Mid-session IV Report September 15, 2021

Mid-session IV Report September 15, 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: OCGN MOSY BLI IRNT BOIL KOLD SBUX UUUU TMC URA WYNN GSAH NLY

Popular stocks with increasing volume: WYNN AFRM AGC CROX EA

Cisco (CSCO) September call option implied volatility is at 39, October is at 21; compared to its 52-week range of 16 to 47 into hosting a virtual analyst day on September 15. Call put ratio 2.1 calls to 1 put.

Electronic Arts (EA) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 46 as shares sell off 5.9%. Call put ratio 1.3 calls to 1 put as shares sell off 5%.

Wynn (WYNN) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 75 as shares sell off 7%. Call put ratio 1 call to 1 put as shares sell off 7%.

IronNet (IRNT) September option implied volatility is at 430, October is at 266; compared to its 52-week range of 7 to 216. Call put ratio 5.9 calls to 1 put as shares rally 11%.

Growth Stock Option IV into September 21-22 FOMC meeting

Tesla (TSLA) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 127.

Microsoft (MFST) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 41.

Facebook (FB) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 55.

Alphabet (GOOGL) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 46.

Twitter (TWTR) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 91.

Snap (SNAP) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 119.

Netflix (NFLX) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 63.

Amazon (AMZN) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 55.

AMC (AMC) 30-day option implied volatility is at 129; compared to its 52-week range of 85 to 726.

GameStop (GME) 30-day option implied volatility is at 88; compared to its 52-week range of 89 to 553

Increasing unusual option volume: ATER TMC FE KOLD CDXC
Increasing unusual call option volume: TMC ATER FE BCLI KOLD TRTN
Increasing unusual put option volume: ATER AGC GSAT YUMC TMC
Options with decreasing option implied: ITUB BBIG FTCV CLOV SPIR GME LULU ORCL
Active options: AAPL TSLA FB AMZN AMD