Mid-session IV Report September 13, 2021

Mid-session IV Report September 13, 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: ATER CCXI UUUU ACIC OCGN ROOT OCGN SDC IRNT

Popular stocks with increasing volume: AFRM DELL FIVE

Movers

Alibaba (BABA) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 67 after reports Beijing to break up Ant’s Alipay and force creation of separate loans app.

Oracle (ORCL) September call option implied volatility is at 66, October is at 53; compared to its 52-week range of 20 to 44 into the expected release of quarter results today after the bell.

FuelCell (FCEL) September call option implied volatility is at 166, October is at 102; compared to its 52-week range of 85 to 243 into the expected release of quarter results before the bell on September 14.

JinkoSolar (JKS) September call option implied volatility is at 140, October is at 90; compared to its 52-week range of 64 to 130 into the expected release of quarter results on September 15. Call put ratio 2.1 calls to 1 put.

Zoom Video (ZM) September call option implied volatility is at 52, October is at 40; compared to its 52-week range of 38 to 96 into hosting a financial analyst briefing today. Call put ratio 2.4 calls to 1 put.

Apple (AAPL) September call option implied volatility is at 34, October is at 26; compared to its 52-week range of 19 to 55 into a special event on September 14. Call put ratio 2 calls to 1 put.

Cisco (CSCO) September call option implied volatility is at 28, October is at 20 compared to its 52-week range of 16 to 47 into hosting a virtual analyst day on September 15.

Uranium, rare earth stock option implied volatility

Cameco Corp. (CCJ) 30-day option implied volatility is at 85; compared to its 52-week range of 40 to 233. Call put ratio 9.3 calls to 1 put.

Centrus Energy (LEU) 30-day option implied volatility is at 82; compared to its 52-week range of 49 to 365 as shares rally 8%.

Uranium Energy (UEC) 30-day option implied volatility is at 138; compared to its 52-week range of 9 to 177. Call put ratio 20 calls to 1 put.

Energy Fuels (UUUU) 30-day option implied volatility is at 135; compared to its 52-week range of 70 to 162. Call put ratio 17 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.

Market Vectors Rare Earth/strategic Metals Etf (REMX) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 67. Call put ratio 1 calls to 2 puts.

UP Fintech Holding Limited (TIGR) 30-day option implied volatility is at 108; compared to its 52-week range of 66 to 200. Call put ratio 1.2 calls to 1 put.

Hexcel Corp. (HXL) September call option implied volatility is at 160, October is at 72; compared to its 52-week range of 35 to 94. Call put ratio 28 calls to 1 put with focus on October 65 calls as shares rally 1%.

Option implied volatility for Online Sports Betting and Resort stocks

Penn National Gaming (PENN) 30-day option implied volatility is at 58; compared to its 52-week range of 49 to 99. Call put ratio 2.5 calls to 1 put as shares sell off 3.4%.

Boyd Gaming (BYD) 30-day option implied volatility is at 43; compared to its 52-week range of 38 to 70. Call put ratio 3.3 calls to 1 put as shares sell off 1%.

Caesars (CZR) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 93. Call put ratio 1.6 calls to 1 put as shares sell off 1.3%.

MGM Resorts (MGM) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 76. Call put ratio 3.4 calls to 1 put as shares rally 1%.

Las Vegas Sands (LVS) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 61. Call put ratio 2.1 calls to 1 put as shares rally 1.8%.

Wynn Resorts (WYNN) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 75. Call put ratio 2.8 calls to 1 put.

DraftKings (DKNG) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 111. Call put ratio 3 calls to 1 put as shares sell off 4%.

Increasing unusual option volume: ATER DNN GGAL ISEE ADAP
Increasing unusual call option volume: ATER DNN GGAL ADAP ISEE AFRM
Increasing unusual put option volume: AFRM GSAT ATER MSOS SPRT WPG DNN
Options with decreasing option implied: SAVA SPRT AMRN INO HUT GME
Active options: AAPL TSLA GME AMC