Mid-session IV Report October 8, 2021

Mid-session IV Report October 8, 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: SDC AKAM GSAH VIH RENN ALLO

Popular stocks with increasing volume: NIO MRNA AFRM

Avis Budget Group (CAR) October call option implied volatility is at 73, November is at 74; compared to its 52-week range of 49 to 94 as shares rally 6.7%. Call put ratio 1.3 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 108; compared to its 52-week range of 30 to 219 as shares sell off 1.6%. Call put ratio 1.1 calls to 1 put.

Option IV into events

New Oriental Education (EDU) October call option implied volatility is at 155, November is at 145; compared to its 52-week range of 36 to 235 into the expected release of quarter results on October 11. Call put ratio 3.5 calls to 1 put.

Blackrock (BLK) October call option implied volatility is at 35, November is at 26; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on October 13.

Delta (DAL) October call option implied volatility is at 40, November is at 38; compared to its 52-week range of 32 to 73 into the expected release of quarter results before the bell on October 13. Call put ratio 7.1 calls to 1 put.

JPMorgan (JPM) October call option implied volatility is at 37, November is at 27; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on October 13. Call put ratio 2 calls to 1 put.

Schwab (SCHW) October call option implied volatility is at 38, November is at 30; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on October 13. Call put ratio 2.3 calls to 1 put.

Plug Power (PLUG) 30-day option implied volatility is at 68; compared to its 52-week range of 59 to 157 into investor day on October 14. Call put ratio 4.3 calls to 1 put.

ULTA Salon (ULTA) 30-day option implied volatility is at 36; compared to its 52-week range of 27 to 59 ahead of ULTA’s virtual analyst day on October 19.

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

Increasing unusual option volume: STT CCXI OPAD AEHR AXTA CCXI ALLO RKLB CAR
Increasing unusual call option volume: STT OPAD AEHR AXTA CCXI CEI
Increasing unusual put option volume: CCXI FIVN RKLB IRNT AEHR PETS
Options with decreasing option implied: CCXI APRN NEGG MNKD SPIR
Active options: TSLA AAPL F T BABA PLTR CEI AMD SNDL FB NIO NVDA AMC AMZN MSFT CCXI AFRM MRNA SDC GM