volta Inc. (VLTA) 30-day option implied volatility is at 107; compared to its 52-week range of 9 to 153.

Snowflake (SNOW) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 9.

Ashland (ASH) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 45 into hosting a virtual investor day on November 12.

Faraday Future Intelligent Electric Inc (FFIE) 30-day option implied volatility is at 115; compared to its 52-week range of 46 to 183. Call put ratio 1.1 calls to 1 put as shares rally 3%.

iShares Russell 2000 Index (RUT) call put 1 ratio 1 call to 1.2 puts with focus on October 2160 and 2190 puts

Increasing unusual option volume: MUX LW AQMS LEVI BEST ONDS SH AFRM
Increasing unusual call option volume: LEVI LW BEST SH HWM ONDS LNC IRNT
Increasing unusual put option volume: MILE LNG LEVI MNST AFRM
Options with decreasing option implied: SPIR IRNT AGC MUDS LEVI STZ TLRY
Active options: AAPL NIO TSLA AMD BABA AMZN NVDA FB TLRY MSFT F SDC CEI PLTR MRNA T AFRM BBIG AMC BA