Mid-session IV Report September 14, 2021

Mid-session IV Report September 14, 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: CMCSA CHTR LVS WYNN MO HLF OCGN UUUU AGC

Popular stocks with increasing volume: CHTR CMCSA LVS WYNN PANW HLF FCEL SDC

Movers

Apple (AAPL) September call option implied volatility is at 32, October is at 24; compared to its 52-week range of 19 to 53 into Apple (AAPL) holds “California Streaming” a virtual event expected to detail the next major iPhone models on September 14 at 1 pm. Call put ratio 2.5 calls to 1 put.

Comcast (CMCSA) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 55 as shares sell off 5.7%. Call put ratio 1 call to 1.4 puts.

Las Vegas Sands (LVS) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 60.

Wynn Resorts (WYNN) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 74.

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. Call put ratio 11 calls to 1 put with focus on September 59 calls.

Option implied volatility for semiconductor stocks Apple to host a virtual event

Intel (INTC) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 45 into Apple (AAPL) hosting a “California Streaming” a virtual event expected to detail the next major iPhone models on September 14 at 1 pm.

Qualcomm (QCOM) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 55.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 71. Call put ratio 3.8 calls to 1 put.

Micron (MU) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 59. Call put ratio 1 call to 1 puts.

Taiwan Semi (TSM) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 53.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 43. Call put ratio 1 call to 3.4 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 58. Call put ratio 2.6 calls to 1 put.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 51. Call put ratio 3.2 calls to 1 put.

Xilinx (XLNX) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 67.

Skyworks (SWKS) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 54.

Analog Devices (ADI) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 43. Call put ratio 4.6 calls to 1 put.

Lam Research (LRCX) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 58 into Apple (AAPL) to hosting a virtual event.

KLA-Tencor (KLAC) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 51.

IronNet (IRNT) 30-day option implied volatility is at 207; compared to its 52-week range of 7 to 207. Call put ratio 7 calls to 1 put as shares rally 5%.

Increasing unusual option volume: TRIL PROG FROG ATER MCFE ISEE PROG MDXG PK ISEE
Increasing unusual call option volume: ATER TMC PROG PK MDXG SDC
Increasing unusual put option volume: ATER APO APLS SPRT BBIG
Options with decreasing option implied: BBIG SPRT CLOV SAVA SIRI RH
Active options: AAPL ORCL TSLA FB