Mid-session IV Report September 21, 2021

Mid-session IV Report September 21, 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: SPIR INO RSI MLCO SNAP CS HSBC NFLX IBM GOOGL

Popular stocks with increasing volume: PLTR AAL F DKNG ROKU UAL PFE DKNG

Option IV into events

Adobe (ADBE) September weekly call option implied volatility is at 59, October is at 34; compared to its 52-week range of 21 to 46 into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) September weekly call option implied volatility is at 240, October is at 105; compared to its 52-week range of 51 to 128 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

FedEx (FDX) September weekly call option implied volatility is at 63, October is at 37; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell.

BlackBerry (BB) September weekly call option implied volatility is at 117, October is at 85; compared to its 52-week range of 48 to 478 into the expected release of quarter results after the bell on September 22.

General Mills (GIS) October call option implied volatility is at 27, November is at 25; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on September 22.

H.B. Fuller (FUL) October call option implied volatility is at 44, November is at 33; compared to its 52-week range of 25 to 54 into the expected release of quarter results after the bell on September 22.

Jabil (JBL) October call option implied volatility is at 44, November is at 37; compared to its 52-week range of 23 to 57 into the expected release of quarter results on September 22.

KB Home (KBH) October call option implied volatility is at 49, November is at 44; compared to its 52-week range of 32 to 64 into the expected release of quarter results after the bell on September 22.

Rite Aid (RAD) September weekly call option implied volatility is at 169, October is at 91; compared to its 52-week range of 56 to 134 into the expected release of quarter results on September 22.

Steelcase (SCS) October call option implied volatility is at 61, November is at ; compared to its 52-week range of 34 to 98 into the expected release of quarter results after the bell on September 22.

Accenture (ACN) September weekly call option implied volatility is at 61, October is at 31; compared to its 52-week range of 14 to 38 into the expected release of quarter results before the bell on September 23.

Darden (DRI) October call option implied volatility is at 40, November is at 38; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on September 23.

Nike (NKE) September weekly call option implied volatility is at 77, October is at 37; compared to its 52-week range of 20 to 41 into the expected release of quarter results after the bell on September 23.

Costco (COST) September weekly call option implied volatility is at 41, October is at 24; compared to its 52-week range of 15 to 33 into the expected release of quarter results after the bell on September 23.

Workday (WDAY) September weekly call option implied volatility is at 45, October is at 33; compared to its 52-week range of 26 to 53 ahead of the company’s Financial Analyst Day today. Call put ratio 3.3 calls to 1 put.

Boston Scientific (BSX) September weekly call option implied volatility is at 55, October is at 27; compared to its 52-week range of 29 to 56 into hosting an investor day on September 23.

Yum China (YUMC) October and November call option implied volatility is at 29; compared to its 52-week range of 20 to 46 into hosting an investor day on September 23.

Weyerhaeuser (WY) September weekly call option implied volatility is at 33, October is at 32; compared to its 52-week range of 24 to 69 into hosting an investor day on September 23.

Salesforce (CRM) September weekly call option implied volatility is at 44, October is at 31; compared to its 52-week range of 23 to 52 into hosting an investor day on September 24. Call put ratio 1.9 calls to 1 put into Dream Force.

Increasing unusual option volume: UBS YANG ATER AXTA SPIR DBI
Increasing unusual call option volume: YANG SPIR TMC ATER AXTA SUNL
Increasing unusual put option volume: WPRT HSBC DNA RL MLCO SDC
Options with decreasing option implied: BTCM AGC WEBR NLY
Active options: UBER AAPL TSLA LCID PLTR AMC NVDA AAL AMD SDC F DKNG ROKU QS NIO MSFT AMZN FB UAL BABA