Mid-session IV Report September 22, 2021

Mid-session IV Report September 22, 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: MRIN BB SPIR INDI INO BKSY LCID FLR CMG IBM NTR WHR

Popular stocks with increasing volume: BP SOFI INTC UBER PLTR WKHS DKNG

Leading makers of Covid-19 vaccine stocks option implied volatility vaccine booster headlines

Pfizer (PFE) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 61 amid COVID-19 vaccine booster headlines. Call put ratio 3.3 calls to 1 put.

BioNTech SE (BNTX) 30-day option implied volatility is at 67; compared to its 52-week range of 53 to 140.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 35.
Moderna (MRNA) 30-day option implied volatility is at 60; compared to its 52-week range of 51 to 132.

Option IV into events

BlackBerry (BB) September weekly call option implied volatility is at 167, October is at 93; compared to its 52-week range of 48 to 478 into the expected release of quarter results today after the bell. Call put ratio 5.1 calls to 1 put.

H.B. Fuller (FUL) October call option implied volatility is at 42, November is at 31; compared to its 52-week range of 25 to 54 into the expected release of quarter results today after the bell. Call put ratio 4.3 calls to 1 put.

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 today. Call put ratio 5.6 calls to 1 put.

KB Home (KBH) October call option implied volatility is at 44, November is at 41; compared to its 52-week range of 32 to 64 into the expected release of quarter results today after the bell.

Rite Aid (RAD) September weekly call option implied volatility is at 200, October is at 87; compared to its 52-week range of 56 to 134 into the expected release of quarter results today after the bell.

Steelcase (SCS) October call option implied volatility is at 61, November is at 51; compared to its 52-week range of 34 to 98 into the expected release of quarter results today after the bell.

Accenture (ACN) September weekly call option implied volatility is at 60, October is at 310 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 92, 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 45, 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.

Salesforce (CRM) September weekly call option implied volatility is at 44, October is at 29; compared to its 52-week range of 23 to 52 into hosting an investor day on September 24. Call put ratio 1.2 calls to 1 put into Dream Force.

Increasing unusual option volume: IRNT YANG UBS ATER INCY WIMI
Increasing unusual call option volume: YANG ATER FIVN WIMI TMC SFIX
Increasing unusual put option volume: MRIN HSBC SFIX DVAX CS NVS
Options with decreasing option implied: SFIX BTCM NLY IPOF ADBE FDX
Active options: AAPL LCID AMC BP SOFI CLOV QS INTC UBER PLTR ATER ROOT FB WKHS NVDA BBIG DKNG BAC TSLA PROG