Mid-session IV Report September 17, 2020

Mid-session IV Report September 17, 2020

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: GME MCS WVE APPS PLAY CONN FIT ILMN

Popular stocks with increasing unusual volume: INO NKLA XOM AAL MAT GME

Option implied volatility low to flat on more calls than puts for Momentum stocks

DocuSign (DOCU) September call option implied volatility is at 55, October is at 56; compared to its 52-week range 28 to 108 as shares down 1.5%. Call put ratio 1.3 calls to 1 put with focus on September weekly calls.

Pinterest (PINS) September option implied volatility is at 82, October is at 65; compared to its 52-week range of 38 to 154. Call put ratio 5.2 calls to 1 put with focus on January calls.

Lemonade (LMND) September call option implied volatility is at 101, October is at 82; compared to its 8-week range of 97 to 122.

Zoom Video (ZM) September call option implied volatility is at 74, December is at 68; compared to its 52-week range of 36 to 137. Call put ratio 1 call to 1 put.

Zscaler (ZS) September call option implied volatility is at 60, October is at 55; compared to its 52-week range of 40 to 118.

Peloton (PTON) September weekly call option implied volatility is at 71, October is at 73; compared to its 52-week range of 58 to 158.

Wayfair (W) September call option implied volatility is at 83, October is at 70; compared to its 52-week range of 41 to 210 as shares sell off 3.5%.

Beyond Meat (BYND) September call option implied volatility is at 77, October is at 65; compared to its 52-week range of 47 to 130. Call put ratio 2.8 calls to 1 put.

Cloudera (CLDR) September call option implied volatility is at 56, October is at 69; compared to its 52-week range of 41 to 124. Call put ratio 1.8 calls to 1 put.

Pure Storage (PSTG) September call option implied volatility is at 53, October is at 55; compared to its 52-week range 31 to 113 as shares down 1.5%

CrowdStrike Holdings Inc. (CRWD) September and October call option implied volatility is at 60; compared to its 52-week range of 50 to 117 as shares sell off 3%.

Rocket Cos (RKT) September call option implied volatility is at 96, October is at 78; compared to its 52-week range of 77 to 138. Call put ratio 6.8 calls to 1 put with focus on September 23 and 24 calls.

Shopify (SHOP) September call option implied volatility at 70, October is at 56; compared to its 52-week range of 40 to 124 as shares sell off 2%.

BigCommerce (BIGC) September call option implied volatility is at 90, October is at 98; compared to its 52-week range of 87 to 199 as shares sell off 1.7%. Call put ratio 4.6 calls to 1 put.

Wix (WIX) September call option implied volatility is at 66, October is at 56; compared to its 52-week range of 28 to 105.

Option stock option implied volatility for Cruise Liners

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 74; compared to its 52-week range of 20 to 270.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 85; compared to its 52-week range of 18 to 266.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 88; compared to its 52-week range of 20 to 281. Call put ratio 3.8 calls to 1 put with focus on September calls.

Option implied volatility into European Society for Medical Oncology Congress on September 21.

Corvus Pharmaceuticals (CRVS) 30-day option implied volatility is at 177; compared to its 52-week range of 100 to 460 into European Society for Medical Oncology Congress on September 21.

Incyte (INCY) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 69. Call put ratio 24 calls to 1 put.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 95; compared to its 52-week range of 55 to 193. Call put ratio 21 calls to 1 put with focus on September calls.

Clovis (CLVS) 30-day option implied volatility is at 148; compared to its 52-week range of 84 to 370. Call put ratio 3.7 calls to 1 put with focus on September and October calls.

Immunomedics (IMMU) option implied volatility is at 31; compared to its 52-week range of 68 to 138

Increasing unusual option volume: MLHR OMC MAT WRK A CONN GME
Increasing unusual call option volume: MAT A WRK CONN MT FCAU
Increasing unusual put option volume: SRNE PEIX IMMU OMC IBIO NYMT
Options with decreasing option implied volatility: CRON CLVS IMMU ACB PTON KR LEN LQD
Active options: AAPL TSLA GE AMZN MSFT FB SRNE AMD BA NIO NVDA GME AAL MAT BAC BABA DKNG INO NKLA XOM