Mid-session IV Report September 2, 2021

Mid-session IV Report September 2, 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: BBIG BGFV ATER CLDR FARM ANY SOL

Popular stocks with increasing volume: MRNA ROKU PFE SQ NIO RIOT DIS DKNG

Option movers

Alibaba (BABA) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 67.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 143; compared to its 52-week range of 104 to 165. Call put ratio 17.9 calls to 1 put with focus on September 10 calls.

BIT Mining Limited (BTCM) 30-day option implied volatility is at 163; compared to its 52-week range of 79 to 631. Call put ratio 160 calls to 1 put with focus on September 10 calls.

Origin Materials (ORGN) 30-day option implied volatility is at 75; compared to its 52-week range of 8 to 115. Call put ratio 664 calls to 1 put with focus on June calls.

Root (ROOT) 30-day option implied volatility is at 141; compared to its 52-week range of 82 to 193. Call put ratio 25 calls to 1 put.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 61; compared to its 52-week range of 54 to 117. Call put ratio 21 calls to 1 put with focus on September weekly (3) 45 and 50 calls as shares rally 3.6%.

WISeKey (WKEY) 30-day option implied volatility is at 164; compared to its 52-week range of 96 to 178. Call put ratio 11.3 calls to 1 put.

RedHill Biopharma (RDHL) 30-day option implied volatility is at 160; compared to its 52-week range of 79 to 222. Call put ratio 6.4 calls to 1 put.

TPG Pace Beneficial Finance Corp (TPGY) 30-day option implied volatility is at 45; compared to its 52-week range of 7 to 143.

AppHarvest (APPH) 30-day option implied volatility is at 80; compared to its 52-week range of 40 to 309.

Newegg (NEGG) 30-day option implied volatility is at 129; compared to its 52-week range of 87 to 385.

Forte Biosciences (FBRX) September call option implied volatility is at 540, October is at 332; compared to its 52-week range of 87 to 400 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis. Call put ratio 1 call to 2.5 puts.

Cassava Sciences (SAVA) 30-day option implied volatility is at 220; compared to its 52-week range of 100 to 289. Call put ratio 1.9 calls to 1 put as shares rally 2%.

Microvision (MVIS) 30-day option implied volatility is at 105; compared to its 52-week range of 97 to 274. Call put ratio 9.2 calls to 1 put with focus on September weekly 15 calls.

Coinbase (COIN) 30-day option implied volatility is at 50; compared to its 52-week range of 45 to 81. Call put ratio 6.8 calls to 1 put with focus on September weekly (3) 500 calls.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 77; compared to its 52-week range of 39 to 154.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 106; compared to its 52-week range of 100 to 275. Call put ratio 2.3 calls to 1 put as shares rally 4%.

Option IV into quarter results and outlook

DocuSign (DOCU) September weekly call option implied volatility is at 166, September is at 60; compared to its 52-week range of 35 to 128 into the expected release of quarter results today after the bell.

Broadcom (AVGO) September weekly call option implied volatility is at 69, September is at 28; compared to its 52-week range of 21 to 52 into the expected release of quarter results today after the bell.

Hewlett Packard (HPE) September weekly call option implied volatility is at 122, September is at 44; compared to its 52-week range of 25 to 218 into the expected release of quarter results today after the bell.

PagerDuty (PD) September weekly call option implied volatility is at 78, September is at 59; compared to its 52-week range of 45 to 135 into the expected release of quarter results today after the bell.

Increasing unusual option volume: GSM CFLT FIVE SLQT NCNO SPCE FSLY
Increasing unusual call option volume: GSM SLQT NCNO FOSL FIVE AMBA RVP FTCH
Increasing unusual put option volume: FIVE SPRT AMBA GSAT SWBI WPRT
Options with decreasing option implied: VIXY ASTR PLAN VALE CIEN ZM GPS HPQ PTON
Active options: AAPL TSLA AMC NIO NFLX PLTR BABA FB CHWY NVDA BBIG AMZN LCID ROKU BAC MRNA MARA SPCE WFC