Mid-session IV Report September 16, 2021

Mid-session IV Report September 16, 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: LIFE TMC SDC MLCO WYNN IRNT OPAD RSI

Popular stocks with increasing volume: FCX NIO BAC CROX

FedEx (FDX) September weekly call option implied volatility is at 30, October is at 33; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on September 21.

Lucid (LCID) September call option implied volatility is at 88, October is at 80; compared to its 52-week range of 69 to 289 after says Air Dream Edition R longest-range EV ever rated by EPA. Call put ratio 3.3 calls to 1 put.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 64. Call put ratio 2.4 calls to 1 put as shares sell off 0.5%.

Payment Companies

Square (SQ) 30-day option implied volatility is at 38; compared to its 52-week range of 37 to 73.

PayPal (PYPL) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 59.

MasterCard (MA) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 43.

Visa (V) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 38.

SoFi Technologies (SOFI) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 151.

American Express (AXP) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 42.

Affirm Holdings (AFRM) 30-day option implied volatility is at 76; compared to its 52-week range of 60 to 126. Call put ratio 4.3 calls to 1 put.

Option Implied Volatility for industrial metal into September 21-22 FOMC meeting

Rio Tinto plc (RIO) 30 day option implied volatility is at 33; compared to its 52-week range of 27 to 43. Call put ratio 2.2 calls to 1 put as shares sell off 4%.

Freeport-McMoran (FCX) 30 day option implied volatility is at 46; compared to its 52-week range of 41 to 64 as shares sell off 6.5%.

BHP Billiton Ltd. (BHP) 30 day option implied volatility is at 30; compared to its 52-week range of 25 to 50 as shares sell off 4%.

IronNet (IRNT) 30-day option implied volatility is at 312; compared to its 52-week range of 7 to 216. Call put ratio 4.4 calls to 1 put with focus on September 45 calls as shares rally 19%.

Vinco Ventures (BBIG) 30-day option implied volatility is at 229; compared to its 52-week range of 85 to 330. Call put ratio 7.3 calls to 1 put with focus on September 10 calls as shares rally 8%.

Rush Street Interactive (RSI) September call option implied volatility is at 212, October is at 110; compared to its 52-week range of 64 to 138. Call put ratio 54 calls to 1 put with focus on September 20 calls as shares rally 7.8%.

aTyr Pharma (LIFE) 30-day option implied volatility is at 332, October is at 169; compared to its 52-week range of 78 to 196. Call put ratio 5.6 calls to 1 put as shares rally 20%.

Increasing unusual option volume: SUNL TMC RSI YANG BBIG LIFE
Increasing unusual call option volume: TMC SUNL YANG RSI WEBR
Increasing unusual put option volume: CBOE MSOS ALT SSRM EA TMC LIT
Options with decreasing option implied: PBR ITUB INO ROOT TIGR VALE ORCL
Active options: PLTR AAPL TSLA LCID IRNT AMZN AMD AMC MRNA BABA NIO CLOV SDC MSFT TMC NVDA BAC BBIG FCX FB