Mid-session IV Report September 24, 2021

Mid-session IV Report September 24, 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.
ied volatility
Options with increasing option implied volatility: CRM AFRM UBER AMC BABA F SNAP CCL BB

Popular stocks with increasing volume: CRM AFRM UBER AMC BABA F SNAP CCL BB

Option IV into events

Micron (MU) October weekly call option implied volatility is at 55, October is at 40; compared to its 52-week range of 30 to 59 into the expected release of quarter results after the bell on September 28.

Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 122, October is at 91; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on September 30. Call put ratio 3.22 calls to 1 put.

General Motors (GM) September weekly call option implied volatility is at 31, October is at 33; compared to its 52-week range of 29 to 66 into investor day on October 6 and 7.

Crypto themed stocks amid wide price movement of Bitcoin after China central bank deems all cryptocurrency transactions illegal

Coin (COIN) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 81.

Marathon Patent Group (MARA) 30-day option implied volatility is at 92; compared to its 52-week range of 91 to 275.

Riot Blockchain (RIOT) 30-day option implied volatility is at 91; compared to its 52-week range of 89 to 276.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 69; compared to its 52-week range of 50 to 154.

Microvision (MVIS) 30-day option implied volatility is at 95; compared to its 52-week range of 93 to 274.

Robinhood (HOOD) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 225.

PayPal (PYPL) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 59.

Square (SQ) 30-day option implied volatility is at 35; compared to its 52-week range of 35 to 73.

Increasing unusual option volume: IRNT CYH LTCH AEHR CAKE AFRM TMC CPR
Increasing unusual call option volume: LTCH TMC AEHR CAKE AFRM CAPR LIDR
Increasing unusual put option volume: SKX TPR ATUS AFRM ATER NKE
Options with decreasing option implied: KDMN SDC ACHR VLTR SFIX
Active options: AAPL NKE TSLA PLTR CRM NVDA AFRM UBER AMD AMC BABA F AMZN FB BAC SNAP NIO CCL MSFT BB