Mid-session IV Report September 1, 2020

Mid-session IV Report September 1, 2020

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: DOCU TSLA CRWD DISH FLR PD CLDR WORK ATNM GME WMT NFLX TLRY KODK CCL

Popular stocks with increasing unusual volume: SQ DOCU ROKU KODK PTON

Calls active as large cap tech trades higher

Tesla (TSLA) September weekly call option implied volatility is at 115, September is at 109; compared to its 52-week range of 34 to 154 into hosting a Battery Day event after its annual meeting on September 22. Call put ratio 2.4 calls to 1 put.

Apple (AAPL) September weekly option implied volatility is at 51, September is at 49; compared to its 52-week range of 18 to 90 as shares rally 2.2%. Call put ratio 3.1 calls to 1 put with focus on September weekly 132.50 calls.

Facebook (FB) September weekly call option implied volatility is at 51, September is at 44; compared to its 52-week range of 20 to 81. Call put ratio 3.9 calls to 1 put with focus on September weekly 300 calls as shares at record high.

Netflix (NFLX) September weekly call option implied volatility is at 57, September is at 51; compared to its 52-week range of 28 to 99. Call put ratio 4.9 calls to 1 put with focus on September weekly 550 calls.

Alphabet (GOOGL) September weekly call option implied volatility is at 30, September is at 31; compared to its 52-week range of 14 to 75.

Peloton (PTON) September weekly call option implied volatility is at 112, September is at 112; compared to its 52-week range of 58 to 158 into the expected release of quarter results on September 9. Call put ratio 5.5 calls to 1 put with focus on September weekly 80 and 85 calls.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 85 as shares at record high. Call put ratio 2.9 calls to 1 put with focus on September weekly 121 calls.

IV increases into quarter results and outlook

At Home Group (HOME) September call option implied volatility is at 138, October is at 115; compared to its 52-week range of 59 to 280 into the expected release of quarter results today after bell. Call put ratio 21 calls to 1 put with focus on September 20 and 21 calls.

H&R Block (HRB) September call option implied volatility is at 68, October is at 56; compared to its 52-week range of 19 to 110 into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put with focus on September 18 calls.

Ambarella (AMBA) September weekly call option implied volatility is at 150, September is at 77; compared to its 52-week range of 33 to 111 into the expected release of quarter results after the bell on September 2. Call put ratio 2.2 calls to 1 put.

Cloudera (CLDR) September weekly call option implied volatility is at 220, September is at 120; compared to its 52-week range of 41 to 124 into the expected release of quarter results after the bell on September 2. Call put ratio 2.8 calls to 1 put.

CrowdStrike (CRWD) September weekly call option implied volatility is at 210, September is at 115; compared to its 52-week range of 50 to 117 into the expected release of quarter results after the bell on September 2. Call put ratio 3.1 calls to 1 put with focus on September weekly 135 and 140 calls.

Macys (M) September weekly call option implied volatility is at 164, September is at 103; compared to its 52-week range of 39 to 164 into the expected release of quarter results before the bell on September 2.

Rocket Cos (RKT) September call option implied volatility is at 161, October is at 140; compared to its 52-week range of 77 to 138 into the expected release of quarter results on September 2. Call put ratio 6.8 calls to 1 put with focus on September calls after recent IPO.

Zuora (ZUO) September call option implied volatility is at 85, October is at 67; compared to its 52-week range of 36 to 114 into the expected release of quarter results after the bell on September 2. Call put ratio 84 calls to 1 put with focus on September 15 calls.

Five Below (FIVE) September weekly call option implied volatility is at 114, September is at 64; compared to its 52-week range of 29 to 138 into the expected release of quarter results after the bell on September 2. Call put ratio 2.8 calls to 1 put.

Increasing unusual option volume: TRGP KAR COMM AIMT CYRX GOGO JAMF LI RST GNW
Increasing unusual call option volume: TRGP COMM AIMT LI GOGO UN GNW YETI HOME DOCU
Increasing unusual put option volume: GOGO RXT EWH MYL CWH HOME
Options with decreasing option implied volatility: CRON TGTX ANF NTNX DELL FIT
Active options: AAPL TSLA ZM ROKU WMT NIO AMD KODK INTC WORK BAC DOCU NFLX MSFT BABA PTON BA SQ AAL GE