Mid-session IV Report September 10, 2021

Mid-session IV Report September 10, 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: WWE TRIL HXL VXRT ANTM CCXI RKLB SHCR ACIC GEVO IPOF

Popular stocks with increasing volume: WWE MRNA AFRM PTON GM BABA NIO PLTR KR

IV into events

Zoom Video (ZM) September call option implied volatility is at 38, October is at 39; compared to its 52-week range of 38 to 96 into hosting a financial analyst briefing on September 13. Call put ratio 3.3 calls to 1 put.

Apple (AAPL) September call option implied volatility is at 24, October is at 25; compared to its 52-week range of 19 to 55 into a special event on September 14. Call put ratio 1.9 calls to 1 put.

Cisco (CSCO) September weekly call option implied volatility is at 20, October is at 19 compared to its 52-week range of 16 to 47 into hosting a virtual analyst day on September 15.

World Wrestling Entertainment (WWE) September call option implied volatility is at 55, October is at 47; compared to its 52-week range of 34 to 73. Call put ratio 167 calls to 1 put with focus on September 55 calls

Uranium, rare earth stock option implied volatility

Cameco Corp. (CCJ) 30-day option implied volatility is at 58; compared to its 52-week range of 40 to 233. Call put ratio 5.3 calls to 1 put.

Centrus Energy (LEU) 30-day option implied volatility is at 77; compared to its 52-week range of 49 to 365.

Uranium Energy (UEC) 30-day option implied volatility is at 105; compared to its 52-week range of 9 to 177. Call put ratio 105 calls to 1 put.

Energy Fuels (UUUU) 30-day option implied volatility is at 95; compared to its 52-week range of 70 to 162. Call put ratio 52 calls to 1 put.

MP Materials (MP) 30-day option implied volatility is at 63; compared to its 52-week range of 60 to 141. Call put ratio 1 call to 1.1 puts.

Market Vectors Rare Earth/strategic Metals Etf (REMX) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 67. Call put ratio 25 calls to 1 put.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 110; compared to its 52-week range of 66 to 200. Call put ratio 4.3 calls to 1 put.

Hexcel Corp. (HXL) September call option implied volatility is at 150, October is at 80; compared to its 52-week range of 35 to 94. Call put ratio 3.8 calls to 1 put as shares rally 4%.

Increasing unusual option volume: ISEE APLS SNCR VIH TTOO HCC
Increasing unusual call option volume: ISEE APLS TMC TTOO AFRM ATER
Increasing unusual put option volume: APLS RKLB AFRM ACI ASO KPLT
Options with decreasing option implied: SAVA TTCF INO VALE GME MUDS RH AFRM PLAY ZS KR
Active options: AMC AAPL TSLA NVDA MRNA FB AFRM PTON BBIG GM SOS BABA CLOV AMZN MU NIO PLTR MSFT LCID ISEE